Related papers: Large deviations principle for terminating multidi…
In Ref. [1] the author has recently established sharp large deviation principles for cumulative rewards associated with a discrete-time renewal model, supposing that each renewal involves a broad-sense reward taking values in a separable…
We prove a large deviation principle for a sequence of point processes defined by Gibbs probability measures on a Polish space. This is obtained as a consequence of a more general Laplace principle for the non-normalized Gibbs measures. We…
The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and…
Let (X_n,Y_n) be i.i.d. random vectors. Let W(x) be the partial sum of Y_n just before that of X_n exceeds x>0. Motivated by stochastic models for neural activity, uniform convergence of the form $\sup_{c\in I}|a(c,x)\operatorname…
Enumeration of various types of lattice polygons and in particular polyominoes is of primary importance in many machine learning, pattern recognition, and geometric analysis problems. In this work, we develop a large deviation principle for…
This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a…
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…
We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with a new metric that is more sensitive to…
In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regime that the modulating Markov chain is rapidly switching. We prove the joint sample-path large deviations principle for the Markov-modulated…
We study an analogue of the large deviation principle for mixed measures associated with a class of $\log$-concave probability measures whose densities depend on the gauge function of a convex body. For convex bodies in $\mathbb{R}^n$, we…
We present and establish large deviations principles for general multivariate renewal-reward processes associated with a classical discrete-time renewal process. A renewal-reward process describes a cumulative reward over time, supposing…
The aim of this paper is to improve the large deviation principle for the number of descents in a random permutation by establishing a sharp large deviation principle of any order. We shall also prove a sharp large deviation principle of…
We prove a large deviations principle for the empirical law of the block sizes of a uniformly distributed non-crossing partition. As an application we obtain a variational formula for the maximum of the support of a compactly supported…
Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…
For Markov processes evolving on multiple time-scales a combination of large component scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of large numbers to a…
The configuration model is a sequence of random graphs constructed such that in the large network limit the degree distribution converges to a pre-specified probability distribution. The component structure of such random graphs can be…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We prove the large deviation principle for the conditional Gibbs measure associated with the focusing Gross Pitaevskii equation in the low temperature regime. This conditional measure is of mixed type, being canonical in energy and…
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…
We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N. We apply this to a large class of Gaussian processes lifted to geometric rough paths. A large deviation principle for enhanced…