Related papers: A note on the large deviations for piecewise expan…
In the framework of Harnack type Dirichlet forms, we prove a large deviation principle for the asymptotics of reversible Markov processes with rate function given by the energy of the paths.
Modeling the temporal behavior of data is of primordial importance in many scientific and engineering fields. Baseline methods assume that both the dynamic and observation equations follow linear-Gaussian models. However, there are many…
This paper is devoted to the study of large deviation behaviors in the setting of the estimation of the regression function on functional data. A large deviation principle is stated for a process Zn, defined below, allowing to derive a…
The differential-reduction algorithm, which allows one to express generalized hypergeometric functions with parameters of arbitrary values in terms of such functions with parameters whose values differ from the original ones by integers, is…
Ciesielski's isomorphism between the space of alpha-H\"older continuous functions and the space of bounded sequences is used to give an alternative proof of the large deviation principle for Wiener processes with values in Hilbert space.
We provide a simplified proof of the existence, under some assumptions, of a spectral gap for the Perron-Frobenius operator of piecewise uniformly expanding maps on Riemannian manifolds when acting on some Sobolev spaces. Its consequences…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
In this paper we show that the piecewise linear map f(x) = px for x in [0,1/p], and sx-s/p for x in (1/p,1], p > 1, 0 < s < 1 which has an expanding, onto branch and a contracting branch is eventually piecewise expanding and exact.
Following work of Mehrdad and Zhu and of Liu, we prove a large deviation principle for a broad class of integer-valued additive functions defined over abelian monoids. As a corollary, we obtain a large deviation principle for a generalized…
In this paper we extend the refined second-order Poincar\'e inequality for Poisson functionals from a one-dimensional to a multi-dimensional setting. Its proof is based on a multivariate version of the Malliavin-Stein method for normal…
In this paper, we establish a second main theorem for holomorphic maps with finite growth index on complex discs intersecting arbitrary families of hypersurfaces (fixed and moving) in projective varieties, which gives an above bound of the…
We establish bounds for the measure of deviation sets associated to continuous observables with respect to not necessarily invariant weak Gibbs measures. Under some mild assumptions, we obtain upper and lower bounds for the measure of…
The main aim of this note is to point out by means of counter-examples that some arguments of the proofs of two theorems about a "half variational principle" for multivalued maps, formulated recently by Vivas and Sirvent [Metric entropy for…
Consider a discrete time Markov process $X^\varepsilon$ on $\mathbb R^d$ that makes a deterministic jump prescribed by a map $\varphi \colon \mathbb R^d \to \mathbb R^d$, and then takes a small Gaussian step of variance $\varepsilon^2$. For…
We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of driven semimartingales, so that if the noise-control pairs…
Some problems related to the structure of higher terms of the epsilon-expansion of Feynman diagrams are discussed.
We prove pathwise large-deviation principles of switching Markov processes by exploiting the connection to associated Hamilton-Jacobi equations, following Jin Feng's and Thomas Kurtz's method. In the limit that we consider, we show how the…
We prove a large deviation principle for the point process of large Poisson $k$-nearest neighbor balls in hyperbolic space. More precisely, we consider a stationary Poisson point process of unit intensity in a growing sampling window in…
It has often been observed that the Multifractal Formalism and the Large Deviation Principles are intimately related. In fact, Multifractal Formalism was heuristically derived using the Large Deviations ideas. In numerous examples in which…
We establish large deviation principles for the extremal eigenvalues of the Ginibre ensembles with good rate functions. In contrast to the typical estimates for the extremal eigenvalues, the large deviations for the real Ginibre ensemble…