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The information detection of complex systems from data is currently undergoing a revolution, driven by the emergence of big data and machine learning methodology. Discovering governing equations and quantifying dynamical properties of…

Dynamical Systems · Mathematics 2021-12-10 Min Dai , Jinqiao Duan , Jianyu Hu , Xiangjun Wang

We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic…

Analysis of PDEs · Mathematics 2014-10-24 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

We prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations with monotone drifts, which in particular contains a class of SDEs with reflection in a convex domain.

Probability · Mathematics 2009-12-31 Jiagang Ren , Siyan Xu , Xicheng Zhang

We develop the convex-analytic structure of the thermodynamic formalism for continuous maps on compact metric spaces. The pressure functional is the Legendre-Fenchel transform of the negative entropy, and the biconjugate recovery of the…

Dynamical Systems · Mathematics 2026-04-27 Abdoulaye Thiam

We introduce a weaker form of the specification property, called "one-way specification property", and give several examples of non-transitive systems satisfying this property. As an application, we show that the $(-\beta)$-transformation…

Dynamical Systems · Mathematics 2016-11-16 Kenichiro Yamamoto

The classification of probability measures that satisfy both conformal invariance and domain Markov property is equivalent to characterizing solutions to the Belavin--Polyakov--Zamolodchikov (BPZ) equations, as established by…

Probability · Mathematics 2026-02-25 Mo Chen , Chongzhi Huang , Hao Wu

The large deviations at 'Level 2.5 in time' for time-dependent ensemble-empirical-observables, introduced by C. Maes, K. Netocny and B. Wynants [Markov Proc. Rel. Fields. 14, 445 (2008)] for the case of $N$ independent Markov jump…

Statistical Mechanics · Physics 2021-05-12 Cecile Monthus

We combine hydrodynamic and modulated energy techniques to study the large deviations of systems of particles with pairwise singular repulsive interactions and additive noise. Specifically, we examine periodic Riesz interactions indexed by…

Probability · Mathematics 2024-08-20 Elias Hess-Childs

Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…

Probability · Mathematics 2007-05-23 Shui Feng

We initiate a study of large deviations for block model random graphs in the dense regime. Following Chatterjee-Varadhan(2011), we establish an LDP for dense block models, viewed as random graphons. As an application of our result, we study…

Probability · Mathematics 2025-09-17 Christian Borgs , Jennifer Chayes , Julia Gaudio , Samantha Petti , Subhabrata Sen

We provide a simple and flexible framework for designing differentially private algorithms to find approximate stationary points of non-convex loss functions. Our framework is based on using a private approximate risk minimizer to "warm…

Machine Learning · Computer Science 2024-08-21 Andrew Lowy , Jonathan Ullman , Stephen J. Wright

We show that strongly positively recurrent Markov shifts (in particular shifts of finite type) are classified up to Borel conjugacy by their entropy, period and their numbers of periodic points.

Dynamical Systems · Mathematics 2014-05-29 Mike Boyle , Jerome Buzzi , Ricardo Gomez

This paper studies the asymptotic behavior of several central objects in Dunkl theory as the dimension of the underlying space grows large. Our starting point is the observation that a recent result from the random matrix theory literature…

Probability · Mathematics 2023-05-24 Jiaoyang Huang , Colin McSwiggen

The Markov-Dyck shifts arise from finite directed graphs. An expression for the zeta function of a Markov-Dyck shift is given. The derivation of this expression is based on a formula in Keller (G. Keller, {\it Circular codes, loop counting,…

Dynamical Systems · Mathematics 2013-06-10 Wolfgang Krieger , Kengo Matsumoto

We study large deviations for some non-local parabolic type equations. We show that, under some assumptions on the non-local term, problems defined in a bounded domain converge with an exponential rate to the solution of the problem defined…

Analysis of PDEs · Mathematics 2008-12-01 Cristina Brändle , Emmanuel Chasseigne

We study a system of intervals $I_1,\ldots,I_k$ on the real line and a continuous map $f$ with $f(I_1 \cup I_2 \cup \ldots \cup I_k)\supseteq I_1 \cup I_2 \cup \ldots \cup I_k$. It's conjectured that there exists a periodic point of period…

Dynamical Systems · Mathematics 2023-06-21 Yihan Wang

We prove large deviation principles (LDPs) for random matrices in the orthogonal group and Stiefel manifold, determining both the speed and good convex rate functions that are explicitly given in terms of certain log-determinants of…

Probability · Mathematics 2022-11-04 Zakhar Kabluchko , Joscha Prochno

In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…

Statistical Mechanics · Physics 2015-05-13 Vladimir Y. Chernyak , Michael Chertkov , Sergey V. Malinin , Razvan Teodorescu

We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…

Mathematical Physics · Physics 2015-06-15 Tanguy Cabana , Jonathan Touboul

We prove pathwise large-deviation principles of switching Markov processes by exploiting the connection to associated Hamilton-Jacobi equations, following Jin Feng's and Thomas Kurtz's method. In the limit that we consider, we show how the…

Probability · Mathematics 2021-06-08 Mark A. Peletier , Mikola C. Schlottke
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