Related papers: Large Deviations and Sum Rules for Spectral Theory…

We classify the polynomials $f(x,y) \in \mathbb R[x,y]$ such that given any finite set $A \subset \mathbb R$ if $|A+A|$ is small, then $|f(A,A)|$ is large. In particular, the following bound holds : $|A+A||f(A,A)| \gtrsim |A|^{5/2}.$ The…

We obtain spectral estimates for the iterations of Ruelle operator $L_{f + (a + \i b)\tau + (c + \i d) g}$ with two complex parameters and H\"{o}lder functions $f,\: g$ generalizing the case $\Pr(f) =0$ studied in [PeS2]. As an application…

Exploiting Virasoro constraints on the effective finite-volume partition function, we derive generalized Leutwyler-Smilga spectral sum rules of the Dirac operator to high order. By introducing $N_v$ fermion species of equal masses, we next…

We use a quantum loop expansion to derive sum rule constraints on polarized photoabsorption cross sections in the Standard Model, generalizing earlier results obtained by Altarelli, Cabibbo, and Maiani. We show that the logarithmic integral…

We derive a large deviation principle for the empirical measure of zeros of random polynomials with i.i.d. exponential coefficients.

The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…

We consider the random point processes on a measure space X defined by the Gibbs measures associated to a given sequence of N-particle Hamiltonians H^{(N)}. Inspired by the method of Messer-Spohn for proving concentration properties for the…

We are dealing with the validity of a large deviation principle for a class of reaction-diffusion equations with polynomial nonlinearity, perturbed by a Gaussian random forcing. We are here interested in the regime where both the strength…

This paper presents a novel approach to characterize the dynamics of the limit spectrum of large random matrices. This approach is based upon the notion we call "spectral dominance". In particular, we show that the limit spectral measure…

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

We extend the spectral method for proving limit theorems to random non-uniformly expanding dynamical systems. This yields the CLT and moderate deviations principles (MDP). We show that as the amount of non-uniformity decreases the CLT rates…

We study the large deviation behavior of lacunary sums $(S_n/n)_{n\in \mathbb{N} }$ with $S_n:= \sum_{k=1}^n f(a_kU)$, $n\in\mathbb{N}$, where $U$ is uniformly distributed on $[0,1]$, $(a_k)_{k\in\mathbb{N}}$ is an Hadamard gap sequence,…

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

We reconsider the DMO sum rule in light of our recent two-loop calculations of isospin and hypercharge vector and axialvector current propagators in chiral perturbation theory. A modified derivation valid to second order in the light quark…

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…

In this paper, we obtain some analogs of Favard, Baxter, Geronimus, Rakhmanov, Szeg\"o and the strong Szeg\"o theorems appeared in the theory of orthogonal polynomials on the unit circle (OPUC) for orthogonal trigonometric polynomials…

Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the critical variational setting, a recently developed general…

Let $\xi_1, \xi_2,\ldots$ be a sequence of independent and identically distributed random variables with zero mean, finite second moment and regularly varying right distribution tail. Motivated by a stop-loss insurance model, we consider a…

An exact expression is derived for the $(\omega,p)=0$ thermal correlator of shear stress in SU($N_c$) lattice gauge theory. I remove a logarithmic divergence by taking a suitable linear combination of the shear correlator and the correlator…

In this paper we produce precise large deviation estimates through the lens of mod-Poisson convergence. We apply a general result to various examples from number theory, Dedekind domains and polynomials over finite fields when an element is…