Related papers: Large deviations for Generalized Polya Urns with a…

In this article we prove three fundamental types of limit theorems for the $q$-norm of random vectors chosen at random in an $\ell_p^n$-ball in high dimensions. We obtain a central limit theorem, a moderate deviations as well as a large…

The large deviation principle is established for the distributions of a class of generalized stochastic porous media equations for both small noise and short time.

Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of…

We propose a method of detecting a phase transition in a generalized P\'olya urn in an information cascade experiment. The method is based on the asymptotic behavior of the correlation $C(t)$ between the first subject's choice and the…

In this paper, we first provide a criterion on uniform large deviation principles (ULDP) of stochastic differential equations under Lyapunov conditions on the coefficients, which can be applied to stochastic systems with coefficients of…

We introduce the Generalized Rescaled Polya (GRP) urn, that provides a generative model for a chi-squared test of goodness of fit for the long-term probabilities of clustered data, with independence between clusters and correlation, due to…

We consider weighted geodesic random walks in a complete Riemannian manifold $(M,g)$. We show that for almost all sequences of weights (with respect to a suitable measure), these weighted geodesic random walks satisfy, when suitably scaled,…

In this paper, we prove the large deviation principle (LDP) for stochastic differential equations driven by stochastic integrals in one dimension. The result can be proved with a minimal use of rough path theory, and this implies the LDP…

Consider the projection of an $n$-dimensional random vector onto a random $k_n$-dimensional basis, $k_n \leq n$, drawn uniformly from the Haar measure on the Stiefel manifold of orthonormal $k_n$-frames in $\mathbb{R}^n$, in three different…

We derive an annealed large deviation principle (LDP) for the normalised and rescaled local times of a continuous-time random walk among random conductances (RWRC) in a time-dependent, growing box in $\Z^d$. We work in the interesting case…

This paper concerns the long term behaviour of a growth model describing a random sequential deposition of particles on a finite graph. The probability of allocating a particle at a vertex is proportional to a log-linear function of numbers…

We derive a large deviation principle for random permutations induced by probability measures of the unit square, called permutons. These permutations are called $\mu$-random permutations. We also introduce and study a new general class of…

A permutation $\pi$ is ballot if, for all $k$, the word $\pi_1\cdots \pi_k$ has at least as many ascents as it has descents. Let $b(n)$ denote the number of ballot permutations of order $n$, and let $p(n)$ denote the number of permutations…

We consider the general version of P\'olya urns recently studied by Bandyopadhyay and Thacker (2016+) and Mailler and Marckert (2017), with the space of colours being any Borel space $S$ and the state of the urn being a finite measure on…

We prove a large deviation principle for the point process of large Poisson $k$-nearest neighbor balls in hyperbolic space. More precisely, we consider a stationary Poisson point process of unit intensity in a growing sampling window in…

We prove a maximal-type large deviation principle for dynamical systems with arbitrarily slow polynomial mixing rates. Also several applications, particularly to billiard systems, are presented.

One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…

We study the polygons governing the convex hull of a point set created by the steps of $n$ independent two-dimensional random walkers. Each such walk consists of $T$ discrete time steps, where $x$ and $y$ increments are i.i.d. Gaussian. We…

I explain a direct approach to differentiation and integration. Instead of relying on the general notions of real numbers, limits and continuity, we treat functions as the primary objects of our theory, and view differentiation as division…

We prove a large deviations principle for the empirical law of the block sizes of a uniformly distributed non-crossing partition. As an application we obtain a variational formula for the maximum of the support of a compactly supported…