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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 investigate Sine$_\beta$, the universal point process arising as the thermodynamic limit of the microscopic scale behavior in the bulk of one-dimensional log-gases, or $\beta$-ensembles, at inverse temperature $\beta>0$. We adopt a…

Probability · Mathematics 2019-11-18 David Dereudre , Adrien Hardy , Thomas Leblé , Mylène Maïda

We study a physical system of $N$ interacting particles in $\mathbb{R}^d$, $d\geq1$, subject to pair repulsion and confined by an external field. We establish a large deviations principle for their empirical distribution as $N$ tends to…

Probability · Mathematics 2014-09-09 Djalil Chafaï , Nathael Gozlan , Pierre-André Zitt

We study the planar Coulomb gas in the regime where the inverse temperature $\beta_n$ grows at least logarithmically with respect to the number of particles $n$ (freezing regime, $\beta_n\gtrsim \log n$). We show that, almost surely for…

Probability · Mathematics 2024-01-12 Felipe Marceca , José Luis Romero

This is the second paper in a series studying the global asymptotics of discrete $N$-particle systems with inverse temperature parameter $\theta$ in the high temperature regime. In the first paper, we established necessary and sufficient…

Mathematical Physics · Physics 2025-10-30 Cesar Cuenca , Maciej Dołęga

Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…

Statistical Mechanics · Physics 2017-07-04 Erez Aghion , David A. Kessler , Eli Barkai

We prove a large deviations principle for the empirical measure of the one dimensional symmetric simple exclusion process in contact with reservoirs. The dynamics of the reservoirs is slowed down with respect to the dynamics of the system,…

Probability · Mathematics 2021-07-16 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

Large deviation behavior of the largest eigenvalue $\lambda_1$ of Gaussian networks (Erd\H{o}s-R\'enyi random graphs $\mathcal{G}_{n,p}$ with i.i.d. Gaussian weights on the edges) has been the topic of considerable interest. Recently in…

Probability · Mathematics 2021-02-17 Shirshendu Ganguly , Kyeongsik Nam

We consider a one-dimensional continuum gas of pointlike positive and negative unit charges interacting via a logarithmic potential. The mapping onto a two-dimensional boundary sine-Gordon field theory with zero bulk mass provides the full…

Statistical Mechanics · Physics 2007-05-23 L. Šamaj

Dobrushin (1972) showed that the interface of a 3D Ising model with minus boundary conditions above the $xy$-plane and plus below is rigid (has $O(1)$-fluctuations) at every sufficiently low temperature. Since then, basic features of this…

Probability · Mathematics 2020-04-13 Reza Gheissari , Eyal Lubetzky

Motivated by the recent shocking results from RHIC and LHC that show quark-gluon plasma signatures in small systems, we study a simple model of a massless, noninteracting scalar field confined with Dirichlet boundary conditions. We use this…

High Energy Physics - Theory · Physics 2021-01-06 Sylvain Mogliacci , Isobel Kolbé , W. A. Horowitz

We consider a random geometric graph $G(\chi_n, r_n)$, given by connecting two vertices of a Poisson point process $\chi_n$ of intensity $n$ on the unit torus whenever their distance is smaller than the parameter $r_n$. The model is…

Probability · Mathematics 2019-07-04 Sourav Chatterjee , Matan Harel

Iodine (I$_2$) molecules embedded in He nanodroplets are aligned by a 160 ps long laser pulse. The highest degree of alignment, occurring at the peak of the pulse and quantified by $\langle \cos^2 \theta_{2D} \rangle$, is measured as a…

We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…

Probability · Mathematics 2023-03-22 Benjamin McKenna

Motivated by metastability in the zero-range process, we consider i.i.d.\ random variables with values in $\N_0$ and Weibull-like (stretched exponential) law $\mathbb P(X_i =k) = c \exp( - k^\alpha)$, $\alpha \in (0,1)$. We condition on…

Probability · Mathematics 2024-05-28 Sabine Jansen

This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…

Probability · Mathematics 2021-03-08 James MacLaurin

We generated a one-dimensional quantum gas confined in an elongated optical dipole trap instead of 2D optical lattices. The sample, comprising thousands of atoms, spans several hundred micrometers and allows for independent control of…

Quantum Gases · Physics 2026-04-28 Zhongchi Zhang , Zihan Zhao , Huaichuan Wang , Ken Deng , Yuqi Liu , Wenlan Chen , Jiazhong Hu

We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…

Probability · Mathematics 2007-05-23 R. Liptser

Let $A_N$ be distributed according to the Haar probability measure on the orthogonal group $\mathscr{O}(N)$ for each $N\in\mathbb{N}$. It is well-known that the upper left $m_N\times k_N$ block of $\sqrt{N}A_N$ with $m_Nk_N = o(N)$…

Probability · Mathematics 2025-09-30 Philipp Tuchel

In this note we study the right large deviation of the top eigenvalue (or singular value) of the sum or product of two random matrices $\mathbf{A}$ and $\mathbf{B}$ as their dimensions goes to infinity. The matrices $\mathbf{A}$ and…

Mathematical Physics · Physics 2022-09-21 Pierre Mergny , Marc Potters