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We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N. We apply this to a large class of Gaussian processes lifted to geometric rough paths. A large deviation principle for enhanced…

Probability · Mathematics 2007-05-23 Peter Friz , Nicolas Victoir

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 a large deviation principle for a sequence of point processes defined by Gibbs probability measures on a Polish space. This is obtained as a consequence of a more general Laplace principle for the non-normalized Gibbs measures. We…

Probability · Mathematics 2020-04-08 David García-Zelada

Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…

Probability · Mathematics 2016-04-18 Amarjit Budhiraja , Pierre Nyquist

We investigate the hyperuniformity of marked Gibbs point processes with weak dependencies among distant points whilst the interactions of close points are kept arbitrary. Some variants of stability and range assumptions are posed on the…

Probability · Mathematics 2024-01-17 David Dereudre , Daniela Flimmel

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…

Probability · Mathematics 2020-09-23 Grégoire Ferré , Gabriel Stoltz

We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple…

Probability · Mathematics 2019-01-24 Kyeongsik Nam

Various phenomenological models of particle multiplicity distributions are discussed using a general form of the grand canonical partition function. These phenomenological models include a wide range of varied processes such as coherent…

Nuclear Theory · Physics 2007-05-23 S. J. Lee , A. Z. Mekjian

We develop a space-time large-deviation point of view on Gibbs-non-Gibbs transitions in spin systems subject to a stochastic spin-flip dynamics. Using the general theory for large deviations of functionals of Markov processes outlined in…

Probability · Mathematics 2015-03-17 Aernout van Enter , Roberto Fernández , Frank den Hollander , Frank Redig

In this paper we consider examples of positive generalized Wiener functions and we establish a large deviation principle for the generalized multiple intersection local time of the multidimensional Brownian motion.

Probability · Mathematics 2025-07-18 Andrey A. Dorogovtsev , Naoufel Salhi

We investigate multiscale Gibbs measures from a variational and probabilistic viewpoint, focusing on the structural asymmetry among conditional entropies that characterizes their construction. We show how this asymmetry emerges both from…

Mathematical Physics · Physics 2025-12-23 Francesco Camilli , Pierluigi Contucci , Emanuele Mingione

The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…

Probability · Mathematics 2019-02-07 Barbara Pacchiarotti , Alessandro Pigliacelli

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

Statistical Mechanics · Physics 2021-08-23 Cecile Monthus

In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari , Olivier Feron

The large deviations properties of trajectory observables for chaotic non-invertible deterministic maps as studied recently by N. R. Smith, Phys. Rev. E 106, L042202 (2022) and by R. Gutierrez, A. Canella-Ortiz, C. Perez-Espigares,…

Statistical Mechanics · Physics 2024-01-30 Cecile Monthus

We construct marked Gibbs point processes in $\mathbb{R}^d$ under quite general assumptions. Firstly, we allow for interaction functionals that may be unbounded and whose range is not assumed to be uniformly bounded. Indeed, our typical…

Probability · Mathematics 2022-07-15 Sylvie Roelly , Alexander Zass

We study the loss, recovery, and preservation of differentiability of time-dependent large deviation rate functions. This study is motivated by mean-field Gibbs-non-Gibbs transitions. The gradient of the rate-function evolves according to a…

Probability · Mathematics 2026-05-14 Richard C. Kraaij , Frank Redig , Willem B. van Zuijlen

We consider the random point processes on a measure space X defined by the Gibbs measures associated to a given sequence of N-particle Hamiltonians H^{(N)}. Inspired by the method of Messer-Spohn for proving concentration properties for the…

Mathematical Physics · Physics 2016-10-27 Robert J. Berman

Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…

Computation · Statistics 2026-02-09 Grégoire Clarté , Christian P. Robert , Robin Ryder , Julien Stoehr

We consider percolation properties of the Boolean model generated by a Gibbs point process and balls with deterministic radius. We show that for a large class of Gibbs point processes there exists a critical activity, such that percolation…

Probability · Mathematics 2013-08-12 Kaspar Stucki