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Related papers: A large deviation principle for the Schramm-Loewne…

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We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…

Probability · Mathematics 2020-01-07 Paul Dupuis , Vaios Laschos , Kavita Ramanan

We consider the Schramm-Loewner evolution (SLE$_\kappa$) with $\kappa=4$, the critical value of $\kappa > 0$ at or below which SLE$_\kappa$ is a simple curve and above which it is self-intersecting. We show that the range of an SLE$_4$…

Probability · Mathematics 2022-09-22 Konstantinos Kavvadias , Jason Miller , Lukas Schoug

The scaling limit of planar loop-erased random walks is described by a stochastic Loewner evolution with parameter kappa=2. In this note SLE(2) in the upper half-plane H minus a simply-connected compact subset K of H is studied. As a main…

Mathematical Physics · Physics 2009-11-13 Christian Hagendorf

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

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…

Probability · Mathematics 2020-09-29 Peter Braunsteins , Frank den Hollander , Michel Mandjes

We investigate the large deviation principle (LDP) of the stationary solutions of stochastic functional differential equations (SFDEs) with infinite delay under small random perturbation. First, we demonstrate the existence and uniqueness…

Probability · Mathematics 2026-05-18 Yong Liu , Bin Tang

We utilize the weak convergence method to establish the Freidlin--Wentzell large deviations principle (LDP) for stochastic delay differential equations (SDDEs) with super-linearly growing coefficients, which covers a large class of cases…

Probability · Mathematics 2022-01-04 Diancong Jin , Ziheng Chen , Tau Zhou

Let (X_n,Y_n) be i.i.d. random vectors. Let W(x) be the partial sum of Y_n just before that of X_n exceeds x>0. Motivated by stochastic models for neural activity, uniform convergence of the form $\sup_{c\in I}|a(c,x)\operatorname…

Probability · Mathematics 2009-09-29 Zhiyi Chi

This paper explores the equivalences between four definitions of uniform large deviations principles and uniform Laplace principles found in the literature. Counterexamples are presented to illustrate the differences between these…

Probability · Mathematics 2018-03-07 Michael Salins

In this note we consider the ansatz for Multiple Schramm-Loewner Evolutions (SLEs) proposed by Bauer, Bernard and Kytola from a more probabilistic point of view. Here we show their ansatz is a consequence of conformal invariance,…

Mathematical Physics · Physics 2009-11-11 K. Graham

In this note, we prove a version of the conjectured duality of Schramm-Loewner Evolutions, by establishing exact identities in distribution between some boundary arcs of chordal $\SLE_\kappa$, $\kappa>4$, and appropriate versions of…

Probability · Mathematics 2007-11-14 Julien Dubedat

The Green's function for the chordal Schramm-Loewner evolution $SLE_\kappa$ for $0 < \kappa < 8$, gives the normalized probability of getting near points. We give up-to-constant bounds for the two-point Green's function.

Probability · Mathematics 2015-03-29 Gregory F. Lawler , Mohammad A. Rezaei

We give a new proof of the reversibility of the Schramm Loewner evolution for $\kappa \leq 4$. The main ideas used in the proof are similar to those used in the original proof of this result, given by Zhan.

Probability · Mathematics 2021-11-16 Gregory F. Lawler , Stephen Yearwood

We define multiple-paths Schramm-Loewner evolution ($SLE_\kappa$) in multiply connected domains when $\kappa\leq 4$ and prove that in annuli, the partition function is smooth. Moreover, we give up-to-constant estimates for the partition…

Probability · Mathematics 2018-11-14 Mohammad Jahangoshahi , Gregory F. Lawler

We present a way to study the conformal structure of random planar maps. The main idea is to explore the map along an SLE (Schramm--Loewner evolution) process of parameter $ \kappa = 6$ and to combine the locality property of the SLE_{6}…

Probability · Mathematics 2014-08-20 Nicolas Curien

Schramm-Loewner evolution (SLE$_\kappa$) is classically studied via Loewner evolution with half-plane capacity parametrization, driven by $\sqrt{\kappa}$ times Brownian motion. This yields a (half-plane) valued random field $\gamma = \gamma…

Probability · Mathematics 2021-05-13 Peter K. Friz , Huy Tran , Yizheng Yuan

For $0\le \alpha <1$ and $\beta>2$, we consider a linear mod 1 transformation on a unit interval; $x\mapsto\beta x+\alpha$ (${\rm mod}\ 1$), and prove that it satisfies the level-2 large deviation principle with the unique measure of…

Dynamical Systems · Mathematics 2020-03-18 Yong Moo Chung ad Kenichiro Yamamoto

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 give estimates for the probability that a chordal, radial or two-sided radial SLE$_\kappa$ curve retreats far from its terminal point after coming close to it, for $\kappa \leq 4$. The estimates are uniform over all initial segments of…

Probability · Mathematics 2015-02-13 Laurence S. Field , Gregory F. Lawler

In this paper we statistically analyze the Fokker-Planck (FP) equation of Schramm-Loewner evolution (SLE) and its variant SLE($\kappa,\rho_c$). After exploring the derivation and the properties of the Langevin equation of the tip of the SLE…

Statistical Mechanics · Physics 2015-08-19 M. N. Najafi