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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.

Probability · Mathematics 2009-07-28 Ann-Kathrin Jarecki

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…

Machine Learning · Computer Science 2020-11-03 Xavier Alameda-Pineda , Vincent Drouard , Radu Horaud

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…

Statistics Theory · Mathematics 2016-11-25 Djamal Louani , Sidi Mohamed Ould Maouloud

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…

High Energy Physics - Theory · Physics 2010-05-19 Vladimir V. Bytev , Mikhail Yu. Kalmykov , Bernd A. Kniehl

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.

Probability · Mathematics 2012-03-22 Andreas Andresen , Peter Imkeller , Nicolas Perkowski

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…

Dynamical Systems · Mathematics 2010-06-15 Damien Thomine

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…

Dynamical Systems · Mathematics 2020-12-02 Davor Dragičević , Yeor Hafouta

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.

Dynamical Systems · Mathematics 2011-08-18 Peyman Eslami , Pawel Gora

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…

Number Theory · Mathematics 2025-07-01 Daniel Keliher , Sun Woo Park

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…

Probability · Mathematics 2021-11-23 Ehsan Azmoodeh , Mathias Mørck Ljungdahl , Christoph Thäle

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…

Complex Variables · Mathematics 2025-02-26 Si Duc Quang

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…

Dynamical Systems · Mathematics 2011-10-27 Paulo Varandas

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…

Dynamical Systems · Mathematics 2024-06-25 Jan Andres , Pavel Ludvík

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…

Dynamical Systems · Mathematics 2024-09-20 Gautam Iyer , James Nolen

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…

Probability · Mathematics 2024-08-13 Qiao Huang , Wei Wei , Jinqiao Duan

Some problems related to the structure of higher terms of the epsilon-expansion of Feynman diagrams are discussed.

High Energy Physics - Theory · Physics 2007-05-23 A. I. Davydychev , M. Yu. Kalmykov

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…

Probability · Mathematics 2021-06-08 Mark A. Peletier , Mikola C. Schlottke

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…

Probability · Mathematics 2023-04-19 Christian Hirsch , Moritz Otto , Takashi Owada , Christoph Thäle

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…

Dynamical Systems · Mathematics 2025-11-11 Mirmukhsin Makhmudov , Evgeny Verbitskiy , Qian Xiao

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…

Probability · Mathematics 2025-12-16 Yuanyuan Xu , Qiang Zeng