Related papers: Large deviations for equilibrium measures and sele…

For a class of systems of semi-linear elliptic equations, including \[ -\Delta u_i=f_i(x,u_i) - \beta u_i\sum_{j\neq i}a_{ij}u_j^p,\qquad i=1,\dots,k, \] for $p=2$ (variational-type interaction) or $p = 1$ (symmetric-type interaction), we…

Let $n\geq 1$, $K>0$, and let $X=(X_1,X_2,\dots,X_n)$ be a random vector in $\mathbb{R}^n$ with independent $K$--subgaussian components. We show that for every $1$--Lipschitz convex function $f$ in $\mathbb{R}^n$ (the Lipschitzness with…

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…

We consider discrete $\beta$-ensembles as introduced by Borodin, Gorin and Guionnet in (Publications math{\' e}matiques de l'IH{\' E}S 125, 1-78, 2017). Under general assumptions, we establish a large deviation principle for their rightmost…

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…

We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…

This is a conitunation of [1] and [2]. We prove that if function $f$ belongs to the class $\Lambda_{\omega} \overset{\text{def}}{=} \{f: \omega_{f}(\delta)\leq \text{const} \omega(\delta)\} $ for an arbitrary modulus of continuity $\omega$,…

SDE driven by an $\alpha $-stable process, $\alpha \in \lbrack 1,2),$ with Lipshitz continuous coefficient and $\beta $-H\"older drift is considered. The existence and uniqueness of a strong solution is proved when $\beta >1-\alpha /2$ by…

The variance of a bounded linear operator $a$ on a Hilbert space $H$ at a unit vector $h$ is defined by $D_h(a)=\|ah\|^2-|<ah,h>|^2$. We show that two operators $a$ and $b$ have the same variance at all vectors $h\in H$ if and only if there…

In this paper, we consider the elliptic operators $\mathcal{L}_\varepsilon = -\nabla\cdot (A(X/\varepsilon) \nabla )$ with periodic coefficients in a bounded domain $\Omega$ without any local smoothness assumption on $A = A(Y)$, where…

Consider $m \in \mathbb{N}$ and $\beta \in (1, m + 1]$. Assume that $a\in \mathbb{R}$ can be represented in base $\beta$ using a development in series $a = \sum^{\infty}_{n = 1}x(n)\beta^{-n}$ where the sequence $x = (x(n))_{n \in…

We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not…

We compute analytically the probability density function (pdf) of the largest eigenvalue $\lambda_{\max}$ in rotationally invariant Cauchy ensembles of $N\times N$ matrices. We consider unitary ($\beta = 2$), orthogonal ($\beta =1$) and…

We study the optimal sets $\Omega^\ast\subset\mathbb{R}^d$ for spectral functionals $F\big(\lambda_1(\Omega),\dots,\lambda_p(\Omega)\big)$, which are bi-Lipschitz with respect to each of the eigenvalues…

We obtain sharp bounds for the modulus of continuity of the uncentered maximal function in terms of the modulus of continuity of the given function, via integral formulas. Some of the results deduced from these formulas are the following:…

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 $p$…

The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…

We consider two compact metric spaces $J$ and $X$ and a uniform contractible iterated function system $\{\phi_j: X \to X \, | \, j \in J \}$. For a Lipschitz continuous function $A$ on $J \times X$ and for each $\beta>0$ we consider the…

In this paper, we show that the basic results in large deviations theory hold for general monetary risk measures, which satisfy the crucial property of max-stability. A max-stable monetary risk measure fulfills a lattice homomorphism…

We prove a Large Deviation Principle for the random spec- tral measure associated to the pair $(H_N; e)$ where $H_N$ is sampled in the GUE(N) and e is a fixed unit vector (and more generally in the $\beta$- extension of this model). The…