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Related papers: A General Conditional Large Deviation Principle

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Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…

Dynamical Systems · Mathematics 2014-11-18 Ivan Werner

We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our…

Probability · Mathematics 2012-03-02 Jérôme Dedecker , Paul Doukhan , Florence Merlevède

The guesswork problem was originally studied by Massey to quantify the number of guesses needed to ascertain a discrete random variable. It has been shown that for a large class of random processes the rescaled logarithm of the guesswork…

Probability · Mathematics 2019-06-04 Jiange Li

We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…

Mathematical Physics · Physics 2019-06-28 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

A notable result from analysis of Boolean functions is the Basic Invariance Principle (BIP), a quantitative nonlinear generalization of the Central Limit Theorem for multilinear polynomials. We present a generalization of the BIP for…

Information Theory · Computer Science 2022-08-18 Alexander Mariona , Homa Esfahanizadeh , Rafael G. L. D'Oliveira , Muriel Médard

We prove large deviation principles (LDPs) for full chordal, radial, and multichordal SLE(0+) curves parameterized by capacity. The rate function is given by the appropriate variant of the Loewner energy. There are two key novelties in the…

Probability · Mathematics 2026-04-16 Osama Abuzaid , Eveliina Peltola

We prove a large deviation principle for the point process of large Poisson $k$-nearest neighbor balls in hyperbolic space. More precisely, we consider a stationary Poisson point process of unit intensity in a growing sampling window in…

Probability · Mathematics 2023-04-19 Christian Hirsch , Moritz Otto , Takashi Owada , Christoph Thäle

Ciesielski's isomorphism between the space of alpha-H\"older continuous functions and the space of bounded sequences is used to give an alternative proof of the large deviation principle for Wiener processes with values in Hilbert space.

Probability · Mathematics 2012-03-22 Andreas Andresen , Peter Imkeller , Nicolas Perkowski

This work concerns about stochastic Burgers type equations with reflection. First of all, by means of the equicontinuous uniform Laplace principle, we prove the Freidlin-Wentzell uniform large deviation principle for these equations…

Probability · Mathematics 2025-06-19 Huijie Qiao

We show that, for every $1 \leq p < +\infty$ and for every Borel probability measure $\mathbb{P}$ over $\mathbb{R}$, every element of $L^{p}(\mathbb{R}, \mathscr{B}_{\mathbb{R}}, \mathbb{P})$ is the $L^{p}$-limit of some sequence of bounded…

Probability · Mathematics 2020-07-22 Yu-Lin Chou

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

This paper deals with rare events in a general {interacting gas} at high temperature, by means of Large Deviations Principles. The main result is an LDP for the tagged empirical field, which features the competition of an energy term and an…

Probability · Mathematics 2025-06-17 David Padilla-Garza

This article deals with the problem of testing conditional independence between two random vectors ${\bf X}$ and ${\bf Y}$ given a confounding random vector ${\bf Z}$. Several authors have considered this problem for multivariate data.…

Statistics Theory · Mathematics 2025-09-16 Bilol Banerjee

Borgs, Chayes, Gaudio, Petti and Sen [arXiv:2007.14508] proved a large deviation principle for block model random graphs with rational block ratios. We strengthen their result by allowing any block ratios (and also establish a simpler…

Probability · Mathematics 2023-11-27 Jan Grebík , Oleg Pikhurko

We present a large deviation property for the pattern statistics representing the number of occurrences of a symbol in words of given length generated at random according to a rational stochastic model. The result is obtained assuming that…

Probability · Mathematics 2023-06-14 Massimiliano Goldwurm , Marco Vignati

Large deviation principles are established for the Fleming-Viot processes with neutral mutation and selection, and the corresponding equilibrium measures as the sampling rate goes to 0. All results are first proved for the finite allele…

Probability · Mathematics 2016-09-07 Donald Dawson , Shui Feng

We show that if $\mathcal{F}$ is any "well-behaved" subset of the Borel functions and we assume the Axiom of Determinacy then the hierarchy of degrees on $\pow(\mathbb{R})$ induced by $\mathcal{F}$ turns out to look like the Wadge hierarchy…

Logic · Mathematics 2010-03-25 Luca Motto Ros

We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of driven semimartingales, so that if the noise-control pairs…

Probability · Mathematics 2024-08-13 Qiao Huang , Wei Wei , Jinqiao Duan

Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…

Probability · Mathematics 2011-06-21 Florent Benaych-Georges , Alice Guionnet , Mylène Maïda

In this paper, we revisit the proof of the large deviations principle of Wiener chaoses partially given by Borel, and then by Ledoux in its full form. We show that some heavy-tail phenomena observed in large deviations can be explained by…

Probability · Mathematics 2017-06-21 Fanny Augeri
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