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Given an open set with finite perimeter $\Omega\subset \mathbb{R}^n$, we consider the space $LD_\gamma^{p}(\Omega)$, $1\leq p<\infty$, of functions with $p$th-integrable deformation tensor on $\Omega$ and with $p$ th-integrable trace value…

Analysis of PDEs · Mathematics 2018-08-03 Nikolai V. Chemetov , Anna L. Mazzucato

We consider the quasi-deterministic behavior of systems with a large number, $n$, of deterministically interacting constituents. This work extends the results of a previous paper [J. Stat. Phys. 99:1225-1249 (2000)] to include vector-valued…

Statistical Mechanics · Physics 2021-04-28 Brian R. La Cour , William C. Schieve

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

Probability · Mathematics 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle with the rate function, which is finite only on product…

Probability · Mathematics 2007-05-23 Wlodek Bryc

Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…

Probability · Mathematics 2019-05-01 Amarjit Budhiraja , Wai-Tong Louis Fan , Ruoyu Wu

Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…

Probability · Mathematics 2007-05-23 Shui Feng

We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…

Probability · Mathematics 2023-03-22 Benjamin McKenna

We study the $L^{\infty}$ discrepancy of point sets generated by determinantal point processes on all compact, connected two-point homogeneous spaces, namely spheres and projective spaces. Using concentration inequalities and variance…

Classical Analysis and ODEs · Mathematics 2026-05-22 Carlos Beltrán , Ujué Etayo , Giacomo Gigante , Pedro R. López-Gómez , Ryan W. Matzke

Moderate deviation principles for empirical measure processes associated with weakly interacting Markov processes are established. Two families of models are considered: the first corresponds to a system of interacting diffusions whereas…

Probability · Mathematics 2015-10-09 Amarjit Budhiraja , Ruoyu Wu

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

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…

Probability · Mathematics 2023-04-04 Jacopo Borga , Sayan Das , Sumit Mukherjee , Peter Winkler

Simultaneous measurements of position and momentum are considered in $n$ dimensions. We find, that for a particle whose position is strictly localized in a compact domain $D\subset \mathbb{R}^n$ (spatial uncertainty) with non-empty…

Quantum Physics · Physics 2017-04-21 Thomas Schürmann

We establish a large deviation principle for a reflected Poisson driven SDE. Our motivation is to study in a forthcoming paper the problem of exit of such a process from the basin of attraction of a locally stable equilibrium associated…

Probability · Mathematics 2020-03-09 Etienne Pardoux , Brice Samegni-Kepgnou

This paper explores the equivalences between four definitions of uniform large deviations principles and uniform Laplace principles found in the literature. Counterexamples are presented to illustrate the differences between these…

Probability · Mathematics 2018-03-07 Michael Salins

We consider an independent and identically distributed (i.i.d.) random dynamical system of simple linear transformations on the unit interval $T_{\beta}(x)=\beta x$ (mod $1$), $x\in[0,1]$, $\beta>0$, which are the so-called…

Dynamical Systems · Mathematics 2024-04-26 Shintaro Suzuki

In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…

Probability · Mathematics 2013-01-29 Konstantinos Spiliopoulos

We consider a general class of statistical mechanical models of coherent structures in turbulence, which includes models of two-dimensional fluid motion, quasi-geostrophic flows, and dispersive waves. First, large deviation principles are…

Probability · Mathematics 2007-05-23 R. S. Ellis , K. Haven , B. Turkington

Starting with the large deviation principle (LDP) for the Erd\H{o}s-R\'enyi binomial random graph $\mathcal{G}(n,p)$ (edge indicators are i.i.d.), due to Chatterjee and Varadhan (2011), we derive the LDP for the uniform random graph…

Probability · Mathematics 2018-05-01 Amir Dembo , Eyal Lubetzky

Since the pioneering works of Jakobson and Benedicks & Carleson and others, it has been known that a positive measure set of quadratic maps admit invariant probability measures absolutely continuous with respect to Lebesgue. These measures…

Dynamical Systems · Mathematics 2015-05-28 Yong Moo Chung , Hiroki Takahasi

This paper studies probabilistic mean-field models for interacting bosons at a positive temperature in the thermodynamic limit with random particle density. In particular, we prove large deviation principles for empirical cycle counts in…

Probability · Mathematics 2018-09-11 Stefan Adams , Matthew Dickson
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