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Khinchin proved that the arithmetic mean of continued fraction digits of Lebesgue almost every irrational number in $(0,1)$ diverges to infinity. Hence, none of the classical limit theorems such as the weak and strong laws of large numbers…

Dynamical Systems · Mathematics 2018-03-29 Hiroki Takahasi

We prove a large deviation principle for the sum of n independent heavy-tailed random variables, which are subject to a moving cut-off boundary at location n. Conditional on the sum being large at scale n, we show that a finite number of…

Probability · Mathematics 2024-12-17 Céline Kerriou , Peter Mörters

In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting particles indexed by a lattice $\mathbb{Z}^d$. The connections are random, sparse and unscaled, so that the system converges in the large…

Probability · Mathematics 2024-10-01 James MacLaurin

We establish the large deviation principle for a topological Markov shift over infinite alphabet which satisfies strong combinatorial assumptions called ``finite irreducibility'' or ``finite primitiveness''. More precisely, we assume the…

Dynamical Systems · Mathematics 2019-03-19 Hiroki Takahasi

The classical random graph model $G(n,\lambda/n)$ satisfies a `duality principle', in that removing the giant component from a supercritical instance of the model leaves (essentially) a subcritical instance. Such principles have been proved…

Combinatorics · Mathematics 2011-11-07 Svante Janson , Oliver Riordan

It has often been observed that the Multifractal Formalism and the Large Deviation Principles are intimately related. In fact, Multifractal Formalism was heuristically derived using the Large Deviations ideas. In numerous examples in which…

Dynamical Systems · Mathematics 2025-11-11 Mirmukhsin Makhmudov , Evgeny Verbitskiy , Qian Xiao

In this paper we show a some new look at large deviation theorems from the viewpoint of the information-spectrum (IS) methods, which has been first exploited in information theory, and also demonstrate a new basic formula for the large…

Information Theory · Computer Science 2007-07-13 Te Sun Han

We investigate large deviations for the empirical measure of the position and momentum of a particle traveling in a box with hot walls. The particle travels with uniform speed from left to right, until it hits the right boundary. Then it is…

Probability · Mathematics 2011-03-16 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

A method for compression of large graphs and non-negative matrices to a block structure is proposed. Szemer\'edi's regularity lemma is used as heuristic motivation of the significance of stochastic block models. Another ingredient of the…

Information Theory · Computer Science 2019-08-14 Hannu Reittu , Fülöp Bazsó , Ilkka Norros

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

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…

Probability · Mathematics 2014-04-08 Yunjiao Hu , Guangqiang Lan

We prove a Large Deviation Principle for {\color{blue} jump-Markov } Processes on sparse large disordered network with disordered connectivity. The network is embedded in a geometric space, with the probability of a connection a (scaled)…

Probability · Mathematics 2026-02-02 James MacLaurin

In this paper, we present a novel approach based on the random walk process for finding meaningful representations of a graph model. Our approach leverages the transient behavior of many short random walks with novel initialization…

Social and Information Networks · Computer Science 2018-05-14 Lin Li , William M. Campbell , Rajmonda S. Caceres

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

Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set $B$. If the large deviation rate function $I$…

Probability · Mathematics 2021-04-27 Brian R. La Cour , William C. Schieve

We establish the large deviation principle for stochastic differential equations with averaging in the case when all coefficients of the fast component depend on the slow one, including diffusion.

Probability · Mathematics 2013-06-11 Alexander Yu. Veretennikov

In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…

Probability · Mathematics 2013-01-29 Konstantinos Spiliopoulos

In this paper we consider the problem of estimating the joint upper and lower tail large deviations of the edge eigenvalues of an Erd\H{o}s-R\'enyi random graph $\mathcal{G}_{n,p}$, in the regime of $p$ where the edge of the spectrum is no…

Probability · Mathematics 2020-04-02 Bhaswar B. Bhattacharya , Sohom Bhattacharya , Shirshendu Ganguly

In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical integrals obtained in [46,47]. As examples, we obtain 1. a…

Probability · Mathematics 2023-04-25 Serban Belinschi , Alice Guionnet , Jiaoyang Huang

We consider the Erd\"{o}s--R\'{e}nyi random graph $G_{n,p}$ and we analyze the simple irreversible epidemic process on the graph, known in the literature as bootstrap percolation. We give a quantitative version of some results by Janson et…

Probability · Mathematics 2020-01-17 Giovanni Luca Torrisi , Michele Garetto , Emilio Leonardi