Related papers: A note on the large deviations for piecewise expan…

We establish a microscopic convexity principle for nonlinear elliptic and parabolic partial differential equations in general form.

One of the most basic, longstanding open problems in the theory of dynamical systems is whether reachability is decidable for one-dimensional piecewise affine maps with two intervals. In this paper we prove that for injective maps, it is…

We establish a sequential Hopf's Lemma for higher order differential inequalities in one variable and give some applications of this result.

In the present paper we obtain fully explicit large deviation inequalities for empirical processes indexed by a Vapnik--Chervonenkis class of sets (or functions). Furthermore we illustrate the importance of such results for the theory of…

This paper proposes a regularized pairwise difference approach for estimating the linear component coefficient in a partially linear model, with consistency and exact rates of convergence obtained in high dimensions under mild scaling…

Some results of B. Pasynkov and H. Torunczyk on finite-dimensional maps are improved. A generalization of a Dranishnikov-Uspenskij theorem about extensional dimension is also obtained.

In this paper, using Zvonkin type transform, the large deviation principle is proved for stochastic differential equations with Dini continuous drifts, where the existed methods for large deviation principle are unavailable. The method and…

In this paper, under a one-sided Lipschitz condition on the drift coefficient we adopt (via contraction principle) a exponential approximation argument to investigate large deviations for neutral stochastic functional differential…

This article gives an overview of the emerging literature on large deviations for random graphs. Written for the general mathematical audience, the article begins with a short introduction to the theory of large deviations. This is followed…

A classic approach in dynamical systems is to use particular geometric structures to deduce statistical properties, for example the existence of invariant measures with stochastic-like behaviour such as large deviations or decay of…

We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\V$ of functions of finite variation…

In this paper, we consider the addition of two matrices in generic position, namely A + U BU * , where U is drawn under the Haar measure on the unitary or the orthogonal group. We show that, under mild conditions on the empirical spectral…

The technique of vector differentiation is applied to the problem of the derivation of multipole expansions in four-dimensional space. Explicit expressions for the multipole expansion of the function $r^n C_j (\hr)$ with…

For axiom A diffeomorphisms and equilibrium state, we prove a Large deviation result for the sequence of successive return times into a fixed open set, under some assumption on the boundary. Our result relies on and extends the work by…

We study small noise large deviation asymptotics for stochastic differential equations with a multiplicative noise given as a fractional Brownian motion $B^H$ with Hurst parameter $H>\frac12$. The solutions of the stochastic differential…

We give abstract versions of the large deviation theorem for the distribution of zeros of polynomials and apply them to the characteristic polynomials of Hermitian random matrices. We obtain new estimates related to the local semi-circular…

The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…

This paper establishs the large deviation principle (LDP) for multiple averages on $\mathbb{N}^d$. We extend the previous work of [Carinci et al., Indag. Math. 2012] to multidimensional lattice $\mathbb{N}^d$ for $d\geq 2$. The same…

Using kicked differential equations of motion with derivatives of noninteger orders, we obtain generalizations of the dissipative standard map. The main property of these generalized maps, which are called fractional maps, is long-term…

This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic differential equations with random coefficients. Similar to Gao and Liu \cite{GL}, this extends the corresponding results collected in…