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The main results in this paper concern large deviations for families of non-Gaussian processes obtained as suitable perturbations of continuous centered multivariate Gaussian processes which satisfy a large deviation principle. We present…

Probability · Mathematics 2023-07-06 C. Macci , B. Pacchiarotti

The deviations from a purely exponential behavior in a decay process are analyzed in relation to Van Hove's "\lambda^2 t" limiting procedure. Our attention is focused on the effects that arise when the coupling constant is small but…

Quantum Physics · Physics 2009-10-31 P. Facchi , S. Pascazio

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

Probability · Mathematics 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

We determine the leading order of the maximum of the random potential associated to a two-dimensional Coulomb gas for general $\beta$ and general confinement potential, extending the recent result of Lambert-Lebl\'e-Zeitouni. In the case…

Probability · Mathematics 2024-03-04 Luke Peilen

A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…

Probability · Mathematics 2014-10-17 Markus Fischer

We develop a pipeline to set new constraints on scale-independent modified gravity, from the galaxy power spectrum in redshift space of BOSS DR12. The latter is modelled using the effective field theory of large-scale structure up to 1-loop…

Cosmology and Nongalactic Astrophysics · Physics 2023-04-19 Lorenzo Piga , Marco Marinucci , Guido D'Amico , Massimo Pietroni , Filippo Vernizzi , Bill S. Wright

We consider first-order conservative systems of particles with binary Coulomb interactions in the mean-field scaling regime in dimensions $d\geq 3$. We show that if at some time, the associated sequence of empirical measures converges in a…

Analysis of PDEs · Mathematics 2020-10-21 Matthew Rosenzweig

Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set $B$. If the large deviation rate function $I$…

Probability · Mathematics 2021-04-27 Brian R. La Cour , William C. Schieve

Concerning systematic effects, the recommendation given in the GUM is to correct for them, but unfortunately no detailed information is available, how to do this. This publication will show, how systematic measurement deviations can be…

Data Analysis, Statistics and Probability · Physics 2011-02-16 Michael Krystek

We present an effective action approach for the problem of Coulomb blocking of tunneling. The method is applied to the ``strong coupling'' problem arising near zero bias, where perturbation theory diverges. By a semiclassical argument, we…

Condensed Matter · Physics 2007-05-23 L. S. Levitov , A. V. Shytov

We study large and moderate deviations for a life insurance portfolio, without assuming identically distributed losses. The crucial assumption is that losses are bounded, and that variances are bounded below. From a standard large…

Probability · Mathematics 2020-09-04 Stefan Gerhold

In this paper, we present a large-deviation theory developed for functionals of canonical Gibbs processes, i.e., Gibbs processes with respect to the binomial point process. We study the regime of a fixed intensity in a sequence of…

Probability · Mathematics 2025-05-29 Christian Hirsch , Martina Petráková

We establish a Large Deviations Principle for stochastic processes with Lipschitz continuous oblique reflections on regular domains. The rate functional is given as the value function of a control problem and is proved to be good. The proof…

Probability · Mathematics 2010-12-14 Magdalena Kobylanski

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

We consider the two-dimensional Coulomb gas with a general potential at the determinantal temperature, or equivalently, the eigenvalues of random normal matrices. We prove that the smallest gaps between particles are typically of order…

Probability · Mathematics 2025-08-26 Christophe Charlier

Let $\{{\bf \mathcal{Z}}_n:n\geq 1\}$ be a sequence of i.i.d. random probability measures. Independently, for each $n\geq 1$, let $(X_{n1},\ldots, X_{nn})$ be a random vector of positive random variables that add up to one. This paper…

Probability · Mathematics 2021-06-24 Shui Feng

We describe a variational procedure for calculating the energy of an electron gas in which the long-range Coulomb interaction is truncated by the screening effect of a nearby metallic gate. We use this procedure to compute the quantum…

Mesoscale and Nanoscale Physics · Physics 2010-11-15 Brian Skinner , M. M. Fogler

We investigate the Large Deviations properties of bootstrapped empirical measure with exchangeable weights. Our main result shows in great generality how the resulting rate function combines the LD properties of both the sample weights and…

Probability · Mathematics 2011-10-24 José Trashorras , Olivier Wintenberger

We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…

Probability · Mathematics 2007-05-23 Fabrice Gamboa , Li-Vang Lozada-Chang

We investigate a family of radially symmetric Coulomb gas systems at inverse temperature $\beta = 2$. The family is characterised by the property that the density of the equilibrium measure vanishes on a ring at radius $r_*$, which lies…

Probability · Mathematics 2025-10-08 Matthias Allard , Sampad Lahiry