Related papers: Large deviations for the log-Gamma polymer
We consider large random trees under Gibbs distributions and prove a Large Deviation Principle (LDP) for the distribution of degrees of vertices of the tree. The LDP rate function is given explicitly. An immediate consequence is a Law of…
We obtain concentration and large deviation for the sums of independent and identically distributed random variables with heavy-tailed distributions. Our concentration results are concerned with random variables whose distributions satisfy…
We study the momentum distribution of strongly interacting one-dimensional mixtures of particles at zero temperature in a box potential. We find that the magnitude of the $1/k^4$ tail of the momentum distribution is not only due to…
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…
We consider a directed variant of the negative-weight percolation model in a two-dimensional, periodic, square lattice. The problem exhibits edge weights which are taken from a distribution that allows for both positive and negative values.…
In this paper, we obtain some results on precise large deviations for non-random and random sums of widely dependent random variables with common dominatedly varying tail distribution or consistently varying tail distribution on…
We prove formulas for generalized rank deviations for overpartitions. These formulas are in terms of Appell-Lerch series and sums of quotients of theta functions and extend work of Lovejoy and the second author. As an application, we…
We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
In this paper we prove large deviations results for partial sums constructed from the solution to a stochastic recurrence equation. We assume Kesten's condition [Acta Math. 131 (1973) 207-248] under which the solution of the stochastic…
In this paper two independent and unitarily invariant projection matrices P(N) and Q(N) are considered and the large deviation is proven for the eigenvalue density of all polynomials of them as the matrix size $N$ converges to infinity. The…
Detection of the number of signals corrupted by high-dimensional noise is a fundamental problem in signal processing and statistics. This paper focuses on a general setting where the high-dimensional noise has an unknown complicated…
We study a one dimensional directed polymer model in an inverse-gamma random environment, known as the log-gamma polymer, in three different geometries: point-to-line, point-to-half line and when the polymer is restricted to a half space…
Symmetric tridiagonal matrices appear ubiquitously in mathematical physics, serving as the matrix representation of discrete random Schr\"odinger operators. In this work we investigate the top eigenvalue of these matrices in the large…
Last passage percolation and directed polymer models on $\mathbb Z^2$ are invariant under translation and certain reflections. When these models have an integrable structure coming from either the RSK correspondence or the geometric RSK…
We give an explicit description of the law of terminal value $W$ of additive martingales in a remarkable branching stable process. We show that the right tail probability of the terminal value decays exponentially fast and the left tail…
We study tail probabilities via some Gaussian approximations. Our results make refinements to large deviation theory. The proof builds on classical results by Bahadur and Rao. Binomial distributions and their tail probabilities are…
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…
We study asymptotic limit of random pure dimer coverings on rail yardgraphs when the mesh sizes of the graphs go to 0. Each pure dimer covering correspondsto a sequence of interlacing partitions starting with an empty partition and ending…
It is shown phenomenologically that the fractional derivative $\xi=D^\alpha u$ of order $\alpha$ of a multifractal function has a power-law tail $\propto |\xi| ^{-p_\star}$ in its cumulative probability, for a suitable range of $\alpha$'s.…