Related papers: Large deviation rate functions for the partition f…
The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…
In this article, we study the distribution of values of Dirichlet $L$-functions, the distribution of values of the random models for Dirichlet $L$-functions, and the discrepancy between these two kinds of distributions. For each question,…
Fractional calculus generalizes the derivative and antiderivative operations of differential and integral calculus from integer orders to the entire complex plane. Methods are presented for using this generalized calculus with Laplace…
We describe a simple form of importance sampling designed to bound and compute large-deviation rate functions for time-extensive dynamical observables in continuous-time Markov chains. We start with a model, defined by a set of rates, and a…
We investigate the distribution of the logarithmic derivative of the Riemann zeta-function on the line Re(s)=\sigma, where \sigma, lies in a certain range near the critical line \sigma=1/2. For such \sigma, we show that the distribution of…
We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…
We obtain in this work a sharp estimate on the left tail of the distribution of the so-called derivative martingale in the $L^4$ phase, answering a conjecture by H. Lacoin, R. Rhodes & V. Vargas in the framework of the Gaussian branching…
We present a derivation of the propagator for a particle in the presence of the step and delta function potentials. These propagators are known, but we present a direct path integral derivation, based on the path decomposition expansion and…
For certain random variables that arise as limits of functionals of random finite trees, we obtain precise asymptotics for the logarithm of the right-hand tail. Our results are based on the facts (i) that the random variables we study can…
In this paper, we obtain some results on precise large deviations for non-random and random sums of widely dependent random variables with common dominatedly varying tail distribution or consistently varying tail distribution on…
We study numerically the distributions of the length $L$ of the longest increasing subsequence (LIS) for the two cases of random permutations and of one-dimensional random walks. Using sophisticated large-deviation algorithms, we are able…
Consider the random graph sampled uniformly from the set of all simple graphs with a given degree sequence. Under mild conditions on the degrees, we establish a Large Deviation Principle (LDP) for these random graphs, viewed as elements of…
Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential…
The logarithmic slope of the diffractive structure function is a potential observable scanning the hard and soft contributions in diffraction, allowing to disentangle the QCD dynamics. We report our calculations concerning this quantity, in…
In this paper, we consider projection estimates for L\'evy densities in high-frequency setup. We give a unified treatment for different sets of basis functions and focus on the asymptotic properties of the maximal deviation distribution for…
The logarithmic derivative of a point process plays a key role in the general approach, due to the third author, to constructing diffusions preserving a given point process. In this paper we explicitly compute the logarithmic derivative for…
The double parton distribution functions are investigated in the region of small longitudinal momentum fractions in the leading logarithm approximation of perturbative QCD. It is shown that these functions have the factorization property in…
We show that the endpoint large deviation rate function for a continuous-time directed polymer agrees with the rate function of the underlying random walk near the origin in the whole weak disorder phase.
We present an analytical technique to compute the probability of rare events in which the largest eigenvalue of a random matrix is atypically large (i.e.\ the right tail of its large deviations). The results also transfer to the left tail…
We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…