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In this article we establish a large deviation principle for the empirical measures of a simple spatially inhomogeneous random walk on $\overline{\mathbb{Z}}$, the two-point compactification of $\mathbb{Z}$. The classical Donsker--Varadhan…

Probability · Mathematics 2026-05-27 Jan-Luka Fatras

In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives. Unlike the density estimator, the derivatives estimators exhibit a quadratic…

Statistics Theory · Mathematics 2007-06-13 Abdelkader Mokkadem , Mariane Pelletier , Baba Thiam

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…

Probability · Mathematics 2021-06-21 Jung-Chao Ban , Wen-Guei Hu , Guan-Yu Lai

For an arbitrary negative Schwarzian unimodal map with non-flat critical point, we establish the level-2 Large Deviation Principle (LDP) for empirical distributions. We also give an example of a multimodal map for which the level-2 LDP does…

Dynamical Systems · Mathematics 2026-03-18 Hiroki Takahasi , Masato Tsujii

For any finite colored graph we define the empirical neighborhood measure, which counts the number of vertices of a given color connected to a given number of vertices of each color, and the empirical pair measure, which counts the number…

Probability · Mathematics 2016-08-16 Kwabena Doku-Amponsah , Peter Mörters

This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…

Probability · Mathematics 2012-04-17 Pierre Del Moral , Shulan Hu , Liming Wu

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

Probability · Mathematics 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

In this paper we prove a large deviation principle (LDP) for the empirical measure of a general system of mean-field interacting diffusions with singular drift (as the number of particles tends to infinity) and show convergence to the…

Probability · Mathematics 2020-07-02 Jasper Hoeksema , Thomas Holding , Mario Maurelli , Oliver Tse

Consider a population of individuals belonging to an infinity number of types, and assume that type proportions follow the two-parameter Poisson-Dirichlet distribution. A sample of size n is selected from the population. The total number of…

Probability · Mathematics 2016-10-12 Stefano Favaro , Shui Feng , Fuqing Gao

The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. Here it is established for splittable random…

Probability · Mathematics 2018-10-16 Boris Tsirelson

The goal of this paper is to study the Moderate Deviation Principle (MDP) for a system of stochastic reaction-diffusion equations with a time-scale separation in slow and fast components and small noise in the slow component. Based on weak…

Probability · Mathematics 2022-02-03 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

We obtain a large deviations principle for the self-intersection local times for a symmetric random walk in dimension d>4. As an application, we obtain moderate deviations for random walk in random sceneries in some region of parameters.

Probability · Mathematics 2008-12-30 Amine Asselah

We study the large deviations principle (LDP) for stationary solutions of a class of stochastic differential equations (SDE) in infinite time intervals by the weak convergence approach, and then establish the LDP for the invariant measures…

Probability · Mathematics 2022-06-07 Peipei Gao , Yong Liu , Yue Sun , Zuohuan Zheng

In this work, we study large deviation properties of the covariance process in fully connected Gaussian deep neural networks. More precisely, we establish a large deviation principle (LDP) for the covariance process in a functional…

Probability · Mathematics 2025-05-14 Luisa Andreis , Federico Bassetti , Christian Hirsch

The $W$-random graphs provide a flexible framework for modeling large random networks. Using the Large Deviation Principle (LDP) for $W$-random graphs from [9], we prove the LDP for the corresponding class of random symmetric…

Probability · Mathematics 2024-05-08 Mahya Ghandehari , Georgi S. Medvedev

We prove large deviation principles (LDP) for the invariant measures of the multiclass totally asymmetric simple exclusion process (TASEP) and the multiclass Hammersely-Aldous-Diaconis (HAD) process on a torus. The proof is based on a…

Probability · Mathematics 2008-01-29 Davide Gabrielli

The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-reward processes. These processes cumulate independent random…

Probability · Mathematics 2023-06-21 Patrick Cattiaux , Laetitia Colombani , Manon Costa

The study of two-dimensional Coulomb gases lies at the interface of statistical physics and non-Hermitian random matrix theory. In this paper we give a large deviation principle (LDP) for the empirical fields obtained, under the canonical…

Probability · Mathematics 2015-10-07 Thomas Leblé

We investigate the large deviation principle (LDP) of the stationary solutions of stochastic functional differential equations (SFDEs) with infinite delay under small random perturbation. First, we demonstrate the existence and uniqueness…

Probability · Mathematics 2026-05-18 Yong Liu , Bin Tang

The article obtains large deviation asymptotic for sub-critical communication networks modelled as signal-interference-noise-ratio(SINR) random networks. To achieve this, we define the empirical power measure and the empirical connectivity…

Probability · Mathematics 2021-04-14 E. Sakyi-Yeboah , P. S. Andam , L. Asiedu , K. Doku-Amponsah