English
Related papers

Related papers: Large deviations for the largest eigenvalue of dis…

200 papers

In this paper, we consider the large deviations of invariant measure for the 3D stochastic hyperdissipative Navier-Stokes equations driven by additive noise. The unique ergodicity of invariant measure as a preliminary result is proved using…

Analysis of PDEs · Mathematics 2023-07-11 Zhaoyang Qiu , Hui Liu , Chengfeng Sun

In this work, we establish strong asymptotics of multiple orthogonal polynomials of the second type for Angelesco systems with measures that satisfy Szeg\H{o} conditions. We consider multi-indices that converge to infinity in the…

Classical Analysis and ODEs · Mathematics 2024-04-23 A. I. Aptekarev , S. A. Denisov , M. L. Yattselev

For axiom A diffeomorphisms and equilibrium state, we prove a Large deviation result for the sequence of successive return times into a fixed open set, under some assumption on the boundary. Our result relies on and extends the work by…

Dynamical Systems · Mathematics 2007-09-04 Renaud Leplaideur , Benoît Saussol

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…

Probability · Mathematics 2016-11-28 Marie du Roy de Chaumaray

We obtain global and local theorems on the existence of invariant manifolds for perturbations of non autonomous linear difference equations assuming a very general form of dichotomic behavior for the linear equation. The results obtained…

Dynamical Systems · Mathematics 2012-10-01 António J. G. Bento , César M. Silva

We define a class of random matrix ensembles that pertain to random looped polymers. Such random looped polymers are a possible model for bio-polymers such as chromatin in the cell nucleus. It is shown that the distribution of the largest…

Statistical Mechanics · Physics 2009-04-16 Dieter W. Heermann , Manfred Bohn

We exhibit explicit expressions, in terms of components, of discriminants, determinants, characteristic polynomials and polynomial identities for matrices of higher rank. We define permutation tensors and in term of them we construct…

Mathematical Physics · Physics 2007-05-23 Victor Tapia

Let $(a_k)_{k\in\mathbb N}$ be a sequence of integers satisfying the Hadamard gap condition $a_{k+1}/a_k>q>1$ for all $k\in\mathbb N$, and let $$ S_n(\omega) = \sum_{k=1}^n\cos(2\pi a_k \omega),\qquad n\in\mathbb N,\;\omega\in [0,1]. $$ The…

Probability · Mathematics 2020-12-11 Christoph Aistleitner , Nina Gantert , Zakhar Kabluchko , Joscha Prochno , Kavita Ramanan

We consider a diffusion equation in $\mathbb{R}^d$ with drift equal to the gradient of a homogeneous potential of degree $1+\gamma$, with $0<\gamma<1$, and local variance equal to $\varepsilon^2$ with $\varepsilon\to 0$. The associated…

Probability · Mathematics 2026-03-04 Paola Bermolen , Valeria Goicoechea , José R. León

We consider expansive homeomorphisms with the specification property. We give a new simple proof of a large deviation principle for Gibbs measures corresponding to a regular potential and we establish a general symmetry of the rate function…

Chaotic Dynamics · Physics 2015-05-26 Christian Maes , Evgeny Verbitskiy

We explore the chaotic dynamics of the mass-deformed Aharony-Bergman-Jafferis-Maldacena model. To do so, we first perform a dimensional reduction of this model from $2+1$ to $0+1$ dimensions, considering that the fields are spatially…

High Energy Physics - Theory · Physics 2023-03-21 K. Başkan , S. Kürkçüoğlu , C. Taşcı

In this paper, we provide a rigorous derivation of asymptotic formula for the largest eigenvalues using the convergence estimation of the eigenvalues of a sequence of self-adjoint compact operators of perturbations resulting from the…

Analysis of PDEs · Mathematics 2016-12-02 M. Gozzi , A. Khelifi

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…

Probability · Mathematics 2024-02-27 Jifa Jiang , Jian Wang , Jianliang Zhai , Tusheng Zhang

Two sets of infinitely many exceptional orthogonal polynomials related to the Wilson and Askey-Wilson polynomials are presented. They are derived as the eigenfunctions of shape invariant and thus exactly solvable quantum mechanical…

Mathematical Physics · Physics 2015-05-14 Satoru Odake , Ryu Sasaki

Disordered systems are very rich laboratories for exploring complex systems. In particular, disordered magnetic systems have been extremely important in the last five decades for understanding a wide range of phenomena. In this work, we use…

We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples…

Probability · Mathematics 2022-01-26 C Cuny , J Dedecker , F Merlevède

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

Given multiple orthogonal polynomials on the real line with respect to a system $\bm{\mu} = (\mu_1,\ldots,\mu_r)$, we investigate multiple orthogonal polynomials associated with any rational perturbation of the form $$…

Classical Analysis and ODEs · Mathematics 2026-03-24 Rostyslav Kozhan , Marcus Vaktnäs

We prove a large deviation principle for the largest eigenvalue of Wigner matrices without Gaussian tails, namely such that the distribution tails $\mathbb{P}( |X_{1,1}|>t)$ and $\mathbb{P}(|X_{1,2}|>t)$ behave like $e^{-bt^{\alpha}}$ and…

Probability · Mathematics 2016-10-11 Fanny Augeri

Superbosonization is a new variant of the method of commuting and anti-commuting variables as used in studying random matrix models of disordered and chaotic quantum systems. We here give a concise mathematical exposition of the key…

Mathematical Physics · Physics 2008-08-23 P. Littelmann , H. -J. Sommers , M. R. Zirnbauer
‹ Prev 1 4 5 6 7 8 10 Next ›