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Related papers: Large deviation principles for the Ewens-Pitman sa…

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We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

Probability · Mathematics 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

The Ewens-Pitman model is a distribution for random partitions of the set $\{1,\ldots,n\}$, with $n\in\mathbb{N}$, indexed by parameters $\alpha \in [0,1)$ and $\theta>-\alpha$, such that $\alpha=0$ is the Ewens model in population…

Probability · Mathematics 2024-12-17 Claudia Contardi , Emanuele Dolera , Stefano Favaro

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

The aim of this paper is to develop tractable large deviation approximations for the empirical measure of a small noise diffusion. The starting point is the Freidlin-Wentzell theory, which shows how to approximate via a large deviation…

Probability · Mathematics 2021-01-11 Paul Dupuis , Guo-Jhen Wu

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

Probability · Mathematics 2020-09-23 Grégoire Ferré , Gabriel Stoltz

We consider a dynamic Erd\H{o}s-R\'enyi random graph (ERRG) on $n$ vertices in which each edge switches on at rate $\lambda$ and switches off at rate $\mu$, independently of other edges. The focus is on the analysis of the evolution of the…

Probability · Mathematics 2020-09-29 Peter Braunsteins , Frank den Hollander , Michel Mandjes

We prove a large deviation principle for the finite dimensional marginals of the Gibbs distribution of the macroscopic `overlap'-parameters in the Hopfield model in the case where the number of random patterns, $M$, as a function of the…

Condensed Matter · Physics 2007-05-23 Anton Bovier , Véronique Gayrard

We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…

Probability · Mathematics 2020-01-07 Paul Dupuis , Vaios Laschos , Kavita Ramanan

We investigate the asymptotic behavior of the number of parts $K_n$ in the Ewens--Pitman partition model under the regime where the diversity parameter is scaled linearly with the sample size, that is, $\theta = \lambda n$ for some~$\lambda…

Probability · Mathematics 2025-03-26 Rodrigo Ribeiro

Limit theorems, including the large deviation principle, are established for random point processes (fields), which describe the position distributions of the perfect boson gas in the regime of the Bose-Einstein condensation. We compare…

Mathematical Physics · Physics 2015-05-14 Hiroshi Tamura , Valentin Zagrebnov

We study an inhomogeneous sparse random graph on [N] = {1, . . . , N } as introduced in a seminal paper by Bollobas, Janson and Riordan (2007): vertices have a type (here in a compact metric space S), and edges between different vertices…

Probability · Mathematics 2023-08-21 Luisa Andreis , Wolfgang König , Heide Langhammer , Robert I. A. Patterson

We consider the Gaussian beta-ensemble when $\beta$ scales with $n$ the number of particles such that $\displaystyle{{n}^{-1}\ll \beta\ll 1}$. Under a certain regime for $\beta$, we show that the largest particle satisfies a large…

Probability · Mathematics 2019-04-16 Cambyse Pakzad

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

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…

Probability · Mathematics 2026-05-25 Giampaolo Cristadoro , Gaia Pozzoli

We study the small noise asymptotic for stochastic Burgers equations on $(0,1)$ with Dirichlet boundary condition. We consider the case that the noise is more singular than space-time white noise. We let the noise magnitude $\sqrt{\epsilon}…

Probability · Mathematics 2024-12-02 Rui Bai , Chunrong Feng , Huaizhong Zhao

This paper is devoted to investigating the Freidlin-Wentzell's large deviation principle for a class of McKean-Vlasov quasilinear SPDEs perturbed by small multiplicative noise. We adopt the variational framework and the modified weak…

Probability · Mathematics 2021-06-29 Wei Hong , Shihu Li , Wei Liu

We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…

Probability · Mathematics 2007-05-23 Fabrice Gamboa , Li-Vang Lozada-Chang

Borgs, Chayes, Gaudio, Petti and Sen [arXiv:2007.14508] proved a large deviation principle for block model random graphs with rational block ratios. We strengthen their result by allowing any block ratios (and also establish a simpler…

Probability · Mathematics 2023-11-27 Jan Grebík , Oleg Pikhurko

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…

Probability · Mathematics 2023-04-24 Marco Zamparo

Let $\mathcal{G}(N,\frac 1Nt_N)$ be the Erd\H{o}s-R\'enyi graph with connection probability $\frac 1Nt_N\sim t/N$ as $N\to\infty$ for a fixed $t\in(0,\infty)$. We derive a large-deviations principle for the empirical measure of the sizes of…

Probability · Mathematics 2021-04-26 Luisa Andreis , Wolfgang König , Robert I. A. Patterson