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We develop a space-time large-deviation point of view on Gibbs-non-Gibbs transitions in spin systems subject to a stochastic spin-flip dynamics. Using the general theory for large deviations of functionals of Markov processes outlined in…

Probability · Mathematics 2015-03-17 Aernout van Enter , Roberto Fernández , Frank den Hollander , Frank Redig

A pathwise large deviation result is proved for the pure jump models of $k$-nary interacting particle system introduced by Kolokoltsov that generalize classical Boltzmann's collision model, Smoluchovski's coagulation model and many others.…

Probability · Mathematics 2021-06-09 Wen Sun

This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…

Probability · Mathematics 2025-09-16 Wenting Xu , Yong Xu , Xiaoyu Yang , Bin Pei

We derive a systematic approach to the thermodynamics of quantum systems based on the underlying symmetry groups. We show that the entropy of a system can be described in terms of group-theoretical quantities that are largely independent of…

In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…

Probability · Mathematics 2013-01-29 Konstantinos Spiliopoulos

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

Probability · Mathematics 2017-11-06 Matthias Reitzner , Matthias Schulte , Christoph Thaele

We consider (annealed) large deviation principles for component empirical measures of several families of marked sparse random graphs, including (i) uniform graphs on $n$ vertices with a fixed degree distribution; (ii) uniform graphs on $n$…

Probability · Mathematics 2023-12-27 Kavita Ramanan , Sarath Yasodharan

We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production…

Mathematical Physics · Physics 2017-05-26 Horacio González Duhart , Peter Mörters , Johannes Zimmer

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…

Probability · Mathematics 2007-05-23 Shui Feng

We establish a large deviation principle (LDP) for probability graphons, which are symmetric functions from the unit square into the space of probability measures. This notion extends classical graphons and provides a flexible framework for…

Probability · Mathematics 2025-09-18 Pierfrancesco Dionigi , Giulio Zucal

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

Probability · Mathematics 2024-03-11 Wei Hong , Wei Liu , Luhan Yang

In this paper we prove large and moderate deviations principles for the recursive kernel estimators of a probability density function defined by the stochastic approximation algorithm introduced by Mokkadem et al. [2009. The stochastic…

Statistics Theory · Mathematics 2013-01-29 Yousri Slaoui

We prove a large deviations principle for the empirical measure of the one dimensional symmetric simple exclusion process in contact with reservoirs. The dynamics of the reservoirs is slowed down with respect to the dynamics of the system,…

Probability · Mathematics 2021-07-16 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

A classic approach in dynamical systems is to use particular geometric structures to deduce statistical properties, for example the existence of invariant measures with stochastic-like behaviour such as large deviations or decay of…

Dynamical Systems · Mathematics 2012-09-14 José F. Alves , Jorge Milhazes Freitas , Stefano Luzzatto , Sandro Vaienti

We study the large deviation estimates for the short time asymptotic behavior of a strongly degenerate diffusion process. Assuming a nilpotent structure of the Lie algebra generated by the driving vector fields, we obtain a graded large…

Probability · Mathematics 2019-01-30 Gérard Ben Arous , Jing Wang

We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…

Probability · Mathematics 2011-07-19 Konstantinos Spiliopoulos

We show some level-2 large deviation principles for rational maps satisfying a strong form of non-uniform hyperbolicity, called "Topological Collet-Eckmann". More precisely, we prove a large deviation principle for the distribution of…

Dynamical Systems · Mathematics 2015-12-04 Henri Comman , Juan Rivera-Letelier

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…

Probability · Mathematics 2015-01-29 K. Doku-Amponsah , F. O. Mettle , E. N. N. Nortey

The $N$ vertices of a quantum random graph are each a circle independently punctured at Poisson points of arrivals, with parallel connections derived through for each pair of these punctured circles by yet another independent Poisson…

Probability · Mathematics 2019-01-04 Amir Dembo , Anna Levit , Sreekar Vadlamani

We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…

Probability · Mathematics 2021-02-26 Tertuliano Franco , Luana A. Gurgel , Bernardo N. B. de Lima