Related papers: Large deviation principles for the Ewens-Pitman sa…
A branching process in random environment $(Z_n, n \in \N)$ is a generalization of Galton Watson processes where at each generation the reproduction law is picked randomly. In this paper we give several results which belong to the class of…
This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…
We study some aspects of the absorption time of the Beta$(a,b)$-Coalescent starting with $n$ blocks. More precisely, when $a>1$, the absorption time is known to converge to infinity as $n$ goes to infinity, and we prove that it satisfies a…
We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…
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…
We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation…
The theory of large deviations constitutes a mathematical cornerstone in the foundations of Boltzmann-Gibbs statistical mechanics, based on the additive entropy $S_{BG}=- k_B\sum_{i=1}^W p_i \ln p_i$. Its optimization under appropriate…
Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…
We establish the weak large deviations principle for empirical measures of Markov chains on $\mathbb R^d$ under mild assumptions. In particular, no irreducibility is assumed and the initial measure may be arbitrary. The proof is entirely…
We establish a large deviation principle for time dependent trajectories (paths) of the empirical density of $N$ particles with long range interactions, for homogeneous systems. This result extends the classical kinetic theory that leads to…
Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…
We prove a large deviation principle for the largest singular value of sparse non-Hermitian random matrices, or directed Erd\H{o}s-R\'enyi networks in the constant average degree regime $p =\frac{d}{n}$ where $d$ is fixed. Entries are…
In contrast to the study of Langevin equations in a homogeneous environment in the literature, the study on Langevin equations in randomly-varying environments is relatively scarce. Almost all the existing works require random environments…
This paper is concerned with the large deviation principle of the stochastic reaction-diffusion lattice systems defined on the N-dimensional integer set, where the nonlinear drift term is locally Lipschitz continuous with polynomial growth…
Khinchin proved that the arithmetic mean of continued fraction digits of Lebesgue almost every irrational number in $(0,1)$ diverges to infinity. Hence, none of the classical limit theorems such as the weak and strong laws of large numbers…
We consider the Markovian supermarket model with growing choices, where jobs arrive at rate $n\lambda_n$ and each of $n$ parallel servers processes jobs in its queue at rate $1$. Each incoming job joins the shortest among $d_n \in…
We study the dynamics of smooth interval maps with non-flat critical points. For every such a map that is topologically exact, we establish the full (level-2) Large Deviation Principle for empirical means. In particular, the Large Deviation…
We show that the displacement and translation distance of non-elementary random walks on isometry groups of hyperbolic spaces satisfy large deviation principles with the same rate function $I$. Roughly, this means that there exists function…
We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…
Generalized Large deviation principles was developed for Colombeau-Ito SDE with a random coefficients. We is significantly expand the classical theory of large deviations for randomly perturbed dynamical systems developed by Freidlin and…