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The following question is the subject of our work: could a two-dimensional random path pushed by some constraints to an improbable "large deviation regime", possess extreme statistics with one-dimensional Kardar-Parisi-Zhang (KPZ)…

Statistical Mechanics · Physics 2019-01-18 Sergei Nechaev , Kirill Polovnikov , Senya Shlosman , Alexander Valov , Alexander Vladimirov

In this note we link symplectic and convex geometry by relating two seemingly different open conjectures: a symplectic isoperimetric-type inequality for convex domains, and Mahler's conjecture on the volume product of centrally symmetric…

Metric Geometry · Mathematics 2015-01-14 Shiri Artstein-Avidan , Roman Karasev , Yaron Ostrover

We consider the nodal length $L(\lambda)$ of the restriction to a ball of radius $r_\lambda$ of a {\it Gaussian pullback monochromatic random wave} of parameter $\lambda>0$ associated with a Riemann surface $(\mathcal M,g)$ without…

Probability · Mathematics 2020-05-15 Gauthier Dierickx , Ivan Nourdin , Giovanni Peccati , Maurizia Rossi

Denote by $\lambda_1(A), \ldots, \lambda_n(A)$ the eigenvalues of an $(n\times n)$-matrix $A$. Let $Z_n$ be an $(n\times n)$-matrix chosen uniformly at random from the matrix analogue to the classical $\ell_ p^n$-ball, defined as the set of…

Probability · Mathematics 2018-08-16 Zakhar Kabluchko , Joscha Prochno , Christoph Thaele

This article investigates a new parameter for the high-dimensional regression with noise: the distortion. This latter has attracted a lot of attention recently with the appearance of new deterministic constructions of 'almost'-Euclidean…

Statistics Theory · Mathematics 2012-10-01 Yohann de Castro

This paper investigates the large deviation problem in the sample path space of the nearest-neighbor random walks on regular trees. We establish the sample path large deviation principle for the law of the distance from a nearest random…

Probability · Mathematics 2025-05-07 Jie Jiang , Shuwen Lai

For a multivariate random walk with i.i.d. jumps satisfying the Cramer moment condition and having a mean vector with at least one negative component, we derive the exact asymptotics of the probability of ever hitting the positive orthant…

Probability · Mathematics 2019-05-09 Yuqing Pan , Konstantin Borovkov

This work focus on the large deviation principle for a two-time scale McKean-Vlasov system with jumps. Based on the variational framework of the McKean-Vlasov system with jumps, it is turned into weak convergence for the controlled system.…

Probability · Mathematics 2024-01-02 Xiaoyu Yang , Yong Xu

We show existence of the weak large deviation principle, with a convex rate function, for the renormalized distance from the starting point of irreducible random walks on relatively hyperbolic groups. Under the assumption of finiteness of…

Probability · Mathematics 2021-11-30 Emilio Corso

Consider a random walk in a time-dependent random environment on the lattice Zd. Recently, Rassoul-Agha, Seppalainen and Yilmaz [RSY11] proved a general large deviation principle under mild ergodicity assumptions on the random environment…

This article presents a novel and practically useful link between geometric integration, low-discrepancy sampling and code coupling for Lagrangian and Eulerian Vlasov-Poisson solvers. Low-discrepancy sequences, also called quasi-random…

Numerical Analysis · Mathematics 2020-06-26 Jakob Ameres

Large-scale circulation (LSC) quasi-stably emerges in the turbulent Rayleigh-B\'{e}nard convection, and intermittently reverses its rotational direction in two-dimensional turbulent convection. In this paper, direct numerical simulations of…

Fluid Dynamics · Physics 2025-05-06 Daigaku Katsumi , Masanobu Inubushi , Naoto Yokoyama

It was recently suggested that possible small volations of Lorentz invariance could explain the existence of UHECR beyond the GZK cutoff and the observations of multi-TeV gamma-rays from Mkn 501. Our analysis of Lorentz-violating kinematics…

Astrophysics · Physics 2011-05-12 H. Vankov , T. Stanev

We prove a moderate deviation principle for subgraph count statistics of Erdos-Renyi random graphs. This is equivalent in showing a moderate deviation principle for the trace of a power of a Bernoulli random matrix. It is done via an…

Probability · Mathematics 2010-03-31 Hanna Döring , Peter Eichelsbacher

We study the minimal sample size N=N(n) that suffices to estimate the covariance matrix of an n-dimensional distribution by the sample covariance matrix in the operator norm, with an arbitrary fixed accuracy. We establish the optimal bound…

Probability · Mathematics 2013-10-04 Nikhil Srivastava , Roman Vershynin

We study products of random isometries acting on Euclidean space. Building on previous work of the second author, we prove a local limit theorem for balls of shrinking radius with exponential speed under the assumption that a Markov…

Probability · Mathematics 2016-06-08 Elon Lindenstrauss , Péter P. Varjú

We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…

Probability · Mathematics 2025-03-18 Fabrice Gamboa , Martin Venker

We obtain large deviations estimates for both sequential and random compositions of intermittent maps. We also address the question of whether or not centering is necessary for the quenched central limit theorems (CLT) obtained by Nicol,…

Dynamical Systems · Mathematics 2020-08-14 Matthew Nicol , Felipe Perez Pereira , Andrew Torok

We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…

Probability · Mathematics 2007-05-23 Fabrice Gamboa , Li-Vang Lozada-Chang

This article is a brief review of the results of studying the collapse of sound waves in media with positive dispersion, which is described in terms of the three-dimensional Kadomtsev-Petviashvili (KP) equation. The KP instability of…

Pattern Formation and Solitons · Physics 2022-09-07 E. A. Kuznetsov
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