English
Related papers

Related papers: Level-2 large deviation principle for countable Ma…

200 papers

Let $({\mathcal{T}}_{*t})$ be a predual quantum Markov semigroup acting on the full 2 x 2 matrix algebra and having an absorbing pure state. We prove that for any initial state $\omega$, the net of orthogonal measures representing the net…

Mathematical Physics · Physics 2009-11-13 Henri Comman

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…

Probability · Mathematics 2023-04-04 Jacopo Borga , Sayan Das , Sumit Mukherjee , Peter Winkler

For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…

Probability · Mathematics 2020-03-10 Kasun Fernando , Pratima Hebbar

Limit theorems, including the large deviation principle, are established for random point processes (fields), which describe the position distributions of the perfect boson gas in the regime of the Bose-Einstein condensation. We compare…

Mathematical Physics · Physics 2015-05-14 Hiroshi Tamura , Valentin Zagrebnov

We establish a large deviation theorem for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1 and having controlled forth moments. Some new properties of…

Complex Variables · Mathematics 2017-07-25 Tien-Cuong Dinh , Duc-Viet Vu

We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.

Probability · Mathematics 2013-02-21 Yuri Kifer , S. R. S. Varadhan

We establish large deviation type estimates for i.i.d. products of two dimensional random matrices with finitely supported probability distribution. The estimates are stable under perturbations and require no irreducibility assumptions. In…

Dynamical Systems · Mathematics 2019-10-23 Pedro Duarte , Silvius Klein

We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\V$ of functions of finite variation…

Probability · Mathematics 2016-11-01 F. C. Klebaner , A. A. Mogulskii

In this paper, we prove a Sanov-type large deviation principle for the sequence of empirical measures of vectors chosen uniformly at random from an Orlicz ball. From this level-$2$ large deviation result, in a combination with Gibbs…

Probability · Mathematics 2021-11-09 Lorenz Fruehwirth , Joscha Prochno

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…

Probability · Mathematics 2026-04-01 Sohom Bhattacharya , Nabarun Deb , Sumit Mukherjee

We are dealing with the validity of a large deviation principle for a class of reaction-diffusion equations with polynomial nonlinearity, perturbed by a Gaussian random forcing. We are here interested in the regime where both the strength…

Probability · Mathematics 2017-05-02 Sandra Cerrai , Arnaud Debussche

In this article we establish a large deviation principle for the empirical measures of a simple spatially inhomogeneous random walk on $\overline{\mathbb{Z}}$, the two-point compactification of $\mathbb{Z}$. The classical Donsker--Varadhan…

Probability · Mathematics 2026-05-27 Jan-Luka Fatras

In this article, we prove a local large deviation principle (LLDP) for the empirical locality measure of typed random networks on $n$ nodes conditioned to have a given \emph{ empirical type measure} and \emph{ empirical link measure.} From…

Information Theory · Computer Science 2018-02-27 Kwabena Doku-Amponsah

We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…

Probability · Mathematics 2012-05-11 Parisa Fatheddin , Jie Xiong

We prove the large deviation principle for the conditional Gibbs measure associated with the focusing Gross Pitaevskii equation in the low temperature regime. This conditional measure is of mixed type, being canonical in energy and…

Probability · Mathematics 2025-10-28 Liam Packer , Kihoon Seong , Philippe Sosoe

We consider an irreducible continuous time Markov chain on a finite state space and with time periodic jump rates and prove the joint large deviation principle for the empirical measure and flow and the joint large deviation principle for…

Probability · Mathematics 2018-10-17 L. Bertini , R. Chetrite , A. Faggionato , D. Gabrielli

This paper considers how to obtain MCMC quantitative convergence bounds which can be translated into tight complexity bounds in high-dimensional {settings}. We propose a modified drift-and-minorization approach, which establishes…

Computation · Statistics 2022-05-12 Jun Yang , Jeffrey S. Rosenthal

We prove a large deviation principle for the sequence of push-forwards of empirical measures in the setting of Riesz potential interactions on compact subsets K in R^d with continuous external fields. Our results are valid for base measures…

Classical Analysis and ODEs · Mathematics 2016-10-27 Tom Bloom , Norman Levenberg , Franck Wielonsky

In this paper, we show that the empirical measure of mean-field model satisfies the large deviation principle with respect to the weak convergence topology or the stronger Wasserstein metric, under the strong exponential integrability…

Probability · Mathematics 2019-02-20 Wei Liu , Liming Wu

The theory of large deviations constitutes a mathematical cornerstone in the foundations of Boltzmann-Gibbs statistical mechanics, based on the additive entropy $S_{BG}=- k_B\sum_{i=1}^W p_i \ln p_i$. Its optimization under appropriate…

Statistical Mechanics · Physics 2011-10-31 Guiomar Ruiz , Constantino Tsallis