Related papers: Large deviations for zeros of random polynomials w…

The goal of this paper is to prove that a random polynomial with i.i.d. random coefficients taking values uniformly in $\{1,\ldots, 210\}$ is irreducible with probability tending to $1$ as the degree tends to infinity. Moreover, we prove…

Let $N_n(a, b)$ denote the number of real zeros of Gaussian elliptic polynomials of degree $n$ on the interval $(a, b)$, where $a$ and $b$ may vary with $n$. We obtain a precise formula for the variance of $N_n(a, b)$ and utilize this…

In this paper we establish the large deviation principle for the stochastic quasi-geostrophic equation in the subcritical case with small multiplicative noise. The proof is mainly based on the stochastic control and weak convergence…

We study asymptotic distribution of zeros of random holomorphic sections of high powers of positive line bundles defined over projective homogenous manifolds. We work with a wide class of distributions that includes real and complex…

We establish large deviation principles for the couple of the maximum likelihood estimators of dimensional and drift coefficients in the generalised squared radial Ornstein-Uhlenbeck process. We focus our attention to the most tractable…

In this paper we present an explicit formula for the number of permutations with a given number of alternating descents. Moreover, we study the interlacing property of the real parts of the zeros of the generating polynomials of these…

The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…

We establish the large deviation principle for a topological Markov shift over infinite alphabet which satisfies strong combinatorial assumptions called ``finite irreducibility'' or ``finite primitiveness''. More precisely, we assume the…

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated, in particular when X 1 is not…

In this article we show that the empirical measure of certain continuous time random walks satisfies a strong large deviation principle with respect to a topology introduced in~\cite{MV2016} by Mukherjee and Varadhan. This topology is…

We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…

We study distribution of zeros of a complex polynomial whose coefficients has been modified. We give a new proof of the theorem of Rubinstein, and with similar method we prove a new theorem that is not generalization of the previous…

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…

We study a precise large deviation principle for a stationary regularly varying sequence of random variables. This principle extends the classical results of A.V. Nagaev (1969) and S.V. Nagaev (1979) for iid regularly varying sequences. The…

In this article, we propose a few sufficient conditions on polynomials having integer coefficients all of whose zeros lie outside a closed disc centered at the origin in the complex plane and deduce the irreducibility over the ring of…

We provide the large deviation principle for higher dimensional piecewise expanding maps and by using the functional approach of Hennion and Herv\'e, slightly modified.

Under a Zariski density assumption, we extend the classical theorem of Cramer on large deviations of sums of iid real random variables to random matrix products.

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…

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…

Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…