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

In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle with the rate function, which is finite only on product…

This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…

In this article we study the stochastic block model also known as the multi-type random networks (MRNs). For the stochastic block model or the MRNs we define the empirical group measure, empirical cooperative measure and the empirical…

This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be…

We construct an invariant measure for a piecewise analytic interval map whose Lyapunov exponent is not defined. Moreover, for a set of full measure, the pointwise Lyapunov exponent is not defined. This map has a Lorenz-like singularity and…

In this article we consider an extension of the classical Curie-Weiss model in which the global and deterministic external magnetic field is replaced by local and random external fields which interact with each spin of the system. We prove…

We consider an inhomogeneous Erd\H{o}s-R\'enyi random graph $G_N$ with vertex set $[N] = \{1,\dots,N\}$ for which the pair of vertices $i,j \in [N]$, $i\neq j$, is connected by an edge with probability $r_N(\tfrac{i}{N},\tfrac{j}{N})$,…

Building on work in \cite{AB24} on the Riemann zeta function at height $T$ off the critical line, we prove an unconditional lower bound on the critical line for real large deviations of the order $V\sim\alpha\log\log T$ for any $\alpha>0.$…

We develop non-invertible Pesin theory for a new class of maps called cusp maps. These maps may have unbounded derivative, but nevertheless verify a property analogous to $C^{1+\epsilon}$. We do not require the critical points to verify a…

Moderate deviation principles for empirical measure processes associated with weakly interacting Markov processes are established. Two families of models are considered: the first corresponds to a system of interacting diffusions whereas…

The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. Here it is established for splittable random…

We consider a two-parameter family of maps $T_{\alpha, \beta}: [0,1] \to [0,1]$ with a neutral fixed point and a non-flat critical point. Building on a cone technique due to Baladi and Todd, we show that for a class of $L^q$ observables…

Large deviation principle by the weak convergence approach is established for the stochastic nonlinear Schrodinger equation in one-dimension and as an application the exit problem is investigated.

We study large deviations for random walks on stratified (Carnot) Lie groups. For such groups, there is a natural collection of vectors which generates their Lie algebra, and we consider random walks with increments in only these…

Using martingale methods, we obtain some upper bounds for large and moderate deviations of products of independent and identically distributed elements of GL d (R). We investigate all the possible moment conditions, from super-exponential…

We establish the well-posedness of stationary solutions for a class of SPDEs with locally monotone coefficients, and prove the Freidlin--Wentzell large deviation principle (LDP) for these stationary solutions. The LDP for the associated…

One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

The incidence of rare events in fast-slow systems is investigated via analysis of the large deviation principle (LDP) that characterizes the likelihood and pathway of large fluctuations of the slow variables away from their mean behavior --…

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…