Related papers: Local Large deviation: A McMillian Theorem for Col…

We find large deviation principles for the degree distribution and the proportion of isolated vertices for the near intermediate random geometric graph models on n vertices placed uniformly in [0, 1]^d, for d in N. In the course of the…

This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for the invariant measures of stochastic processes to the associated sample path LDP. It is shown that if the sample path deviation function…

We derive an annealed large deviation principle (LDP) for the normalised and rescaled local times of a continuous-time random walk among random conductances (RWRC) in a time-dependent, growing box in $\Z^d$. We work in the interesting case…

We prove two Large deviations principles (LDP) in the zone of moderate deviation probabilities. First we establish LDP for the conditional distributions of moderate deviations of empirical bootstrap measures given empirical probability…

We prove large deviation principles (LDPs) for full chordal, radial, and multichordal SLE(0+) curves parameterized by capacity. The rate function is given by the appropriate variant of the Loewner energy. There are two key novelties in the…

Let $G$ be a graph attaining the maximum spectral radius among all connected nonregular graphs of order $n$ with maximum degree $\Delta$. Let $\lambda_1(G)$ be the spectral radius of $G$. A nice conjecture due to Liu, Shen and Wang [On the…

For an arbitrary negative Schwarzian unimodal map with non-flat critical point, we establish the level-2 Large Deviation Principle (LDP) for empirical distributions. We also give an example of a multimodal map for which the level-2 LDP does…

For an increasing monotone graph property $\mP$ the \emph{local resilience} of a graph $G$ with respect to $\mP$ is the minimal $r$ for which there exists of a subgraph $H\subseteq G$ with all degrees at most $r$ such that the removal of…

We continue the development, started in of the asymptotic description of certain stochastic neural networks. We use the Large Deviation Principle (LDP) and the good rate function H announced there to prove that H has a unique minimum mu_e,…

We prove a sample path large deviation principle (LDP) with sub-linear speed for unbounded functionals of certain Markov chains induced by the Lindley recursion. The LDP holds in the Skorokhod space $\mathbb{D}[0,T]$ equipped with the…

We prove a strong large deviation principle (LDP) for multiple chordal SLE$_{0+}$ curves with respect to the Hausdorff metric. In the single-chord case, this result strengthens an earlier partial result by the second author. We also…

We consider temporal models of rapidly changing Markovian networks modulated by time-evolving spatially dependent kernels that define rates for edge formation and dissolution. Alternatively, these can be viewed as Markovian networks with…

We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…

Let $H_d(n,p)$ signify a random $d$-uniform hypergraph with $n$ vertices in which each of the ${n}\choose{d}$ possible edges is present with probability $p=p(n)$ independently, and let $H_d(n,m)$ denote a uniformly distributed with $n$…

A $\delta$ once-reinforced random walk ($\delta$-ORRW) on connected graph is a self-interacting random walk which moves to its neighbors at each step according to the weights of the edges at that time, where the weights are $1$ on edges…

We develop a variant of rough path theory tailor-made for analyzing a class of financial asset price models known as rough volatility models. As an application, we prove a pathwise large deviation principle (LDP) for a certain class of…

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

Conditional independence and graphical models are well studied for probability distributions on product spaces. We propose a new notion of conditional independence for any measure $\Lambda$ on the punctured Euclidean space $\mathbb…

Motivated both by recently introduced forms of list colouring and by earlier work on independent transversals subject to a local sparsity condition, we use the semi-random method to prove the following result. For any function $\mu$…

The classical random graph model $G(n,\lambda/n)$ satisfies a `duality principle', in that removing the giant component from a supercritical instance of the model leaves (essentially) a subcritical instance. Such principles have been proved…