Related papers: Large deviations built on max-stability

This paper is part of a series aiming at proving that the $\limsup$ and $\liminf$ variants of Voiculescu's free entropy coincide. This is based on a Laplace principle (implying a large deviation principle) for hermitian brownian motion on…

This work is concerned with Freidlin-Wentzell type large deviation principle for a family of multi-scale quasilinear and semilinear stochastic partial differential equations. Employing the weak convergence method and Khasminskii's time…

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…

In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…

Consider the inhomogeneous Erd\H{o}s-R\'enyi random graph (ERRG) on $n$ vertices for which each pair $i,j\in\{1,\ldots,n\}$, $i\neq j$ is connected independently by an edge with probability $r_n(\frac{i-1}{n},\frac{j-1}{n})$, where…

Consider $M_n$ the maximal position at generation $n$ of a supercritical branching random walk. A\"id\'ekon (2013) obtained and described the convergence in law, as time $n$ goes to infinity, of $M_n-m_n$, where $m_n$ is an explicit…

The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

In this paper, we consider the large deviations principles (LDPs) for the stochastic linear Schr\"odinger equation and its symplectic discretizations. These numerical discretizations are the spatial semi-discretization based on spectral…

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…

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.

In this paper, a large deviation principle for the strong solution of the p-Laplace equation on unbounded domain driven by small multiplicative Brownian noise is established. The weak convergence approach and the localized time increment…

In this paper, we prove the moderate deviations principle (MDP) for a general system of slow-fast dynamics. We provide a unified approach, based on weak convergence ideas and stochastic control arguments, that cover both the averaging and…

We prove a large deviation principle (LDP) and a fluctuation theorem (FT) for the entropy production rate (EPR) of the following $d$ dimensional stochastic differential equation \begin{equation*} d X_{t}=AX_{t} d t+\sqrt{Q} d B_{t}…

We consider a family of positive operator valued measures associated with representations of compact connected Lie groups. For many independent copies of a single state and a tensor power representation we show that the observed probability…

We study the problem of estimating a distribution over a finite alphabet from an i.i.d. sample, with accuracy measured in relative entropy (Kullback-Leibler divergence). While optimal bounds on the expected risk are known, high-probability…

We consider the damped nonlinear wave (NLW) equation driven by a spatially regular white noise. Assuming that the noise is non-degenerate in all Fourier modes, we establish a large deviations principle (LDP) for the occupation measures of…

We consider the boundary driven harmonic model, i.e. the Markov process associated to the open integrable XXX chain with non-compact spins. Using the factorial moments we characterize the stationary measure as a mixture of product measures.…

A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…

The aim of this paper is to investigate the large deviations for a class of slow-fast mean-field diffusions, which extends some existing results to the case where the laws of fast process are also involved in the slow component. Due to the…