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We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…

Probability · Mathematics 2007-05-23 Anatolii A. Puhalskii

The configuration model is the most natural model to generate a random multigraph with a given degree sequence. We use the notion of dense graph limits to characterize the special form of limit objects of convergent sequences of…

Probability · Mathematics 2012-04-11 Balazs Rath , Laszlo Szakacs

We consider exploration algorithms of the random sequential adsorption type both for homogeneous random graphs and random geometric graphs based on spatial Poisson processes. At each step, a vertex of the graph becomes active and its…

Probability · Mathematics 2017-11-22 Paola Bermolen , Matthieu Jonckheere , Jaron Sanders

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Birth-death processes form a natural class where ideas and results on large deviations can be tested. In this paper, we derive a large deviation principle under the assumption that the rate of a jump down (death) is growing asymptotically…

Probability · Mathematics 2023-08-21 N. D. Vvedenskaya , A. V. Logachov , Y. M. Suhov , A. A. Yambartsev

The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…

Statistical Mechanics · Physics 2018-09-14 Hugo Touchette , Rosemary J. Harris

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…

Probability · Mathematics 2014-06-13 Kwabena Doku-Amponsah

Constructions of directed configuration graphs based on a given bi-degree distribution were introduced in random graph theory some years ago. These constructions lead to graphs where the degrees of two nodes belonging to the same edge are…

Probability · Mathematics 2017-01-13 Philippe Deprez , Mario V. Wüthrich

We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…

Statistical Mechanics · Physics 2023-03-30 Francesco Coghi , Hugo Touchette

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Statistical Mechanics · Physics 2021-05-07 Cecile Monthus

Random graph null models have found widespread application in diverse research communities analyzing network datasets, including social, information, and economic networks, as well as food webs, protein-protein interactions, and neuronal…

Methodology · Statistics 2017-10-12 Bailey K. Fosdick , Daniel B. Larremore , Joel Nishimura , Johan Ugander

Probabilistic model checking can provide formal guarantees on the behavior of stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But decision making is typically with respect…

Logic in Computer Science · Computer Science 2024-03-19 Ingy Elsayed-Aly , David Parker , Lu Feng

This paper considers the Cram\'er-Lundberg model, with the additional feature that the number of clients can fluctuate over time. Clients arrive according to a Poisson process, where the times they spend in the system form a sequence of…

Probability · Mathematics 2023-05-25 Peter Braunsteins , Michel Mandjes

In the new field of financial systemic risk, the network of interbank counterparty relationships can be described as a directed random graph. In "cascade models" of systemic risk, this "skeleton" acts as the medium through which financial…

Probability · Mathematics 2015-12-11 T. R. Hurd

The inference of Markov models from data on stochastic dynamical trajectories over the large time-window $T$ is revisited via the Large Deviations at Level 2.5 for the time-empirical density and the time-empirical flows. The goal is to…

Statistical Mechanics · Physics 2021-07-01 Cecile Monthus

The Horton-Strahler analysis is a graph-theoretic method to measure the bifurcation complexity of branching patterns, by defining a number called the order to each branch. The main result of this paper is a large deviation theorem for the…

Probability · Mathematics 2020-04-02 Ken Yamamoto

Models of complex networks are generally defined as graph stochastic processes in which edges and vertices are added or deleted over time to simulate the evolution of networks. Here, we define a unifying framework - probabilistic inductive…

Dynamical Systems · Mathematics 2010-11-10 Nataša Kejžar , Zoran Nikoloski , Vladimir Batagelj

In the process of building (structural learning) a probabilistic graphical model from a set of observed data, the directional, cyclic dependencies between the random variables of the model are often found. Existing graphical models such as…

Machine Learning · Computer Science 2023-10-26 Oleksii Sirotkin

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

A method is introduced for studying large deviations in the context of statistical physics of disordered systems. The approach, based on an extension of the cavity method to atypical realizations of the quenched disorder, allows us to…

Disordered Systems and Neural Networks · Physics 2009-11-11 Olivier Rivoire