English
Related papers

Related papers: Large deviation principle for Benedicks-Carleson q…

200 papers

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

Probability · Mathematics 2022-10-19 Christian Hirsch , Takashi Owada

In the following we consider a 2-dimensional system of ODE's containing quasiperiodic terms. The system is proposed as an extension of Mathieu-type equations to higher dimensions, with emphasis on how resonance between the internal…

Dynamical Systems · Mathematics 2012-03-13 Thomas Waters

We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with a new metric that is more sensitive to…

Probability · Mathematics 2015-11-30 F. C. Klebaner , A. V. Logachov , A. A. Mogulski

Systems of a large number N of globally coupled maps have become popular as a relatively simple prototype of high-dimensional dynamics, showing many interesting and typical phenomena like synchronisation, cluster formation and…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Andreas Hamm

We first establish new local limit estimates for the probability that a nondecreasing integer-valued random walk lies at time $n$ at an arbitrary value, encompassing in particular large deviation regimes. This enables us to derive scaling…

Probability · Mathematics 2024-01-22 Igor Kortchemski , Cyril Marzouk

The heterochaos baker maps are piecewise affine maps of the unit square or cube introduced in [Nonlinearity 34, 2021, 5744--5761], to provide a hands-on, elementary understanding of complicated phenomena in systems of large degrees of…

Dynamical Systems · Mathematics 2024-09-16 Yoshitaka Saiki , Hiroki Takahasi , Kenichiro Yamamoto , James A. Yorke

We study extreme wave formation for the Korteweg-de Vries equation on the torus with random initial data of average size $\epsilon$. We establish a large deviations principle for the supremum of the solution over arbitrarily long polynomial…

Analysis of PDEs · Mathematics 2026-05-04 Riccardo Berforini D'Aquino , Ricardo Grande

Starting with the large deviation principle (LDP) for the Erd\H{o}s-R\'enyi binomial random graph $\mathcal{G}(n,p)$ (edge indicators are i.i.d.), due to Chatterjee and Varadhan (2011), we derive the LDP for the uniform random graph…

Probability · Mathematics 2018-05-01 Amir Dembo , Eyal Lubetzky

We describe a framework in which is possible to develop and implement algorithms for the approximation of invariant measures of dynamical systems with a given bound on the error of the approximation. Our approach is based on a general…

Dynamical Systems · Mathematics 2017-10-05 Stefano Galatolo , Isaia Nisoli

We obtain a exponential large deviation upper bound for continuous observables on suspension semiflows over a non-uniformly expanding base transformation with non-flat singularities or criticalities, where the roof function defining the…

Dynamical Systems · Mathematics 2010-08-30 Vitor Araujo

Large deviation principles for hyperbolic systems are well studied and provide exponential rates for the deviations of Birkhoff averages from their limit. This short article presents a local large deviation principle for Smale spaces, in…

Dynamical Systems · Mathematics 2025-10-02 David Parmenter

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical integrals obtained in [46,47]. As examples, we obtain 1. a…

Probability · Mathematics 2023-04-25 Serban Belinschi , Alice Guionnet , Jiaoyang Huang

In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

Numerical Analysis · Mathematics 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

We first develop a theory of conditional expectations for random variables with values in a complete metric space $M$ equipped with a contractive barycentric map $\beta$, and then give convergence theorems for martingales of…

Probability · Mathematics 2018-05-23 Fumio Hiai , Yongdo Lim

Let $\psi$ be a continuous decreasing function defined on all large positive real numbers. We say that a real $m\times n$ matrix $A$ is $\psi$-Dirichlet if for every sufficiently large real number $t$ one can find $\boldsymbol{p} \in…

Number Theory · Mathematics 2022-05-24 Dmitry Kleinbock , Andreas Strömbergsson , Shucheng Yu

The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the…

Statistical Mechanics · Physics 2019-06-19 Stefano Gherardini

We establish a large deviation principle for time dependent trajectories (paths) of the empirical density of $N$ particles with long range interactions, for homogeneous systems. This result extends the classical kinetic theory that leads to…

Statistical Mechanics · Physics 2022-01-19 Ouassim Feliachi , Freddy Bouchet

We consider the Generalized Gibbs ensemble of the Ablowitz-Ladik lattice, and the Schur flow. We derive large deviations principles for the distribution of the empirical measures of the equilibrium measures for these ensembles. As a…

Probability · Mathematics 2023-06-22 Guido Mazzuca , Ronan Memin

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

Probability · Mathematics 2007-05-23 F. Klebaner , R. Liptser