Related papers: Large deviation principle for linear mod 1 transfo…

In the framework of Harnack type Dirichlet forms, we prove a large deviation principle for the asymptotics of reversible Markov processes with rate function given by the energy of the paths.

We consider the change point testing problem for high-dimensional time series. Unlike conventional approaches, where one tests whether the difference $\delta$ of the mean vectors before and after the change point is equal to zero, we argue…

The results of two methods to extract the strong coupling constant, $\alpha_s$, are reviewed for the LEP experiments. In the first, scaling violations in the scaled momentum distributions of charged particles at LEP and at lower energy…

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…

We make a comprehensive investigation of the Lorentz invariance violation (LIV) effects that may occur in two-neutrino double-beta ($2\nu\beta\beta$) decay for all the experimentally interesting nuclei. We deduce the formulas for the LIV…

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

A rigorous connection between large deviations theory and Gamma-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable maps, a large deviations principle for…

Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…

We prove a large deviation principle for the largest eigenvalue of Wigner matrices without Gaussian tails, namely such that the distribution tails $\mathbb{P}( |X_{1,1}|>t)$ and $\mathbb{P}(|X_{1,2}|>t)$ behave like $e^{-bt^{\alpha}}$ and…

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…

For solving constrained (pseudo)-monotone variational inequality, we prove that the upper bound of stepsize $\frac{1}{2L}$ established for the Popov's algorithm and the forward-reflected-backward algorithm is tight. For unconstrained case,…

We revisit Wschebor's theorems on small increments for processes with scaling and stationary properties and deduce large deviation principles.

We prove the large deviations principle for empirical Bures-Wasserstein barycenters of independent, identically-distributed samples of covariance matrices and covariance operators. As an application, we explore some consequences of our…

We establish the rate of convergence in the strong law of large numbers of discrete Fourier Transform of the identically distributed random variables with finite moment of order p, where 1<p<2.

For axiom A diffeomorphisms and equilibrium state, we prove a Large deviation result for the sequence of successive return times into a fixed open set, under some assumption on the boundary. Our result relies on and extends the work by…

Assuming the Riemann Hypothesis, we show that for $k>0$ $$ \frac{1}{T}\text{meas}\Big\{t\in [T,2T]:|\zeta(1/2+{\rm i} t)|>(\log T)^k\Big\}\leq C_k \frac{(\log T)^{-k^2}}{\sqrt{\log\log T}}, $$ where $C_k=\exp(e^{ck})$ for some absolute…

We prove pathwise large-deviation principles of switching Markov processes by exploiting the connection to associated Hamilton-Jacobi equations, following Jin Feng's and Thomas Kurtz's method. In the limit that we consider, we show how the…

We prove large deviation principles (LDPs) for full chordal, radial, and multichordal SLE(0+) curves parameterized by capacity. The rate function is given by the appropriate variant of the Loewner energy. There are two key novelties in the…

In this paper, we prove a central limit theorem and estabilish a moderate deviation principle for stochastic models of incompressible second fluids. The weak convergence method inreoduced by [4] plays an important role.

Consider a sequence of continuous-time Markov chains $(X^{(n)}_t:t\ge 0)$ evolving on a fixed finite state space $V$. Let $I_n$ be the level two large deviations rate functional for $X^{(n)}_t$, as $t\to\infty$. Under a hypothesis on the…