Related papers: Large deviations for the $q$-deformed polynuclear …

The rate function for large deviations of the finite time Lyapunov exponent for the derived process in TM corresponding to a stochastic differential equation in M is related, via the Gartner-Ellis theorem, to the p-th moment Lyapunov…

We study moderate deviations in the exponential corner growth model, both in the bulk setting and the increment-stationary setting. The main results are sharp right-tail bounds on the last-passage time and the exit point of the…

Consider the solution $\mathcal{Z}(t,x)$ of the one-dimensional stochastic heat equation, with a multiplicative spacetime white noise, and with the delta initial data $\mathcal{Z}(0,x) = \delta(x)$. For any real $p>0$, we obtained detailed…

We prove the analogue for continuous space-time of the quenched LDP derived in Birkner, Greven and den Hollander (2010) for discrete space-time. In particular, we consider a random environment given by Brownian increments, cut into pieces…

We characterize lower growth estimates for subsolutions in halfspaces of fully nonlinear partial differential equations on the form $$ F(x,u,Du,D^2u) = 0 $$ in terms of solutions to ordinary differential equations built solely upon a growth…

We prove the upper-tail Large Deviation Principle (LDP) for the parabolic Airy process and characterize the limit shape of the directed landscape under the upper-tail conditioning. The LDP result answers Conjecture 10.1 in Das, Dauvergne,…

Heavy-tailed distributions are prevalent in performance evaluation, network traffic, and risk modeling. This behavior poses a fundamental challenge for modern deep generative models. Standard Variational Autoencoders (VAEs) employ Gaussian…

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…

We study a variant of poly-nuclear growth where the level boundaries perform continuous-time, discrete-space random walks, and study how its asymptotic behavior is affected by the presence of a columnar defect on the line. We prove that…

Standard statistical analysis is unable to provide reliable confidence intervals on expectation values of probability distributions that do not satisfy the conditions of the central limit theorem. We present a regression-based estimator of…

The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling…

We study the linear stochastic fractional heat equation $$ \frac{\partial}{\partial t}u(t,x)=-(-\Delta)^{\frac{\alpha}2}u (t,x)+\dot{W}(t,x),\ \ t> 0,\ \ x\in\RR, $$ where $-(-\Delta)^{\frac{\alpha}{2}}$ denotes the fractional Laplacian…

For the $n$th cyclotomic polynomial $\Phi_n$, let $A(n)$ denote the greatest absolute value of its coefficients, its height, and let $D(n)$ denote the difference between its largest and smallest coefficients, its diameter. We show that for…

We consider a model for chaotic diffusion with amplification on graphs associated with piecewise-linear maps of the interval [S. Lepri, Chaos Solitons & Fractals, 139,110003 (2020)]. We determine the conditions for having fat-tailed…

We study the lower tail large deviation problem for subgraph counts in a random graph. Let $X_H$ denote the number of copies of $H$ in an Erd\H{o}s-R\'enyi random graph $\mathcal{G}(n,p)$. We are interested in estimating the lower tail…

We study the cubic weakly nonlinear Schr\"odinger equation with randomized spatially quasi-periodic initial data in higher dimensions. Under a polynomial decay assumption in Fourier space, we establish a {\em Large Deviations Principle} for…

Consider the continuous greedy paths model: given a $d$-dimensional Poisson point process with positive marks interpreted as masses, let $\mathrm P(\ell)$ denote the maximum mass gathered by a path of length $\ell$ starting from the origin.…

We derive an approximation approach to evolution of the longitudinal structure function, by using a Laplace-transform method. We solve the master equation and derive the longitudinal structure function as a function of the initial condition…

The deposition dynamics of particles (or the growth of a rigid crystal) on a disordered substrate at a finite deposition rate is explored. We begin with an equation of motion which includes, in addition to the disorder, the periodic…

We consider the FCFS G/G/n queue in the Halfin-Whitt regime, in the presence of heavy-tailed distributions (i.e. infinite variance). We prove that under minimal assumptions, i.e. only that processing times have finite 1 + epsilon moment and…