Related papers: Large deviations for systems with non-uniform stru…
We build a simple analytical model for the bias of dark matter halos that applies to objects defined by an arbitrary density threshold, $200\leq\deltas\leq 1600$, and that provides accurate predictions from low-mass to high-mass halos. We…
We introduce generalized $(\alpha,\beta)$-transformations, which include all $(\alpha,\beta)$ and generalized $\beta$-transformations, and prove that all transitive generalized $(\alpha,\beta)$-transformations satisfy the level-2 large…
We derive a large deviations principle for the two-dimensional two-component plasma in a box. As a consequence, we obtain a variational representation for the free energy, and also show that the macroscopic empirical measure of either…
We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…
This paper focuses on limit theorems for linear Hawkes processes with random marks. We prove a large deviation principle, which answers the question raised by Bordenave and Torrisi. A central limit theorem is also obtained. We conclude with…
The problem of model discriminability and parameter identifiability for dephasing two-level systems subject to Hamiltonian control is studied. Analytic solutions of the Bloch equations are used to derive explicit expressions for observables…
We analyze hypotheses tests using classical results on large deviations to compare two models, each one described by a different H\"older Gibbs probability measure. One main difference to the classical hypothesis tests in Decision Theory is…
A formal methodology for developing variational principles corresponding to a given nonlinear PDE system is discussed. The scheme is demonstrated in the context of the incompressible Navier-Stokes equations, systems of first-order…
We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple…
By a variational approach in the Lagrangian formalism, we derive the nonlinear integrable two-component Camassa-Holm system (1). We show that the two-component Camassa-Holm system (1) with the plus sign arises as an approximation to the…
We recover the Donsker-Varadhan large deviations principle (LDP) for the empirical measure of a continuous time Markov chain on a countable (finite or infinite) state space from the joint LDP for the empirical measure and the empirical flow…
Given a finite typed rooted tree $T$ with $n$ vertices, the {\em empirical subtree measure} is the uniform measure on the $n$ typed subtrees of $T$ formed by taking all descendants of a single vertex. We prove a large deviation principle in…
We give a method for proactively identifying small, plausible shifts in distribution which lead to large differences in model performance. These shifts are defined via parametric changes in the causal mechanisms of observed variables, where…
We establish uniqueness for a class of first-order Hamilton-Jacobi equations with Hamiltonians that arise from the large deviations of the empirical measure and empirical flux pair of weakly interacting Markov jump processes. As a corollary…
This work is to give the large deviation for a slow-fast system with level 3 random geometric rough path. Different from that driver rough path is of level 2, now the driver path comes from an anisotropic rough path that is lifted from the…
We define discrete Hamiltonian systems in the framework of discrete embeddings. An explicit comparison with previous attempts is given. We then solve the discrete Helmholtz's inverse problem for the discrete calculus of variation in the…
Invertibility is an important concept in category theory. In higher category theory, it becomes less obvious what the correct notion of invertibility is, as extra coherence conditions can become necessary for invertible structures to have…
We study an agent-based model of animals marking their territory and evading adversarial territory in one dimension, with respect to the distribution of the size of the resulting territories. In particular, we use sophisticated sampling…
In [ABM07], Abdulla et al. introduced the concept of decisiveness, an interesting tool for lifting good properties of finite Markov chains to denumerable ones. Later, this concept was extended to more general stochastic transition systems…
In this paper, we consider asymptotic behaviors of multiscale multivalued stochastic systems with small noises. First of all, for general, fully coupled systems for multivalued stochastic differential equations of slow and fast motions with…