Related papers: Logarithmic potential theory and large deviation

This paper presents symmetry reduction for material stochastic Lagrangian systems with advected quantities whose configuration space is a Lie group. Such variational principles yield deterministic as well as stochastic constrained…

We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…

We establish large deviation principles for the largest eigenvalue of large random matrices with variance profiles. For $N \in \mathbb N$, we consider random $N \times N$ symmetric matrices $H^N$ which are such that…

A basic postulate of modern compositional approaches to generalised physical theories is the generalised Born rule, in which probabilities are postulated to be computable from the composition of states and effects. In this paper we consider…

We consider the problem of finding a measure from the given values of its logarithmic potential on the support. It is well known that a solution to this problem is given by the generalized Laplacian. The case of our main interest is when…

We present a complete theory for the full particle statistics of the positions of bulk and extremal particles in a one-dimensional Coulomb Gas (CG) with an arbitrary potential, in the typical and large deviations regimes. Typical…

Let $ \nu $ be a probability distribution over the linear semi-group $ \mathrm{End}(E) $ for $ E $ a finite dimensional vector space over a locally compact field. We assume that $ \nu $ is proximal, strongly irreducible and that $…

We show that any theory with second class constraints may be cast into a gauge theory if one makes use of solutions of the constraints expressed in terms of the coordinates of the original phase space. We perform a Lagrangian path integral…

In this paper, using techniques developed in our earlier works on the theory of mod-Gaussian convergence, we prove precise moderate and large deviation results for the logarithm of the characteristic polynomial of a random unitary matrix.…

We consider a finite sequence of random points in a finite domain of a finite-dimensional Euclidean space. The points are sequentially allocated in the domain according to a model of cooperative sequential adsorption. The main peculiarity…

In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…

We prove a new variant of comparison principle for logarithmic $L_2$-small ball probabilities of Gaussian processes. As an application, we obtain logarithmic small ball asymptotics for some well-known processes with smooth covariances.

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Classical probability theory supports probability measures, assigning a fixed positive real value to each event, these measures are far from satisfactory in formulating real-life occurrences. The main innovation of this paper is the…

We consider a random matrix whose entries are independent Gaussian variables taking values in the field of quaternions with variance $1/n$. Using logarithmic potential theory, we prove the almost sure convergence, as the dimension $n$ goes…

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.

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 calculate the leading quantum and semi-classical corrections to the Newtonian potential energy of two widely separated static masses. In this large-distance, static limit, the quantum behaviour of the sources does not contribute 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…

Let $A$ be a transition probability kernel on a finite state space $\Delta^o =\{1, \ldots , d\}$ such that $A(x,y)>0$ for all $x,y \in \Delta^o$. Consider a reinforced chain given as a sequence $\{X_n, \; n \in \mathbb{N}_0\}$ of…