Related papers: Large Deviations for the solution of a Kac-type ki…
This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…
We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying…
The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and…
We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…
This paper investigates neutral-type McKean-Vlasov stochastic differential equations in which the drift and diffusion coefficients depend on both the segment process and its distribution. Under a one-sided Lipschitz condition on the drift…
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…
The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…
We obtain the large deviation functional of a density profile for the asymmetric exclusion process of L sites with open boundary conditions when the asymmetry scales like 1/L. We recover as limiting cases the expressions derived recently…
Spectral properties and transition to instability in neutral delay differential equations are investigated in the limit of large delay. An approximation of the upper boundary of stability is found and compared to an analytically derived…
We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic…
We study probabilities of rare events in the general coalescence process, $kA\rightarrow \ell A$, where $k>\ell$. For arbitrary $k, \ell$, by rewriting these probabilities in terms of an effective action, we derive the large deviation…
We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…
We consider a lattice gas on the discrete d-dimensional torus $(\mathbb{Z}/N\mathbb{Z})^d$ with a generic translation invariant, finite range interaction satisfying a uniform strong mixing condition. The lattice gas performs a Kawasaki…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
A method is introduced for studying large deviations in the context of statistical physics of disordered systems. The approach, based on an extension of the cavity method to atypical realizations of the quenched disorder, allows us to…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
In this paper we study the asymptotic nonlinear dynamics of scalar semilinear parabolic problems reaction-diffusion type when the diffusion coefficient becomes large in a subregion which is interior to the domain. We obtain, under suitable…
This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a…
In this paper, we study the asymptotic behavior of randomly perturbed path-dependent stochastic differential equations with small parameter $\vartheta_{\varepsilon}$, when $\varepsilon \rightarrow 0$, $\vartheta_\varepsilon$ goes to $0$.…