English
Related papers

Related papers: The Large Deviation Principle for $W$-random spect…

200 papers

This paper investigate the sparse multi-type Erd\H{o}s R\'enyi random graphs studied in S\"{o}derberg~\cite{soderberg2002general} and also Bollob\'as et al.~\cite{bollobas2007phase}. Although the corresponding central limit results are…

Probability · Mathematics 2025-12-17 Rui Yu , Wen Sun

Let $\mathcal{G}(N,\frac 1Nt_N)$ be the Erd\H{o}s-R\'enyi graph with connection probability $\frac 1Nt_N\sim t/N$ as $N\to\infty$ for a fixed $t\in(0,\infty)$. We derive a large-deviations principle for the empirical measure of the sizes of…

Probability · Mathematics 2021-04-26 Luisa Andreis , Wolfgang König , Robert I. A. Patterson

For parabolic stochastic partial differential equations (SPDEs), we show that the numerical methods, including the spatial spectral Galerkin method and further the full discretization via the temporal accelerated exponential Euler method,…

Numerical Analysis · Mathematics 2021-06-22 Chuchu Chen , Ziheng Chen , Jialin Hong , Diancong Jin

Although the spectra of random networks have been studied for a long time, the influence of network topology on the dense limit of network spectra remains poorly understood. By considering the configuration model of networks with four…

Disordered Systems and Neural Networks · Physics 2020-10-23 Fernando L. Metz , Jeferson D. Silva

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

We consider the quasi-deterministic behavior of systems with a large number, $n$, of deterministically interacting constituents. This work extends the results of a previous paper [J. Stat. Phys. 99:1225-1249 (2000)] to include vector-valued…

Statistical Mechanics · Physics 2021-04-28 Brian R. La Cour , William C. Schieve

Preferential attachment schemes, where the selection mechanism is linear and possibly time-dependent, are considered, and an infinite-dimensional large deviation principle for the sample path evolution of the empirical degree distribution…

Probability · Mathematics 2013-02-25 Jihyeok Choi , Sunder Sethuraman

This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:x_i=0 for i\notin\Lambda, x_i>0 for i\in\Lambda}. The global…

Probability · Mathematics 2007-05-23 Irina Ignatiouk-Robert

Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…

Statistical Mechanics · Physics 2021-09-17 D. P. Shinde

We study determinantal random point processes on a compact complex manifold X associated to an Hermitian metric on a line bundle over X and a probability measure on X. Physically, this setup describes a free fermion gas on X subject to a…

Complex Variables · Mathematics 2011-06-27 Robert J. Berman

We show that if an Ahlfors-David regular set $E$ of dimension $k$ has Big Pieces of Big Pieces of Lipschitz Graphs (denoted usually by $BP(BP(LG))$), then $E\subset \tilde{E}$ where $\tilde{E}$ is Ahlfors-David regular of dimension $k$ and…

Metric Geometry · Mathematics 2022-03-25 Jared Krandel , Raanan Schul

We present a linear stability analysis of stationary states (or fixed points) in large dynamical systems defined on random directed graphs with a prescribed distribution of indegrees and outdegrees. We obtain two remarkable results for such…

Statistical Mechanics · Physics 2024-05-22 Izaak Neri , Fernando Lucas Metz

We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…

Probability · Mathematics 2023-02-07 Jonathan Husson , Benjamin McKenna

We consider sparse inhomogeneous Erd\H{o}s-R\'enyi random graph ensembles where edges are connected independently with probability $p_{ij}$. We assume that $p_{ij}= \varepsilon_N f(w_i, w_j)$ where $(w_i)_{i\ge 1}$ is a sequence of…

Probability · Mathematics 2023-12-06 Luca Avena , Rajat Subhra Hazra , Nandan Malhotra

We show that large deviation properties of Erd\"os-R\'enyi random graphs can be derived from the free energy of the $q$-state Potts model of statistical mechanics. More precisely the Legendre transform of the Potts free energy with respect…

Statistical Mechanics · Physics 2009-11-10 Andreas Engel , Rémi Monasson , Alexander K. Hartmann

As an important tool characterizing the long time behavior of Markov processes, the Donsker-Varadhan LDP (large deviation principle) does not directly apply to distribution dependent SDEs/SPDEs since the solutions are non-Markovian. We…

Probability · Mathematics 2020-02-21 Panpan Ren , Feng-Yu Wang

The inverse eigenvalue problem of a graph studies the real symmetric matrices whose off-diagonal pattern is prescribed by the adjacencies of the graph. The strong spectral property (SSP) is an important tool for this problem. This note…

Combinatorics · Mathematics 2022-04-19 Shaun M. Fallat , H. Tracy Hall , Jephian C. -H. Lin , Bryan L. Shader

Consider the normalized partial sums of a real-valued function $F$ of a Markov chain, \[\phi_n:=n^{-1}\sum_{k=0}^{n-1}F(\Phi(k)),\qquad n\ge1.\] The chain $\{\Phi(k):k\ge0\}$ takes values in a general state space $\mathsf {X}$, with…

Probability · Mathematics 2007-05-23 Sean P. Meyn

Let $\boldsymbol W=\{\boldsymbol W_n:n\in\mathbb N\}$ be a sequence of random vectors in $\mathbb R^d$, $d\ge 1$. This paper considers the logarithmic asymptotics of the extremes of $\boldsymbol W$, that is, for any vector $\boldsymbol…

Probability · Mathematics 2015-05-19 Kamil Marcin Kosinski , Michel Mandjes

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos