English
Related papers

Related papers: A sample-path large deviation principle for dynami…

200 papers

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

In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…

Probability · Mathematics 2026-04-01 Sohom Bhattacharya , Nabarun Deb , Sumit Mukherjee

We compute the joint large deviation rate functional in the limit of large time for the current flowing through the edges of a finite graph on which a boundary-driven system of stochastic particles evolves with zero-range dynamics.This…

Statistical Mechanics · Physics 2025-12-15 Davide Gabrielli , Rosemary J. Harris

We consider the random geometric graph on $n$ vertices drawn uniformly from a $d$--dimensional sphere. We focus on the sparse regime, when the expected degree is constant independent of $d$ and $n$. We show that, when $d$ is larger than $n$…

Probability · Mathematics 2021-10-22 Elliot Paquette , Andrew Vander Werf

We study the largest component of a random (multi)graph on n vertices with a given degree sequence. We let n tend to infinity. Then, under some regularity conditions on the degree sequences, we give conditions on the asymptotic shape of the…

Combinatorics · Mathematics 2007-07-13 Svante Janson , Malwina Luczak

As suggested by Itai Benjamini, we introduced a variant of the Erd\"os- R\'enyi random graph process with a forbidden degree $k$, in which every edge adjacent to a vertex $v$ is removed when the degree of $v$ reaches $k$ (but the removed…

Probability · Mathematics 2016-02-29 Lucas Mercier

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 investigate the SIR epidemic on a dynamic inhomogeneous Erd\H{o}s-R\'enyi random graph, in which vertices are of one of $k$ types and in which edges appear and disappear independently of each other. We establish a functional law of large…

Probability · Mathematics 2024-04-22 Yuanfei Huang , Adrian Röllin

We prove large deviation principles (LDPs) for random matrices in the orthogonal group and Stiefel manifold, determining both the speed and good convex rate functions that are explicitly given in terms of certain log-determinants of…

Probability · Mathematics 2022-11-04 Zakhar Kabluchko , Joscha Prochno

For a $\Delta$-regular connected graph ${\sf H}$ the problem of determining the upper tail large deviation for the number of copies of ${\sf H}$ in $\mathbb{G}(n,p)$, an Erd\H{o}s-R\'{e}nyi graph on $n$ vertices with edge probability $p$,…

Probability · Mathematics 2020-04-08 Anirban Basak , Riddhipratim Basu

We study the exploration of an Erd\"os-R\'enyi random graph by a respondent-driven sampling method, where discovered vertices reveal their neighbours. Some of them receive coupons to reveal in their turn their own neighbourhood. This leads…

Probability · Mathematics 2021-03-31 Anthony Cousien , Jean-Stéphane Dhersin , Viet Chi Tran , Thi Phuong Thuy Vo

As an important tool characterizing the long time behavior of Markov processes, the Donsker-Varadhan LDP (large deviation principle) does not directly apply to distribution dependent SDEs/SPDEs since the solutions are non-Markovian. We…

Probability · Mathematics 2020-02-21 Panpan Ren , Feng-Yu Wang

In the random geometric graph model $\mathsf{Geo}_d(n,p)$, we identify each of our $n$ vertices with an independently and uniformly sampled vector from the $d$-dimensional unit sphere, and we connect pairs of vertices whose vectors are…

Probability · Mathematics 2021-11-23 Siqi Liu , Sidhanth Mohanty , Tselil Schramm , Elizabeth Yang

The evolution of the largest component has been studied intensely in a variety of random graph processes, starting in 1960 with the Erd\"os-R\'enyi process. It is well known that this process undergoes a phase transition at n/2 edges when,…

Discrete Mathematics · Computer Science 2011-04-08 Konstantinos Panagiotou , Reto Spöhel , Angelika Steger , Henning Thomas

In this paper we prove a large deviation principle for the empirical drift of a one-dimensional Brownian motion with self-repellence called the Edwards model. Our results extend earlier work in which a law of large numbers, respectively, a…

Probability · Mathematics 2007-05-23 R. van der Hofstad , F. den Hollander , W. Koenig

The incidence of rare events in fast-slow systems is investigated via analysis of the large deviation principle (LDP) that characterizes the likelihood and pathway of large fluctuations of the slow variables away from their mean behavior --…

Statistical Mechanics · Physics 2016-02-17 Freddy Bouchet , Tobias Grafke , Tomás Tangarife , Eric Vanden-Eijnden

Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…

Probability · Mathematics 2017-12-12 Chang-Han Rhee , Jose Blanchet , Bert Zwart

Let L be a positive line bundle over a projective complex manifold X. Consider the space of holomorphic sections of the tensor power of order p of L. The determinant of a basis of this space, together with some given probability measure on…

Complex Variables · Mathematics 2016-03-14 Tien-Cuong Dinh , Viet-Anh Nguyen

This paper establishs the large deviation principle (LDP) for multiple averages on $\mathbb{N}^d$. We extend the previous work of [Carinci et al., Indag. Math. 2012] to multidimensional lattice $\mathbb{N}^d$ for $d\geq 2$. The same…

Probability · Mathematics 2021-06-21 Jung-Chao Ban , Wen-Guei Hu , Guan-Yu Lai

This paper studies the Laplacian spectrum and the average effective resistance of (large) graphs that are sampled from graphons. Broadly speaking, our main finding is that the Laplacian eigenvalues of a large dense graph can be effectively…

Probability · Mathematics 2020-12-03 Renato Vizuete , Federica Garin , Paolo Frasca
‹ Prev 1 4 5 6 7 8 10 Next ›