Related papers: Functional large deviations for Stroock's approxim…
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…
The large deviations principle for the empirical measure for both continuous and discrete time Markov processes is well known. Various expressions are available for the rate function, but these expressions are usually as the solution to a…
The incidence of rare events in fast-slow systems is investigated via analysis of the large deviation principle (LDP) that characterizes the likelihood and pathway of large fluctuations of the slow variables away from their mean behavior --…
Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H\subseteq V^*$ $$ \left\{ \begin{align} &dX_t=A(t,X_t)dt+B(t,X_t)dW_t,\ t\in (0,T]\\\\& X_0=x\in H,…
In this article we prove a local large deviation principle (LLDP) for the critical multitype Galton-Watson process from spectral potential point. We define the so-called a spectral potential $U_{\skrik}(\,\cdot,\,\pi)$ for the Galton-Watson…
We consider a jump-diffusion process on a bounded domain with reflection at the boundary, and establish long-term results for a general additive process of its path. This includes the long-term behaviour of its occupation time in the…
The large deviation principle in the small noise limit is derived for solutions of possibly degenerate It\^o stochastic differential equations with predictable coefficients, which may depend also on the large deviation parameter. The result…
We prove the large deviation principle (LDP) for posterior distributions arising from subfamilies of full exponential families, allowing misspecification of the model. Moreover, motivated by the so-called inverse Sanov Theorem (see e.g.…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
One says that the local large deviation principle (LLDP) is satisfied for a family of random vectors $\{\zeta_T\}_{T\ge 0}$ in $\mathbb R^d,$ $d\ge 1,$ if there exists a function $D:\mathbb R^d\to [0,\infty],$ $D\not \equiv \infty,$ such…
We prove a large deviations principle for the probabilistic Schwarzian Field Theory at low temperatures. We demonstrate that the good rate function is equal to the action of the Schwarzian Field Theory, and we find its minimisers. In…
We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…
We consider a dynamic Erd\H{o}s-R\'enyi random graph (ERRG) on $n$ vertices in which each edge switches on at rate $\lambda$ and switches off at rate $\mu$, independently of other edges. The focus is on the analysis of the evolution of the…
In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…
This paper develops the large deviations theory for the point process associated with the Euclidean volume of $k$-nearest neighbor balls centered around the points of a homogeneous Poisson or a binomial point processes in the unit cube. Two…
The Pearson family of ergodic diffusions with a quadratic diffusion coefficient and a linear force are characterized by explicit dynamics of their integer moments and by explicit relaxation spectral properties towards their steady state.…
We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…
We consider $p$ independent Brownian motions in $\R^d$. We assume that $p\geq 2$ and $p(d-2)<d$. Let $\ell_t$ denote the intersection measure of the $p$ paths by time $t$, i.e., the random measure on $\R^d$ that assigns to any measurable…
We derive the large deviation principle for radial Schramm-Loewner evolution ($\operatorname{SLE}$) on the unit disk with parameter $\kappa \rightarrow \infty$. Restricting to the time interval $[0,1]$, the good rate function is finite only…
We study a system of N particles with logarithmic, Coulomb or Riesz pairwise interactions, confined by an external potential. We examine a microscopic quantity, the tagged empirical field, for which we prove a large deviation principle at…