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We consider a dynamic Erd\H{o}s-R\'enyi random graph (ERRG) on $n$ vertices in which each edge switches on at rate $\lambda$ and switches off at rate $\mu$, independently of other edges. The focus is on the analysis of the evolution of the…

Probability · Mathematics 2020-09-29 Peter Braunsteins , Frank den Hollander , Michel Mandjes

For fitness preferential attachment random networks, we define the empirical degree and pair measure, which counts the number of vertices of a given degree and the number of edges with given fits, and the sample path empirical degree…

Information Theory · Computer Science 2014-06-13 K. Doku-Amponsah , F. O. Mettle , T. Narh-Ansah

We consider preferential attachment random graphs which may be obtained as follows: It starts with a single node. If a new node appears, it is linked by an edge to one or more existing node(s) with a probability proportional to function of…

Probability · Mathematics 2015-01-29 K. Doku-Amponsah , F. O. Mettle , E. N. N. Nortey

This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be…

Probability · Mathematics 2021-02-23 Shihu Li , Wei Liu , Yingchao Xie

Spatial telecommunication systems have evolved along the years, leading to some concerns that telecommunication companies are facing today. The main inquietude is the ability to provide quality service to customers or users in a dense…

Probability · Mathematics 2022-10-25 A. K. Boahen , T. Katsekpor , K. Doku-Amponsah

Consider the random graph sampled uniformly from the set of all simple graphs with a given degree sequence. Under mild conditions on the degrees, we establish a Large Deviation Principle (LDP) for these random graphs, viewed as elements of…

Probability · Mathematics 2020-11-25 Souvik Dhara , Subhabrata Sen

We prove two Large deviations principles (LDP) in the zone of moderate deviation probabilities. First we establish LDP for the conditional distributions of moderate deviations of empirical bootstrap measures given empirical probability…

Statistics Theory · Mathematics 2014-05-22 Mikhail Ermakov

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 consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

Probability · Mathematics 2020-09-23 Grégoire Ferré , Gabriel Stoltz

In this paper, we focus on two kinds of large deviations principles (LDPs) of the invariant measures of Langevin equations and their numerical methods, as the noise intensity $\epsilon\to 0$ and the dissipation intensity $\nu\to\infty$…

Numerical Analysis · Mathematics 2020-09-29 Jialin Hong , Diancong Jin , Derui Sheng , Liying Sun

In cellular network models, the base stations are usually assumed to form a lattice or a Poisson point process (PPP). In reality, however, they are deployed neither fully regularly nor completely randomly. Accordingly, in this paper, we…

Information Theory · Computer Science 2014-04-29 Anjin Guo , Martin Haenggi

In this paper, we show that the basic results in large deviations theory hold for general monetary risk measures, which satisfy the crucial property of max-stability. A max-stable monetary risk measure fulfills a lattice homomorphism…

Functional Analysis · Mathematics 2020-08-19 Michael Kupper , José Miguel Zapata

We develop a theory of asymptotic efficiency in regular parametric models when data confidentiality is ensured by local differential privacy (LDP). Even though efficient parameter estimation is a classical and well-studied problem in…

Statistics Theory · Mathematics 2024-03-08 Lukas Steinberger

In our companion work \cite{Stojnicl1RegPosasymldp} we revisited random under-determined linear systems with sparse solutions. The main emphasis was on the performance analysis of the $\ell_1$ heuristic in the so-called asymptotic regime,…

Optimization and Control · Mathematics 2016-12-20 Mihailo Stojnic

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

We present a development of parts of rate-distortion theory and pattern- matching algorithms for lossy data compression, centered around a lossy version of the Asymptotic Equipartition Property (AEP). This treatment closely parallels the…

Probability · Mathematics 2007-07-16 A. Dembo , I. Kontoyiannis

We prove a sample path Large Deviation Principle (LDP) for a class of jump processes whose rates are not uniformly Lipschitz continuous in phase space. Building on it we further establish the corresponding Wentzell-Freidlin (W-F) (infinite…

Probability · Mathematics 2017-10-24 Andrea Agazzi , Amir Dembo , Jean-Pierre Eckmann

This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for the invariant measures of stochastic processes to the associated sample path LDP. It is shown that if the sample path deviation function…

Probability · Mathematics 2023-08-10 Anatolii A. Puhalskii

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

Probability · Mathematics 2023-09-14 Amarjit Budhiraja , Pavlos Zoubouloglou

Using the weak convergence approach to large deviations, we formulate and prove the large deviation principle (LDP) for W-random graphs in the cut-norm topology. This generalizes the LDP for Erd\H{o}s-R{\' e}nyi random graphs by Chatterjee…

Probability · Mathematics 2021-08-17 Paul Dupuis , Georgi Medvedev