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We obtain large deviations for a class of dependent random variables in the domain of attraction of an $\alpha$-stable law, $\alpha\in (0, 1)\cup (1, 2]$. This class includes ergodic sums of observables in the domain of attraction of an…

Probability · Mathematics 2024-06-18 Jonny Imbierski , Dalia Terhesiu

We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic…

Probability · Mathematics 2025-06-17 Jonny Imbierski , Dalia Terhesiu

We consider random perturbations of discrete-time dynamical systems. We give sufficient conditions for the stochastic stability of certain classes of maps, in a strong sense. This improves the main result in J. F. Alves, V. Araujo, Random…

Dynamical Systems · Mathematics 2010-03-01 Jose F. Alves , Helder Vilarinho

We study the upper tail behaviors of the local times of the additive stable processes. Let $X_1(t),...,X_p(t)$ be independent, d-dimensional symmetric stable processes with stable index $0<\alpha\le 2$ and consider the additive stable…

Probability · Mathematics 2011-11-09 Xia Chen

Considering deterministic classical lattice systems with continuous variables, we show that, if the initial conditions are sampled according to a probability distribution in which the dynamical variables are statistically independent, the…

Statistical Mechanics · Physics 2025-10-29 Nicolas Nessi , Peter Reimann

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

Probability · Mathematics 2024-03-11 Wei Hong , Wei Liu , Luhan Yang

We consider the superposition of a symmetric simple exclusion dynamics, speeded-up in time, with a spin-flip dynamics in a one-dimensional interval with periodic boundary conditions. We prove the large deviations principle for the empirical…

Probability · Mathematics 2018-05-01 Jonathan Farfan , Claudio Landim , Kenkichi Tsunoda

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Probability · Mathematics 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

We study the large deviation principle (LDP) for locally damped nonlinear wave equations perturbed by a bounded noise. When the noise is sufficiently non-degenerate, we establish the LDP for empirical distributions with lower bound of a…

Analysis of PDEs · Mathematics 2024-09-19 Yuxuan Chen , Ziyu Liu , Shengquan Xiang , Zhifei Zhang

We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…

Statistical Mechanics · Physics 2015-01-20 Naoto Shiraishi

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

In this paper, we prove the large deviation principle (LDP) for stochastic differential equations driven by stochastic integrals in one dimension. The result can be proved with a minimal use of rough path theory, and this implies the LDP…

Probability · Mathematics 2025-01-03 Ryoji Takano

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

We prove that a strong form of dynamical localization follows from a variable energy multi-scale analysis. This abstract result is applied to a number of models for wave propagation in disordered media.

Mathematical Physics · Physics 2014-12-30 D. Damanik , P. Stollmann

This paper is concerned with the asymptotic stability analysis of a one dimensional wave equation subject to a nonmonotone distributed damping. A well-posedness result is provided together with a precise characterization of the asymptotic…

Analysis of PDEs · Mathematics 2019-02-07 Swann Marx , Yacine Chitour , Christophe Prieur

Let $X_1,\ldots,X_n$ be an i.i.d. sample from symmetric stable distribution with stability parameter $\alpha$ and scale parameter $\gamma$. Let $\varphi_n$ be the empirical characteristic function. We prove an uniform large deviation…

Statistics Theory · Mathematics 2020-08-12 Annika Krutto , Jüri Lember

We prove large-data local stability theorems for several spin models in two dimensions.

Analysis of PDEs · Mathematics 2009-06-09 I. Bejenaru , A. D. Ionescu , C. E. Kenig

In this paper we consider random dynamical systems formed by concatenating maps acting on the unit interval $[0,1]$ in an iid fashion. Considered as a stationary Markov process, the random dynamical system possesses a unique stationary…

Dynamical Systems · Mathematics 2024-11-20 Romain Aimino , Matthew Nicol , Andrew Török

Simple analytic considerations are applied to recently discovered patterns in a generalized Fisher equation for population dynamics. The generalization consists of the inclusion of non-local competition interactions among individuals. We…

Pattern Formation and Solitons · Physics 2007-05-23 M. A. Fuentes , M. N. Kuperman , V. M. Kenkre

Taking a multidimensional time-homogeneous dynamical system and adding a randomly perturbed time-dependent deterministic signal to some of its components gives rise to a high-dimensional system of stochastic differential equations which is…

Statistics Theory · Mathematics 2019-08-02 Simon Holbach
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