Related papers: The Gamma Expansion of the Level Two Large Deviati…

Let $L$ be a linear differential operator acting on functions defined over an open set $\mathcal{D}\subset \mathbb{R}^d$. In this article, we characterize the measurable second order random fields $U = (U(x))_{x\in\mathcal{D}}$ whose sample…

We consider in this paper a Gaussian sequence model of observations $Y_i$, $i\geq 1$ having mean (or signal) $\theta_i$ and variance $\sigma_i$ which is growing polynomially like $i^\gamma$, $\gamma >0$. This model describes a large panel…

We consider the convolution equation $(\delta - J) * G = g$ on $\mathbb R^d$, $d>2$, where $\delta$ is the Dirac delta function and $J,g$ are given functions. We provide conditions on $J, g$ that ensure the deconvolution $G(x)$ to decay as…

We obtain large deviation results for a two time-scale model of jump-diffusion processes. The processes on the two time scales are fully inter-dependent, the slow process has small perturbative noise and the fast process is ergodic. Our…

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…

In this paper, we establish the large deviation principles for stochastic porous media equations driven by time-dependent multiplicative noise on $\sigma$-finite measure space $(E,\mathcal{B}(E),\mu)$, and the Laplacian replaced by a…

This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension…

The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson--Dirichlet process $\operatorname {PD}(\alpha,\theta)$. We obtain distributional results yielding exact forms…

The critical behavior of two-dimensional $n$-vector $\lambda\phi^4$ field model is studied within the framework of pseudo-$\epsilon$ expansion approach. Pseudo-$\epsilon$ expansions for Wilson fixed point location $g^*$ and critical…

Let $\alpha=1/2$, $\theta>-1/2$, and $\nu_0$ be a probability measure on a type space $S$. In this paper, we investigate the stochastic dynamic model for the two-parameter Dirichlet process $\Pi_{\alpha,\theta,\nu_0}$. If $S=\mathbb{N}$, we…

We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…

Let $\bx_j = \btheta +\bep_j, j=1,...,n$, be observations of an unknown parameter $\btheta$ in a Euclidean or separable Hilbert space $\scrH$, where $\bep_j$ are noises as random elements in $\scrH$ from a general distribution. We study the…

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

We consider a particle moving in $d\geq 2$ dimensions, its velocity being a reversible diffusion process, with identity diffusion coefficient, of which the invariant measure behaves, roughly, like $(1+|v|)^{-\beta}$ as $|v|\to \infty$, for…

We consider a diffusion process on $\mathbb R^n$ and prove a large deviation principle for the empirical process in the joint limit in which the time window diverges and the noise vanishes. The corresponding rate function is given by the…

The large $N$ asymptotic expansion of the partition function for the normal matrix model is predicted to have special features inherited from its interpretation as a two-dimensional Coulomb gas. However for the latter, it is most natural to…

We formulate explicit bounds to guarantee the exponential dissipation for some non-gradient stochastic differential equations towards their invariant distributions. Our method extends the connection between Gamma calculus and Hessian…

We study the dynamical properties of the Brownian diffusions having $\sigma {\rm Id}$ as diffusion coefficient matrix and $b=\nabla U$ as drift vector. We characterize this class through the equality $D^2_+=D^2_-$, where $D_{+}$ (resp.…

We consider long-range self-avoiding walk, percolation and the Ising model on $\mathbb{Z}^d$ that are defined by power-law decaying pair potentials of the form $D(x)\asymp|x|^{-d-\alpha}$ with $\alpha>0$. The upper-critical dimension…

Consider the long-range models on $\mathbb{Z}^d$ of random walk, self-avoiding walk, percolation and the Ising model, whose translation-invariant 1-step distribution/coupling coefficient decays as $|x|^{-d-\alpha}$ for some $\alpha>0$. In…