Related papers: Large Deviation Analysis for Canonical Gibbs Measu…
Bayesian inference for graphical models has received much attention in the literature in recent years. It is well known that when the graph G is decomposable, Bayesian inference is significantly more tractable than in the general…
We consider a system of classical particles confined in a box $\Lambda\subset\mathbb{R}^d$ with zero boundary conditions interacting via a stable and regular pair potential. Based on the validity of the cluster expansion for the canonical…
Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…
A new type of dependent thinning for point processes in continuous space is proposed, which leverages the advantages of determinantal point processes defined on finite spaces and, as such, is particularly amenable to statistical, numerical,…
We give two examples of periodic Gaussian processes, having entropy numbers of exactly same order but radically different small deviations. Our construction is based on classical Knopp's result yielding of existence of continuous nowhere…
In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regime that the modulating Markov chain is rapidly switching. We prove the joint sample-path large deviations principle for the Markov-modulated…
We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…
Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…
We consider a one-dimensional gradient symmetric exclusion process in mild contact with boundary reservoirs. The hydrodynamic limit of the empirical measure is given by a non-linear second-order parabolic equation with non-linear Robin…
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…
We explore some properties of the conditional distribution of an i.i.d. sample under large exceedances of its sum. Thresholds for the asymptotic independance of the summands are observed, in contrast with the classical case when the…
We continue our study of Gibbs-non-Gibbs dynamical transitions. In the present paper we consider a system of Ising spins on a large discrete torus with a Kac-type interaction subject to an independent spin-flip dynamics…
The Griffiths phase in systems with quenched disorder occurs below the ordering transition of the pure system down to the ordering transition of the actual disordered system. While it does not exhibit long-range order, large fluctuations in…
This work is devoted to the analysis of a Gibbs partition model, also known as a composition scheme. We consider a natural new condition on the component weights. It leads to a new behavior for the total number of components. We discover a…
We use a weak Gibbs property and a weak form of specification to derive level-2 large deviations principles for symbolic systems equipped with a large class of reference measures. This has applications to a broad class of symbolic systems,…
Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…
We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…
In this article, we consider a one-dimensional symmetric exclusion process in weak contact with reservoirs at the boundary. In the diffusive time-scaling the empirical measure evolves according to the heat equation with Robin boundary…
Traditional derivation of Gibbs canonical distribution and the justification of thermodynamics are based on the assumption concerning an isoenergetic ergodicity of a system of $n$ weakly interacting identical subsystems and passage to the…
We study a broad class of local homeomorphisms and continuous potentials, proving the existence and uniqueness of weak Gibbs measures. From the Gibbs property, we show the uniqueness of equilibrium states and derive a large deviations…