English
Related papers

Related papers: Large deviations for occupation time profiles of r…

200 papers

We present a new large-deviation approach to investigate the critical properties of the Anderson model on the Bethe lattice close to the localization transition in the thermodynamic limit. Our method allows us to study accurately the…

Disordered Systems and Neural Networks · Physics 2022-09-01 Giulio Biroli , Alexander K. Hartmann , Marco Tarzia

We consider the i.i.d. Bernoulli field $\mu_p$ on $\mathbb{Z}^d$ with occupation density $p\in [0,1]$. To each realization of the set of occupied sites we apply a thinning map that removes all occupied sites that are isolated in graph…

Probability · Mathematics 2021-09-30 Benedikt Jahnel , Christof Kuelske

Enumeration of various types of lattice polygons and in particular polyominoes is of primary importance in many machine learning, pattern recognition, and geometric analysis problems. In this work, we develop a large deviation principle for…

Probability · Mathematics 2018-04-20 Ilya Soloveychik , Vahid Tarokh

In this paper, we study discrete-time absorbing Markov Decision Processes (MDP) with measurable state space and Borel action space with a given initial distribution. For such models, solutions to the characteristic equation that are not…

Optimization and Control · Mathematics 2025-10-10 François Dufour , Tomás Prieto-Rumeau

We consider the long-term evolution of an inhomogeneous long-range interacting $N$-body system. Placing ourselves in the dynamically hot limit, i.e. neglecting collective effects, we derive a large deviation principle for the system's…

Statistical Mechanics · Physics 2023-08-17 Ouassim Feliachi , Jean-Baptiste Fouvry

The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…

Statistical Mechanics · Physics 2022-01-13 Cecile Monthus

In this paper, we study the large deviation principle of invariant measures of stochastic reaction-diffusion lattice systems driven by multiplicative noise. We first show that any limit of a sequence of invariant measures of the stochastic…

Probability · Mathematics 2024-05-07 Bixiang Wang

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

Probability · Mathematics 2022-05-24 Shuo Yan

In this work, we establish the small-noise asymptotic behaviour (namely, the functional law of large numbers and the large deviation principle) for multi-scale McKean--Vlasov diffusions with super-linear kernels. In this setting, the…

Probability · Mathematics 2026-04-27 Wei Hong , Shanshan Hu , Wei Liu , Shiyuan Yang

In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…

Probability · Mathematics 2026-04-01 Sohom Bhattacharya , Nabarun Deb , Sumit Mukherjee

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.

Probability · Mathematics 2009-07-21 A. A. Dorogovtsev , O. V. Ostapenko

We consider a pure jump process $\{X_t\}_{t\ge 0}$ with values in a finite state space $S= \{1, \ldots, d\}$ for which the jump rates at time instant $t$ depend on the occupation measure $L_t \doteq t^{-1} \int_0^t \delta_{X_s}\,ds$. Such…

Probability · Mathematics 2025-10-17 Amarjit Budhiraja , Francesco Coghi

Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…

Probability · Mathematics 2021-01-01 Amarjit Budhiraja , Michael Conroy

This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for the invariant measures of stochastic processes to the associated sample path LDP. It is shown that if the sample path deviation function…

Probability · Mathematics 2023-08-10 Anatolii A. Puhalskii

We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to…

Statistical Mechanics · Physics 2021-02-03 Bernard Derrida , Ori Hirschberg , Tridib Sadhu

We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…

Statistical Mechanics · Physics 2014-11-19 Arnab Pal , Sanjib Sabhapandit

The present paper is devoted to the large deviation principle (LDP), with particular emphasis on the regularity of the quasi-potential for densities of stationary and quasi-stationary distributions of randomly perturbed dynamical systems.…

Dynamical Systems · Mathematics 2025-06-24 Chenchen Mou , Weiwei Qi , Zhongwei Shen , Yingfei Yi

In this article we obtain large deviation asymptotics for supercritical communication networks modelled as signal-interference-noise ratio networks. To do this, we define the empirical power measure and the empirical connectivity measure,…

Probability · Mathematics 2020-11-13 E. Sakyi-Yeboah , P. S. Andam , L. Asiedu , K. Doku-Amponsah

Let L be a positive line bundle over a projective complex manifold X. Consider the space of holomorphic sections of the tensor power of order p of L. The determinant of a basis of this space, together with some given probability measure on…

Complex Variables · Mathematics 2016-03-14 Tien-Cuong Dinh , Viet-Anh Nguyen

We consider a model for a gas of $N$ confined particles subject to a two-body repulsive interaction, namely the one-dimensional log or Riesz gas. We are interested in the so-called \textit{high temperature} regime, \textit{ie} where the…

Probability · Mathematics 2025-07-21 Charlie Dworaczek Guera , Ronan Memin