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We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…

Probability · Mathematics 2026-05-25 Giampaolo Cristadoro , Gaia Pozzoli

The Ewens-Pitman model is a probability distribution for random partitions of the set $[n]=\{1,\ldots,n\}$, parameterized by $\alpha\in[0,1)$ and $\theta>-\alpha$, with $\alpha=0$ corresponding to the Ewens model in population genetics. The…

Probability · Mathematics 2025-03-11 Bernard Bercu , Stefano Favaro

The configuration model is a sequence of random graphs constructed such that in the large network limit the degree distribution converges to a pre-specified probability distribution. The component structure of such random graphs can be…

Probability · Mathematics 2019-12-12 Shankar Bhamidi , Amarjit Budhiraja , Paul Dupuis , Ruoyu Wu

The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…

Probability · Mathematics 2017-08-25 Arnab Ganguly

We show that the ability to consider counterfactual situations is a necessary assumption of Bell's theorem, and that, to allow Bell inequality violations while maintaining all other assumptions, we just require certain measurement choices…

Quantum Physics · Physics 2024-12-25 Jonte R. Hance

We show how the differentiability method employed in the paper ``Differentiable Integer Linear Programming'', Geng, et al., 2025 as shown in its theorem 5 is incorrect. Moreover, there already exists some downstream work that inherits the…

Optimization and Control · Mathematics 2026-01-30 Thanawat Sornwanee

We extend Peng's maximum principle to the case of stochastic delay differential equations of mean-field type. More precisely, the coefficients of our control problem depend on the state, on the past trajectory and on its expected value.…

Probability · Mathematics 2025-12-02 Giuseppina Guatteri , Federica Masiero , Lukas Wessels

Generalized Large deviation principles was developed for Colombeau-Ito SDE with a random coefficients. We is significantly expand the classical theory of large deviations for randomly perturbed dynamical systems developed by Freidlin and…

Mathematical Physics · Physics 2024-06-03 Jaykov Foukzon

We study the large deviations of Markov chains under the sole assumption that the state space is discrete. In particular, we do not require any of the usual irreducibility and exponential tightness assumptions. Using subadditive arguments,…

Probability · Mathematics 2026-05-15 Léo Daures

The upper tail problem in the Erd\H{o}s--R\'enyi random graph $G\sim\mathcal{G}_{n,p}$ asks to estimate the probability that the number of copies of a graph $H$ in $G$ exceeds its expectation by a factor $1+\delta$. Chatterjee and Dembo…

Combinatorics · Mathematics 2019-11-12 Bhaswar B. Bhattacharya , Shirshendu Ganguly , Eyal Lubetzky , Yufei Zhao

We present a large deviation property for the pattern statistics representing the number of occurrences of a symbol in words of given length generated at random according to a rational stochastic model. The result is obtained assuming that…

Probability · Mathematics 2023-06-14 Massimiliano Goldwurm , Marco Vignati

We consider exponential large deviations estimates for unbounded observables on uniformly expanding dynamical systems. We show that uniform expansion does not imply the existence of a rate function for unbounded observables no matter the…

Dynamical Systems · Mathematics 2019-04-05 Andrew Torok , Matthew Nicol

The aim of the paper is to establish a large deviation principle (LDP) for the empirical measure of mean-field interacting diffusions in a random environment. The point is to derive such a result once the environment has been frozen…

Probability · Mathematics 2017-03-08 Eric Luçon

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

The aim of this paper is to investigate the large deviations for a class of slow-fast mean-field diffusions, which extends some existing results to the case where the laws of fast process are also involved in the slow component. Due to the…

Probability · Mathematics 2026-04-28 Wei Hong , Wei Liu , Shiyuan Yang

The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and…

Probability · Mathematics 2007-05-23 Zongxia Liang

We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…

Statistical Mechanics · Physics 2015-01-20 Naoto Shiraishi

We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic large time regime is reached starting from a special propagating initial…

Statistical Mechanics · Physics 2015-06-16 Upendra Harbola , Christian Van den Broeck , Katja Lindenberg

We establish a large deviation principle for the largest eigenvalue of a rank one deformation of a matrix from the GUE or GOE. As a corollary, we get another proof of the phenomenon, well-known in learning theory and finance, that the…

Probability · Mathematics 2019-08-06 Mylène Maïda

We consider the joint value distribution of Dirichlet $L$-functions in the critical strip $\frac{1}{2} < \sigma < 1$. We show that the values of distinct Dirichlet $L$-functions are dependent in the sense that they do not behave like…

Number Theory · Mathematics 2025-09-30 Shōta Inoue , Junxian Li