English
Related papers

Related papers: A global large deviation principle for discrete $\…

200 papers

We derive a general large deviation principle for a canonical sequence of probability measures, having its origins in random matrix theory, on unbounded sets $K$ of ${\bf C}$ with weakly admissible external fields $Q$ and very general…

Probability · Mathematics 2019-04-29 T. Bloom , N. Levenberg , F. Wielonsky

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of driven semimartingales, so that if the noise-control pairs…

Probability · Mathematics 2024-08-13 Qiao Huang , Wei Wei , Jinqiao Duan

The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…

Probability · Mathematics 2016-10-07 Behzad Mehrdad , Lingjiong Zhu

We consider matrices formed by a random $N\times N$ matrix drawn from the Gaussian Orthogonal Ensemble (or Gaussian Unitary Ensemble) plus a rank-one perturbation of strength $\theta$, and focus on the largest eigenvalue, $x$, and the…

Probability · Mathematics 2019-04-04 Giulio Biroli , Alice Guionnet

We use a weak Gibbs property and a weak form of specification to derive level-2 large deviations principles for symbolic systems equipped with a large class of reference measures. This has applications to a broad class of symbolic systems,…

Dynamical Systems · Mathematics 2017-10-25 Vaughn Climenhaga , Daniel J. Thompson , Kenichiro Yamamoto

We establish a moderate deviations principle (MDP) for the log-determinant $\log | \det (M_n) |$ of a Wigner matrix $M_n$ matching four moments with either the GUE or GOE ensemble. Further we establish Cram\'er--type moderate deviations and…

Probability · Mathematics 2013-01-16 Hanna Döring , Peter Eichelsbacher

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

The physical mass scales that determine the behaviour of general (simply-laced) Homogeneous Sine-Gordon models are investigated by means of a study of their finite-size effects, using the thermodynamic Bethe ansatz. These models describe…

High Energy Physics - Theory · Physics 2007-05-23 Patrick Dorey , J. Luis Miramontes

In the present paper, fixed trace $\beta$-Hermite ensembles generalizing the fixed trace Gaussian Hermite ensemble are considered. For all $\beta$, we prove the Wigner semicircle law for these ensembles by using two different methods: one…

Probability · Mathematics 2015-05-13 Da-Sheng Zhou , Dang-Zheng Liu , Tao Qian

We study the dynamics of smooth interval maps with non-flat critical points. For every such a map that is topologically exact, we establish the full (level-2) Large Deviation Principle for empirical means. In particular, the Large Deviation…

Dynamical Systems · Mathematics 2019-07-19 Yong Moo Chung , Juan Rivera-Letelier , Hiroki Takahasi

At present the gravitational waves detectors achieve the sensitivity to detect the length variation ($\delta L$), $\mathcal{O} \approx 10^{-17}-10^{-21}$ meter. Recently a more stringent upperbound on the dimensionless parameter $\beta_0$,…

General Relativity and Quantum Cosmology · Physics 2022-08-18 Sukanta Bhattacharyya , Sunandan Gangopadhyay , Anirban Saha

We consider $n\times n$ Hermitian matrices with i.i.d. entries $X_{ij}$ whose tail probabilities $\mathbb {P}(|X_{ij}|\geq t)$ behave like $e^{-at^{\alpha}}$ for some $a>0$ and $\alpha \in(0,2)$. We establish a large deviation principle for…

Probability · Mathematics 2014-10-29 Charles Bordenave , Pietro Caputo

We present a novel generalization of the Heisenberg uncertainty principle which introduces the existence of a maximal observable momentum and at the same time does not entail a minimal indeterminacy in position. The above result is an exact…

High Energy Physics - Theory · Physics 2021-07-07 Luciano Petruzziello

Large deviations for sums of i.i.d.\ random variables with stretched-exponential tails (also called Weibull or semi-exponential tails) have been well understood since the 60's, going back to Nagaev's seminal work. Many extensions in the…

Probability · Mathematics 2026-02-04 Nina Gantert , Joscha Prochno , Philipp Tuchel

We consider a zero-range process $\eta^N_t(x)$ with superlinear local jump rate, which in a hydrodynamic-small particle rescaling converges to the porous medium equation $\partial_t u=\frac12\Delta u^\alpha, \alpha>1$. As a main result we…

Probability · Mathematics 2026-02-11 Benjamin Gess , Daniel Heydecker

We prove the universality of the large deviations for conjugacy invariant permutations with few cycles. As an application, we establish the universality of large deviation at speeds $n$ and $\sqrt{n}$ for the length of monotone subsequences…

Combinatorics · Mathematics 2025-04-24 Alice Guionnet , Mohamed Slim Kammoun

We determine the asymptotics of the number of independent sets of size $\lfloor \beta 2^{d-1} \rfloor$ in the discrete hypercube $Q_d = \{0,1\}^d$ for any fixed $\beta \in [0,1]$ as $d \to \infty$, extending a result of Galvin for $\beta…

Combinatorics · Mathematics 2022-02-10 Matthew Jenssen , Will Perkins , Aditya Potukuchi

We establish the large deviations principle (LDP) and the moderate deviations principle (MDP) and an almost sure version of the central limit theorem (CLT) for the stochastic 3D viscous primitive equations driven by a multiplicative white…

Probability · Mathematics 2020-10-27 Jakub Slavík

Statistical inference in high-dimensional settings is challenging when standard unregularized methods are employed. In this work, we focus on the case of multiple correlated proportions for which we develop a Bayesian inference framework.…

Methodology · Statistics 2025-06-23 Max Westphal