Related papers: A global large deviation principle for discrete $\…
The problem of characterising the accuracy of, and disturbance caused by a joint measurement of position and momentum is investigated. In a previous paper the problem was discussed in the context of the unbiased measurements considered by…
We prove a large deviations principle for the largest eigenvalue of a class of biorthogonal and multiple orthogonal polynomial ensembles that includes a matrix model of Lueck, Sommers and Zirnbauer for disordered bosons and Angelesco…
This paper considers the implicit Euler discretization of Levant's arbitrary order robust exact differentiator in presence of sampled measurements. Existing implicit discretizations of that differentiator are shown to exhibit either…
The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…
Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…
This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…
Ewens-Pitman model has been successfully applied to various fields including Bayesian statistics. There are four important estimators $K_{n},M_{l,n}$,$K_{m}^{(n)},M_{l,m}^{(n)}$. In particular, $M_{1,n}, M_{1,m}^{(n)}$ are related to…
We study the large deviations statistics of the intensive work done by changing globally a control parameter in a thermally isolated quantum many-body system. We show that, upon approaching a critical point, large deviations well below the…
In this paper we present a series of results that permit to extend in a direct manner uniform deviation inequalities of the empirical process from the independent to the dependent case characterizing the additional error in terms of…
We prove Moderate Deviation estimates for nodal lengths of random spherical harmonics both on the whole sphere and on shrinking spherical domains. Central Limit Theorems for the latter were recently established in Marinucci, Rossi and…
In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…
We give a simple, short and self-contained presentation of Bourgain's discretised projection theorem from 2010, which is a fundamental tool in many recent breakthroughs in geometric measure theory, harmonic analysis, and homogeneous…
One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…
Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…
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…
We study Mallows random permutations conditioned to avoid a given pattern $\alpha$ of length~$3$. When the bias parameter is of the form $e^{\beta/n}$, we prove that these permutations converge to a non-trivial explicit deterministic…
Partial differential equations (PDEs) describing thermodynamically isolated systems typically possess conserved quantities (like mass, momentum, and energy) and dissipated quantities (like entropy). Preserving these conservation and…
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 first develop a theory of conditional expectations for random variables with values in a complete metric space $M$ equipped with a contractive barycentric map $\beta$, and then give convergence theorems for martingales of…
Large deviation principles are established for the Fleming-Viot processes with neutral mutation and selection, and the corresponding equilibrium measures as the sampling rate goes to 0. All results are first proved for the finite allele…