Related papers: Dynamical moderate deviations for the Curie-Weiss …
We try to design a simple model exhibiting self-organized criticality, which is amenable to a rigorous mathematical analysis. To this end, we modify the generalized Ising Curie-Weiss model by implementing an automatic control of the inverse…
There exist multiple regression applications in engineering, industry and medicine where the outcomes follow an adaptive experimental design in which the next measurement depends on the previous observations, so that the observations are…
We study interaction effects on the orbital magnetism of diffusive mesoscopic quantum systems. By combining many-body perturbation theory with semiclassical techniques, we show that the interaction contribution to the ensemble averaged…
We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some applications for combinatoric problems are discussed.
In some models of nonequilibrium phase transitions, fluctuations of the analyzed currents have been observed to diverge with system size. To assess whether this behavior is universal across phase transitions, we examined heat current…
In this paper, we consider moderate deviations for Good's coverage estimator. The moderate deviation principle and the self-normalized moderate deviation principle for Good's coverage estimator are established. The results are also applied…
We study the magnetization dynamics of thin-film magnetic elements with in-plane magnetization subject to a spin-current flowing perpendicular to the film plane. We derive a reduced partial differential equation for the in-plane…
We prove that moderate deviations for empirical measures for countable nonhomogeneous Markov chains hold under the assumption of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chains in Ces\`aro…
The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…
We consider the weakly asymmetric exclusion process on a bounded interval with particle reservoirs at the endpoints. The hydrodynamic limit for the empirical density, obtained in the diffusive scaling, is given by the viscous Burgers…
We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation…
Consider the nearest-neighbor Ising model on $\Lambda_n:=[-n,n]^d\cap\mathbb{Z}^d$ at inverse temperature $\beta\geq 0$ with free boundary conditions, and let $Y_n(\sigma):=\sum_{u\in\Lambda_n}\sigma_u$ be its total magnetization. Let $X_n$…
We study the regularity properties of integro-partial differential equations of Hamilton-Jocobi-Bellman type with terminal condition, which can be interpreted through a stochastic control system, composed of a forward and a backward…
We establish some quantitative concentration estimates for the empirical measure of many independent variables, in transportation distances. As an application, we provide some error bounds for particle simulations in a model mean field…
Motivated by the ongoing study of dispersive shock waves in non integrable systems, we propose and analyze a set of wave parameters for periodic waves of a large class of Hamiltonian partial differential systems -- including the generalized…
The ferromagnetic phase diagram of the periodic Anderson model is calculated using dynamical mean-field theory in combination with the modified perturbation theory. Concentrating on the intermediate valence regime, the phase boundaries are…
We establish the asymptotic theory in quantile autoregression when the model parameter is specified with respect to moderate deviations from the unit boundary of the form (1 + c / k) with a convergence sequence that diverges at a rate…
In this paper, we are interested in studying the modulational dynamics of interfacial waves rising buoyantly along a conduit of a viscous liquid. Formally, the behavior of modulated periodic waves on large space and time scales may be…
This note provides a tool to infer moderate deviations principles for specific random variables from deviations principles for their Hubbard-Stratonovich transforms.
Standard approach to dynamical random matrix models relies on the description of trajectories of eigenvalues. Using the analogy from optics, based on the duality between the Fermat principle(trajectories) and the Huygens principle…