Related papers: Existence of Large deviations rate function for an…

We establish a large deviation principle for chordal SLE$_\kappa$ parametrized by capacity, as the parameter $\kappa \to 0+$, in the topology generated by uniform convergence on compact intervals of the positive real line. The rate function…

The aim of this note is to announce some results about the probabilistic and deterministic asymptotic properties of linear groups. The first one is the analogue, for norms of random matrix products, of the classical theorem of Cramer on…

We provide the large deviation principle for higher dimensional piecewise expanding maps and by using the functional approach of Hennion and Herv\'e, slightly modified.

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 prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

We prove strong statistical stability of a large class of one-dimensional maps which may have an arbitrary finite number of discontinuities and of non-degenerate critical points and/or singular points with infinite derivative, and satisfy…

The aim of this study is tree-fold. First, we investigate the thermodynamics of the Ising models with respect to 2-multiple Hamiltonians. This extends the previous results of [Chazotte and Redig, Electron. J. Probably., 2014] to…

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 establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classical Wentzel--Freidlin theorem, but under the considerably…

We establish noncommutative analogs of some well-known large deviation inequalities for noncommutative random variables. Firstly, for the noncommutative independent case, we characterize the uniformly exponential integrability of random…

We prove an LDP for the empirical measure of complex zeros of a Gaussian random complex polynomial of degree N of one variable as N tends to infinity. The Gaussian measure is induced by an inner product defined by a smooth weight (Hermitian…

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

We investigate the Large Deviations properties of bootstrapped empirical measure with exchangeable weights. Our main result shows in great generality how the resulting rate function combines the LD properties of both the sample weights and…

We study a class of one-dimensional full branch maps admitting two indifferent fixed points as well as critical points and/or unbounded derivative. Under some mild assumptions we prove the existence of a unique invariant mixing absolutely…

We introduce an infinite sequence of higher order Schwarzian derivatives closely related to the theory of monotone matrix functions. We generalize the classical Koebe lemma to maps with positive Schwarzian derivatives up to some order,…

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…

Let $\sigma(u)$, $u\in \mathbb{R}$ be an ergodic stationary Markov chain, taking a finite number of values $a_1,...,a_m$, and $b(u)=g(\sigma(u))$, where $g$ is a bounded and measurable function. We consider the diffusion type process $$…

This paper deals with rare events in a general {interacting gas} at high temperature, by means of Large Deviations Principles. The main result is an LDP for the tagged empirical field, which features the competition of an energy term and an…

We obtain asymptotic expansions for the large deviation principle (LDP) for continuous time stochastic processes with weakly dependent increments. As a key example, we show that additive functionals of solutions of stochastic differential…

We derive an algorithm to determine recursively the lap number (minimal number of monotone pieces) of the iterates of unimodal maps of an interval with free end-points. The algorithm is obtained by the sign analysis of the itineraries of…