Related papers: Large deviations for irreducible random walks on r…

We study the path behaviour of a simple random walk on the 2-dimensional comb lattice ${\mathbb C}^2$ that is obtained from ${\mathbb Z}^2$ by removing all horizontal edges off the x-axis. In particular, we prove a strong approximation…

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

We study large deviations for random walks on Lie groups defined by $\sigma_n^n = \exp(\frac1nX_1)\cdots\exp(\frac1nX_n)$, where $\{X_n\}_{n\geq1}$ is an i.i.d sequence of bounded random variables in the Lie algebra $\mathfrak{g}$. We…

We obtain large deviation bounds for the measure of deviation sets associated to asymptotically additive and sub-additive potentials under some weak specification properties. In particular a large deviation principle is obtained in the case…

We prove an exponential deviation inequality for the convex hull of a finite sample of i.i.d. random points with a density supported on an arbitrary convex body in $\R^d$, $d\geq 2$. When the density is uniform, our result yields rate…

We study an inhomogeneous sparse random graph on [N] = {1, . . . , N } as introduced in a seminal paper by Bollobas, Janson and Riordan (2007): vertices have a type (here in a compact metric space S), and edges between different vertices…

We prove that the spectral radius of an i.i.d.\ random walk on $\GL_d(\C)$ satisfies a strong law of large numbers under finite second moment assumption and a weak law of large numbers under finite first moment. No irreducibility assumption…

We provide a new and elegant approach to relative quasiconvexity for relatively hyperbolic groups in the context of Bowditch's approach to relative hyperbolicity using cocompact actions on fine hyperbolic graphs. Our approach to…

In this paper, we establish a large deviation principle for stochastic evolution equations with reflection in an infinite dimensional ball. Weak convergence approach plays an important role.

In this article we consider transient random walks on HNN extensions of finitely generated groups. We prove that the rate of escape w.r.t. some generalised word length exists. Moreover, a central limit theorem with respect to the…

We present a stochastic and variational aspect of the Lax-Friedrichs scheme applied to hyperbolic scalar conservation laws. This is a finite difference version of Fleming's results ('69) that the vanishing viscosity method is characterized…

We provide a systematic approach for deducing statistical limit laws via martingale-coboundary decomposition, for nonuniformly hyperbolic systems with slowly contracting and expanding directions. In particular, if the associated return time…

The deviation principles of record numbers in random walk models have not been completely investigated, especially for the non-nearest neighbor cases. In this paper, we derive the asymptotic probabilities of large and moderate deviations…

We present two examples of a large deviations principle where the rate function is not strictly convex. This is motivated by a model used in mathematical finance (the Heston model), and adds a new item to the zoology of non strictly convex…

We initiate a study of large deviations for block model random graphs in the dense regime. Following Chatterjee-Varadhan(2011), we establish an LDP for dense block models, viewed as random graphons. As an application of our result, we study…

We study the quenched behaviour of a perturbed version of the simple symmetric random walk on the set of integers. The random walker moves symmetrically with an exception of some randomly chosen sites where we impose a random drift. We show…

We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…

We investigate large deviations for the empirical measure of the forward and backward recurrence time processes associated with a classical renewal process with arbitrary waiting-time distribution. The Donsker-Varadhan theory cannot be…

We show the existence of a trace process at infinity for random walks on hyperbolic groups of conformal dimension < 2 and relate it to the existence of a reflecting random walk. To do so, we employ the theory of Dirichlet forms which…