Related papers: Large deviations for discrete $\beta$-ensembles
The Erd\H{o}s-Kac theorem is a celebrated result in number theory which says that the number of distinct prime factors of a uniformly chosen random integer satisfies a central limit theorem. In this paper, we establish the large deviations…
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.
We introduce constellation ensembles, in which charged particles on a line (or circle) are linked with charged particles on parallel lines (or concentric circles). We present formulas for the partition functions of these ensembles in terms…
The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…
The theory of large deviations constitutes a mathematical cornerstone in the foundations of Boltzmann-Gibbs statistical mechanics, based on the additive entropy $S_{BG}=- k_B\sum_{i=1}^W p_i \ln p_i$. Its optimization under appropriate…
In this paper we show weak convergence of the empirical eigenvalue distribution and of the weighted spectral measure of the Jacobi ensemble, when one or both parameters grow faster than the dimension $n$. In these cases the limit measure is…
We consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages $\frac{1}{|\Lambda|} \sum_{i\in\Lambda} X_i$, where the $X_i$'s are copies of a…
The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…
We generalize Bourgain's discretized projection theorem to higher rank situations. Like Bourgain's theorem, our result yields an estimate for the Hausdorff dimension of the exceptional sets in projection theorems formulated in terms of…
In this paper we establish new optimal bounds for the derivative of some discrete maximal functions, both in the centered and uncentered versions. In particular, we solve a question originally posed by Bober, Carneiro, Hughes and Pierce.
In the present context, superintegrability is a property of certain probability density functions coming from matrix models, which relates to the average over a distinguished basis of symmetric functions, typically the Jack or Macdonald…
We consider the large deviations of the smallest eigenvalue of the Wishart-Laguerre Ensemble. Using the Coulomb gas picture we obtain rate functions for the large fluctuations to the left and the right of the hard edge. Our findings are…
We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We…
We derive a strong law of large numbers, a central limit theorem, a law of the iterated logarithm and a large deviation theorem for so-called deviation means of independent and identically distributed random variables (for the strong law of…
We consider a general class of statistical mechanical models of coherent structures in turbulence, which includes models of two-dimensional fluid motion, quasi-geostrophic flows, and dispersive waves. First, large deviation principles are…
In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle with the rate function, which is finite only on product…
We consider expansive homeomorphisms with the specification property. We give a new simple proof of a large deviation principle for Gibbs measures corresponding to a regular potential and we establish a general symmetry of the rate function…
This work revisits, from a geometric perspective, the notion of discrete connection on a principal bundle, introduced by M. Leok, J. Marsden and A. Weinstein. It provides precise definitions of discrete connection, discrete connection form…
In this paper, we study the discrete-time approximation of multidimensional reflected BSDEs of the type of those presented by Hu and Tang [Probab. Theory Related Fields 147 (2010) 89-121] and generalized by Hamad\`ene and Zhang [Stochastic…
The generalized logarithmic electrodynamics with two parameters $\beta$ and $\gamma$ is considered. The indexes of refraction of light in the external magnetic field are calculated. In the case $\beta=\gamma$ we come to results obtained by…