Related papers: A note on large deviations for unbounded observabl…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…
We consider the exactly soluble Edwards-Wilkinson Model in one dimension and demonstrate explicitly, that it is possible to construct a field, that does not depend explicitly on time, such that the corresponding time dependent correlation…
In this paper we consider second order evolution equations with bounded damping. We give a characterization of a non uniform decay for the damped problem using a kind of observability estimate for the associated undamped problem.
We study the rate of decay of correlations for equilibrium states associated to a robust class of non-uniformly expanding maps where no Markov assumption is required. We show that the Ruelle-Perron-Frobenius operator acting on the space of…
We study the ergodic and statistical properties of a class of maps of the circle and of the interval of Lorenz type which present indifferent fixed points and points with unbounded derivative. These maps have been previously investigated in…
Accurate estimation of tail probabilities of projections of high-dimensional probability measures is of relevance in high-dimensional statistics and asymptotic geometric analysis. Whereas large deviation principles identify the asymptotic…
Large deviations for sums of i.i.d.\ random variables with stretched-exponential tails (also called Weibull or semi-exponential tails) have been well understood since the 60's, going back to Nagaev's seminal work. Many extensions in the…
For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…
We consider the general question of estimating decay of correlations for non-uniformly expanding maps, for classes of observables which are much larger than the usual class of Holder continuous functions. Our results give new estimates for…
Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…
The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast enough. If they do not, the large deviations change…
We deduce in this paper the sufficient conditions for weak convergence of centered and normed deviation of the u-statistics with values in the space of the real valued continuous function defined on some compact metric space. We obtain also…
Infinite-dimensional control systems with outputs are considered in the Hamiltonian formulation with generalized coordinates. An explicit scheme for constructing a dynamic observer for this class of systems is proposed with arbitrary gain…
We consider the long-term evolution of an inhomogeneous long-range interacting $N$-body system. Placing ourselves in the dynamically hot limit, i.e. neglecting collective effects, we derive a large deviation principle for the system's…
Exponential dichotomies play a central role in stability theory for dynamical systems. They allow to split the state space into two subspaces, where all trajectories in one subspace decay whereas all trajectories in the other subspace grow,…
We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…
We consider (annealed) large deviation principles for component empirical measures of several families of marked sparse random graphs, including (i) uniform graphs on $n$ vertices with a fixed degree distribution; (ii) uniform graphs on $n$…
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…
Let $\bigl\{X_k\bigr\}_{k \in \mathbb{Z}} \in \mathbb{L}^2(\mathcal{T})$ be a stationary process with associated lag operators ${\boldsymbol{\cal C}}_h$. Uniform asymptotic expansions of the corresponding empirical eigenvalues and…
We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…