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For random dynamical systems, by summarizing the fundamental properties of Kifer's topological pressure we introduce the concept of random pressure functions, and define Ruelle's metric entropy for invariant measures. Employing the…

Dynamical Systems · Mathematics 2026-05-19 Rui Yang , Ercai Chen , Xiaoyao Zhou

This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:x_i=0 for i\notin\Lambda, x_i>0 for i\in\Lambda}. The global…

Probability · Mathematics 2007-05-23 Irina Ignatiouk-Robert

Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…

Probability · Mathematics 2013-05-28 Sunder Sethuraman , S. R. S. Varadhan

We prove large deviation principles (LDP) for the invariant measures of the multiclass totally asymmetric simple exclusion process (TASEP) and the multiclass Hammersely-Aldous-Diaconis (HAD) process on a torus. The proof is based on a…

Probability · Mathematics 2008-01-29 Davide Gabrielli

Let L be a positive line bundle over a projective complex manifold X. Consider the space of holomorphic sections of the tensor power of order p of L. The determinant of a basis of this space, together with some given probability measure on…

Complex Variables · Mathematics 2016-03-14 Tien-Cuong Dinh , Viet-Anh Nguyen

The $W$-random graphs provide a flexible framework for modeling large random networks. Using the Large Deviation Principle (LDP) for $W$-random graphs from [9], we prove the LDP for the corresponding class of random symmetric…

Probability · Mathematics 2024-05-08 Mahya Ghandehari , Georgi S. Medvedev

We obtain large deviation results for non-uniformly expanding maps with non-flat singularities or criticalities and for partially hyperbolic non-uniformly expanding attracting sets. That is, given a continuous function we consider its space…

Dynamical Systems · Mathematics 2018-09-14 V Araujo , M J Pacifico

Let $\{{\bf \mathcal{Z}}_n:n\geq 1\}$ be a sequence of i.i.d. random probability measures. Independently, for each $n\geq 1$, let $(X_{n1},\ldots, X_{nn})$ be a random vector of positive random variables that add up to one. This paper…

Probability · Mathematics 2021-06-24 Shui Feng

We consider a system of $N^{d}$ spins in random environment with a random local mean field type interaction. Each spin has a fixed spatial position on the torus $\mathbb{T}^{d}$, an attached random environment and a spin value in…

Probability · Mathematics 2016-02-05 Patrick E. Müller

We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…

Probability · Mathematics 2007-05-23 R. Liptser

We prove large deviation principles (LDPs) for random matrices in the orthogonal group and Stiefel manifold, determining both the speed and good convex rate functions that are explicitly given in terms of certain log-determinants of…

Probability · Mathematics 2022-11-04 Zakhar Kabluchko , Joscha Prochno

We study the large deviations principle (LDP) for stationary solutions of a class of stochastic differential equations (SDE) in infinite time intervals by the weak convergence approach, and then establish the LDP for the invariant measures…

Probability · Mathematics 2022-06-07 Peipei Gao , Yong Liu , Yue Sun , Zuohuan Zheng

This work develops a methodology for analyzing large-deviation lower tails associated with geometric functionals computed on a homogeneous Poisson point process. The technique applies to characteristics expressed in terms of stabilizing…

Probability · Mathematics 2019-10-15 Christian Hirsch , Benedikt Jahnel , András Tóbiás

We take the point of view of the particle in a multidimensional nearest neighbor random walk in random environment (RWRE). We prove a quenched large deviation principle and derive a variational formula for the quenched rate function. Most…

Probability · Mathematics 2008-04-10 Jeffrey M. Rosenbluth

We study determinantal random point processes on a compact complex manifold X associated to an Hermitian metric on a line bundle over X and a probability measure on X. Physically, this setup describes a free fermion gas on X subject to a…

Complex Variables · Mathematics 2011-06-27 Robert J. Berman

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

Probability · Mathematics 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

We obtain the large deviation function for entropy production of the medium and its distribution function for two-site totally asymmetric simple exclusion process(TASEP) and three-state unicyclic network. Since such systems are described…

Statistical Mechanics · Physics 2016-01-29 Bappa Saha , Sutapa Mukherji

We construct a compound Poisson process conditioned on its random summation that represents the sizes of the connected components in the sparse Erd\H{o}s-R\'enyi random graph $G(n,c/n)$. This new representation depicts a connection between…

Probability · Mathematics 2023-10-23 Wen Sun

The continuous time Markov process considered in this paper belongs to a class of population models with linear growth and catastrophes. There, the catastrophes happen at the arrival times of a Poisson process, and at each catastrophe time,…

Probability · Mathematics 2019-05-14 A. Logachov , O. Logachova , A. Yambartsev

In this paper we prove a large deviation principle for the empirical drift of a one-dimensional Brownian motion with self-repellence called the Edwards model. Our results extend earlier work in which a law of large numbers, respectively, a…

Probability · Mathematics 2007-05-23 R. van der Hofstad , F. den Hollander , W. Koenig