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Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…

Probability · Mathematics 2007-05-23 Alice Guionnet

We give a criterion to determine the large deviation rate functions for abstract dynamical systems on towers. As an application of this criterion we show the level 2 large deviation principle for some class of smooth interval maps with…

Dynamical Systems · Mathematics 2008-01-17 Yong Moo Chung

The term noncentral moderate deviations is used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between the convergence in probability to a constant (governed by a reference large deviation…

Probability · Mathematics 2025-04-29 Neha Gupta , Claudio Macci

For a $d-$regular random model, we assign to vertices $q-$state spins. From this model, we define the \emph{empirical co-operate measure}, which enumerates the number of co-operation between a given couple of spins, and \emph{ empirical…

Probability · Mathematics 2017-11-15 U. Ibrahim , A. Lotsi , K. Doku-Amponsah

We study the large deviations principle (LDP) for stationary solutions of a class of stochastic differential equations (SDE) in infinite time intervals by the weak convergence approach, and then establish the LDP for the invariant measures…

Probability · Mathematics 2022-06-07 Peipei Gao , Yong Liu , Yue Sun , Zuohuan Zheng

We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some applications for combinatoric problems are discussed.

Probability · Mathematics 2007-07-11 Fabrice Gamboa , Thierry Klein , Clémentine Prieur

Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…

Probability · Mathematics 2011-06-21 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

This work establishes a large deviation principle for the spectral measure of the Lax matrix associated to the periodic Toda chain of $N$ particles, subject to a generalised Gibbs measure. This large deviation principle is governed by a…

Probability · Mathematics 2026-04-08 Tamara Grava , Alice Guionnet , Karol K. Kozlowski , Alex Little

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

Probability · Mathematics 2016-12-30 Tetsuya Hattori

In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…

Statistical Mechanics · Physics 2017-09-19 A. Faggionato

We consider the Gaussian beta-ensemble when $\beta$ scales with $n$ the number of particles such that $\displaystyle{{n}^{-1}\ll \beta\ll 1}$. Under a certain regime for $\beta$, we show that the largest particle satisfies a large…

Probability · Mathematics 2019-04-16 Cambyse Pakzad

We study a topologically exact, negative Schwarzian unimodal map whose critical point is non-recurrent and flat. Assuming the critical order is either logarithmic or polynomial, we establish the Large Deviation Principle and give a partial…

Dynamical Systems · Mathematics 2017-12-19 Yong Moo Chung , Hiroki Takahasi

In this paper, we establish a large deviation principle for the conservative stochastic partial differential equations, whose solutions are related to stochastic differential equations with interaction. The weak convergence method and the…

Probability · Mathematics 2023-07-13 Ping Chen , Tusheng Zhang

We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…

Probability · Mathematics 2014-12-30 Ryoki Fukushima , Naoki Kubota

Large deviations principle is obtained for terminating multidimensional compound renewal processes. We also obtained the asymptotic of large deviations for the case when a Gibbs change of the original probability measure takes place. The…

Probability · Mathematics 2021-12-20 A. Logachov , A. Mogulskii , E. Prokopenko

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

Probability · Mathematics 2019-07-05 Jose R. Leon , José León , Alain Rouault

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…

Probability · Mathematics 2017-02-23 Cagri Sert

The main results in this paper concern large deviations for families of non-Gaussian processes obtained as suitable perturbations of continuous centered multivariate Gaussian processes which satisfy a large deviation principle. We present…

Probability · Mathematics 2023-07-06 C. Macci , B. Pacchiarotti

Functionals in geometric probability are often expressed as sums of bounded functions exhibiting exponential stabilization. Methods based on cumulant techniques and exponential modifications of measures show that such functionals satisfy…

Probability · Mathematics 2009-09-29 Yu Baryshnikov , P. Eichelsbacher , T. Schreiber , J. E. Yukich

We investigate the behavior of the empirical neighbourhood distribution of marked graphs in the framework of local weak convergence. We establish a large deviation principle for such families of empirical measures. The proof builds on…

Probability · Mathematics 2024-01-02 Rangel Baldasso , Alan Pereira , Guilherme Reis