Related papers: Large deviation principles induced by the Stiefel …

We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…

Let $\alpha_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid X_1,\ldots,X_n\bigr)$ be the predictive distributions of a sequence $(X_1,X_2,\ldots)$ of $p$-dimensional random vectors. Suppose $$\alpha_n= \mathcal{N} _p (M_n,Q_n)$$ where…

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…

We prove a Large Deviations Principle for the number of intersections of two independent infinite-time ranges in dimension five and more, improving upon the moment bounds of Khanin, Mazel, Shlosman and Sina{\"i} [KMSS94]. This settles, in…

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…

We derive a large deviation principle for the empirical measure of zeros of random polynomials with i.i.d. exponential coefficients.

We prove a large deviations principle for the total spin and the number of edges under the annealed Ising measure on generalized random graphs. We also give detailed results on how the annealing over the Ising model changes the degrees of…

Large deviation principles and related results are given for a class of Markov chains associated to the "leaves" in random recursive trees and preferential attachment random graphs, as well as the "cherries" in Yule trees. In particular,…

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

Let $M$ be smooth $n$-dimensional manifold, fibered over a $k$-dimensional submanifold $B$ as $\pi:M \to B$, and $\vartheta \in \Lambda^k (M)$; one can consider the functional on sections $\phi$ of the bundle $\pi$ defined by $\int_D \phi^*…

We study Donsker-Watanabe's delta functions associated with strongly hypoelliptic diffusion processes indexed by a small parameter. They are finite Borel measures on the Wiener space and admit a rough path lift. Our main result is a large…

In this paper, we prove a Sanov-type large deviation principle for the sequence of empirical measures of vectors chosen uniformly at random from an Orlicz ball. From this level-$2$ large deviation result, in a combination with Gibbs…

We place ourselves in the setting of high-dimensional statistical inference where the number of variables $p$ in a dataset of interest is of the same order of magnitude as the number of observations $n$. We consider the spectrum of certain…

We consider the random point processes on a measure space X defined by the Gibbs measures associated to a given sequence of N-particle Hamiltonians H^{(N)}. Inspired by the method of Messer-Spohn for proving concentration properties for the…

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…

We establish a new connection between metric Diophantine approximation and the parametric geometry of numbers by proving a variational principle facilitating the computation of the Hausdorff and packing dimensions of many sets of interest…

Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…

We study probabilities of rare events in the general coalescence process, $kA\rightarrow \ell A$, where $k>\ell$. For arbitrary $k, \ell$, by rewriting these probabilities in terms of an effective action, we derive the large deviation…

We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…

Let $\boldsymbol W=\{\boldsymbol W_n:n\in\mathbb N\}$ be a sequence of random vectors in $\mathbb R^d$, $d\ge 1$. This paper considers the logarithmic asymptotics of the extremes of $\boldsymbol W$, that is, for any vector $\boldsymbol…