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We prove large deviation principles (LDPs) for random matrices in the orthogonal group and Stiefel manifold, determining both the speed and good convex rate functions that are explicitly given in terms of certain log-determinants of…

Probability · Mathematics 2022-11-04 Zakhar Kabluchko , Joscha Prochno

For any hyperbolic rational map and any net of Borel probability measures on the space of Borel probability measures on the Julia set, we show that this net satisfies a strong form of the large deviation principle with a rate function given…

Dynamical Systems · Mathematics 2009-05-13 Henri Comman

The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…

Probability · Mathematics 2020-04-21 Aurélien Velleret

We prove the large deviation principle for several entropy and cross entropy estimators based on return times and waiting times on shift spaces over finite alphabets. We consider shift-invariant probability measures satisfying some…

Probability · Mathematics 2024-08-07 Noé Cuneo , Renaud Raquépas

In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical integrals obtained in [46,47]. As examples, we obtain 1. a…

Probability · Mathematics 2023-04-25 Serban Belinschi , Alice Guionnet , Jiaoyang Huang

We prove the large deviations principle for empirical Bures-Wasserstein barycenters of independent, identically-distributed samples of covariance matrices and covariance operators. As an application, we explore some consequences of our…

Probability · Mathematics 2024-09-18 Adam Quinn Jaffe , Leonardo V. Santoro

We obtain large deviation results for non-uniformly expanding maps with non-flat singularities or criticalities and for partially hyperbolic non-uniformly expanding attracting sets. That is, given a continuous function we consider its space…

Dynamical Systems · Mathematics 2018-09-14 V Araujo , M J Pacifico

The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the…

Statistical Mechanics · Physics 2019-06-19 Stefano Gherardini

We initiate a study of the following problem: Given a continuous domain $\Omega$ along with its convex hull $\mathcal{K}$, a point $A \in \mathcal{K}$ and a prior measure $\mu$ on $\Omega$, find the probability density over $\Omega$ whose…

Data Structures and Algorithms · Computer Science 2020-04-17 Jonathan Leake , Nisheeth K. Vishnoi

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…

Statistical Mechanics · Physics 2011-10-31 Guiomar Ruiz , Constantino Tsallis

Given a Lipschitz function $f:\{1,...,d\}^\mathbb{N} \to \mathbb{R}$, for each $\beta>0$ we denote by $\mu_\beta$ the equilibrium measure of $\beta f$ and by $h_\beta$ the main eigenfunction of the Ruelle Operator $L_{\beta f}$. Assuming…

Dynamical Systems · Mathematics 2017-03-16 Jairo K. Mengue

We study the statistics of large deviations of the intensive work done in an interaction quench of a one-dimensional Bose gas with a large number N of particles, system size L and fixed density. We consider the case in which the system is…

Statistical Mechanics · Physics 2019-09-12 Gabriele Perfetto , Lorenzo Piroli , Andrea Gambassi

In this paper, we consider the problem of approximating the spectral distribution for a class of random operators over sofic groups. For this purpose, we make use of the concept of locally and empirically converging measures defined by…

Spectral Theory · Mathematics 2026-03-03 Miguel Donoso-Echenique , Felix Pogorzelski , Michael Schrödl-Baumann

By an extension of the Bethe ansatz method used by Gwa and Spohn, we obtain an exact expression for the large deviation function of the time averaged current for the fully asymmetric exclusion process in a ring containing $N$ sites and $p$…

Condensed Matter · Physics 2009-10-31 B. Derrida , J. L. Lebowitz

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

Probability · Mathematics 2019-05-02 Wenqing Hu , Michael Salins , Konstantinos Spiliopoulos

The paper provides a description of the large deviation behavior for the Euclidean norm of projections of $\ell_p^n$-balls to high-dimensional random subspaces. More precisely, for each integer $n\geq 1$, let $k_n\in\{1,\ldots,n-1\}$,…

Probability · Mathematics 2017-06-20 David Alonso-Gutiérrez , Joscha Prochno , Christoph Thaele

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

Let $(k_n)_{n \in \mathbb{N}}$ be a sequence of positive integers growing to infinity at a sublinear rate, $k_n \rightarrow \infty$ and $k_n/n \rightarrow 0$ as $n \rightarrow \infty$. Given a sequence of $n$-dimensional random vectors…

Probability · Mathematics 2023-08-03 Patrick Lopatto , Kavita Ramanan , Xiaoyu Xie

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…

Probability · Mathematics 2024-06-18 Hyungwon Han

The aim of this paper is to investigate the large deviations for a class of slow-fast mean-field diffusions, which extends some existing results to the case where the laws of fast process are also involved in the slow component. Due to the…

Probability · Mathematics 2026-04-28 Wei Hong , Wei Liu , Shiyuan Yang
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