Related papers: Sanov-type large deviations and conditional limit …
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…
We survey the recent advance in the rigorous qualitative theory of the 2d stochastic Navier-Stokes system that are relevant to the description of turbulence in two-dimensional fluids. After discussing briefly the initial-boundary value…
In mathematical modelling, the data and solutions are represented as measurable functions and their quality is oftentimes captured by the membership to a certain function space. One of the core questions for an analysis of a model is the…
We extend the Gibbs conditioning principle to an abstract setting combining infinitely many linear equality constraints and non-linear inequality constraints, which need not be convex. A conditional large large deviation principle (LDP) is…
We consider a discrete time biased random walk conditioned to avoid Bernoulli obstacles on ${\mathbb Z}^d$ ($d\geq 2$) up to time $N$. This model is known to undergo a phase transition: for a large bias, the walk is ballistic whereas for a…
The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…
We combine hydrodynamic and modulated energy techniques to study the large deviations of systems of particles with pairwise singular repulsive interactions and additive noise. Specifically, we examine periodic Riesz interactions indexed by…
In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…
A tight criterion under which the abstract version Lov\'asz Local Lemma (abstract-LLL) holds was given by Shearer decades ago. However, little is known about that of the variable version LLL (variable-LLL) where events are generated by…
We prove that the spectral radius of a strongly irreducible random walk on GLd(R) (or more generally the vector of moduli of eigenvalues of a Zariski-dense random walk on a reductive group) satisfies a central limit theorem under an order…
In this paper we establish spatial central limit theorems for a large class of supercritical branching Markov processes with general spatial-dependent branching mechanisms. These are generalizations of the spatial central limit theorems…
This thesis concerns the large-N limit, a classical limit where fluctuations in gauge-invariant variables vanish. The large dimension limit for rotation-invariant variables in atoms is given as an example of a classical limit other than…
We consider a class of non-conformal expanding maps on the $d$-dimensional torus. For an equilibrium measure of an H\"older potential, we prove an analogue of the Central Limit Theorem for the fluctuations of the logarithm of the measure of…
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…
In this article we present a $W^n_2$-theory of stochastic parabolic partial differential systems. In particular, we focus on non-divergent type. The space domains we consider are $\bR^d$, $\bR^d_+$ and eventually general bounded…
We study mappings that satisfy the inverse modulus inequality of Poletsky type with respect to $p$-modulus. Given $n-1<p\leqslant n,$ we show that, the image of some ball contains a fixed ball under mappings mentioned above. This statement…
We derive a large deviation principle for random permutations induced by probability measures of the unit square, called permutons. These permutations are called $\mu$-random permutations. We also introduce and study a new general class of…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We study random interpolating sequences with prescribed radii in the Nevanlinna and Smirnov classes. As it turns out these are characterized by the Blaschke condition. This follows from a more general result. Indeed, we show that this…
The main result of this paper is a functional limit theorem for the sine-process. In particular, we study the limit distribution, in the space of trajectories, for the number of particles in a growing interval. The sine-process has the…