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We establish a large deviation principle (LDP) for probability graphons, which are symmetric functions from the unit square into the space of probability measures. This notion extends classical graphons and provides a flexible framework for…

Probability · Mathematics 2025-09-18 Pierfrancesco Dionigi , Giulio Zucal

We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem (LCLT) for non-autonomous dynamical systems. A key advance is the extension of the spectral…

Dynamical Systems · Mathematics 2018-02-14 Davor Dragicevic , Gary Froyland , Cecilia Gonzalez-Tokman , Sandro Vaienti

We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a "pointwise" large deviation principle (LDP) for the full…

Analysis of PDEs · Mathematics 2010-12-07 Guillaume Bal , Roger Ghanem , Ian Langmore

We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in…

Probability · Mathematics 2024-11-22 Alexander Drewitz , Alejandro F. Ramírez , Santiago Saglietti , Zhicheng Zheng

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni

Consider the inhomogeneous Erd\H{o}s-R\'enyi random graph (ERRG) on $n$ vertices for which each pair $i,j\in\{1,\ldots,n\}$, $i\neq j$ is connected independently by an edge with probability $r_n(\frac{i-1}{n},\frac{j-1}{n})$, where…

Probability · Mathematics 2022-08-23 Maarten Markering

A probabilistic representation for a class of weighted $p$-radial distributions, based on mixtures of a weighted cone probability measure and a weighted uniform distribution on the Euclidean $\ell_p^n$-ball, is derived. Large deviation…

Probability · Mathematics 2022-06-01 Tom Kaufmann , Christoph Thaele

The work of Gantert, Kim, and Ramanan [Large deviations for random projections of $\ell^p$ balls, Ann. Probab. 45 (6B), 2017] has initiated and inspired a new direction of research in the asymptotic theory of geometric functional analysis.…

Functional Analysis · Mathematics 2024-03-08 Joscha Prochno

Let $Z=\{Z(t): t\in \mathbb R\}$ be a stochastic process with trajectories in space $\mathbb D (\mathbb R)$. It is assumed that there exists an essentially smooth function $A:\mathbb R\to (-\infty, \infty] $ such that, for all $\alpha \in…

Probability · Mathematics 2026-05-01 A. A. Borovkov , K. A. Borovkov

We prove large deviations principles (LDPs) for the perimeter and the area of the convex hull of a planar random walk with finite Laplace transform of its increments. We give explicit upper and lower bounds for the rate function of the…

Probability · Mathematics 2021-04-05 Arseniy Akopyan , Vladislav Vysotsky

We consider the standard first passage percolation model on $\mathbb Z^d$ with bounded and bounded away from zero weights. We show that the rescaled passage time $\widetilde{\mathbf T}_{n,X}$ restricted to a compact set $X$ satisfies a…

Probability · Mathematics 2024-04-16 Julien Verges

We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…

Probability · Mathematics 2011-04-11 Wolfgang König , Michele Salvi , Tilman Wolff

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

We consider random walk with bounded jumps on a hypercubic lattice of arbitrary dimension in a dynamic random environment. The environment is temporally independent and spatially translation invariant. We study the rate functions of the…

Probability · Mathematics 2016-07-26 Firas Rassoul-Agha , Timo Seppäläinen , Atilla Yilmaz

We consider (annealed) large deviation principles for component empirical measures of several families of marked sparse random graphs, including (i) uniform graphs on $n$ vertices with a fixed degree distribution; (ii) uniform graphs on $n$…

Probability · Mathematics 2023-12-27 Kavita Ramanan , Sarath Yasodharan

In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…

Probability · Mathematics 2008-09-09 Atilla Yilmaz

We consider a bounded step size random walk in an ergodic random environment with some ellipticity, on an integer lattice of arbitrary dimension. We prove a level 3 large deviation principle, under almost every environment, with rate…

Probability · Mathematics 2015-05-14 Firas Rassoul-Agha , Timo Seppalainen

For every vector $\overline \alpha\in \RR^n$ and for every rational approximation $(\overline p,q)\in \RR^n\times\RR$ we can associate the displacement vector $q\alpha-\overline p$. We focus on algebraic vectors, namely $\overline…

Dynamical Systems · Mathematics 2025-05-29 Yuval Yifrach

We establish large deviation principle (LDP) for the family of vector-valued random processes $(X^\epsilon,Y^\epsilon),\epsilon\to 0$ defined as $$ X^\epsilon_t=\frac{1}{\epsilon^\kappa}\int_0^t H(\xi^\epsilon_s,Y^\epsilon_s)ds,…

Probability · Mathematics 2016-09-07 A. Guillin , R. Liptser

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,…

Probability · Mathematics 2026-02-20 Rik Versendaal