Related papers: Limit theorems for the Wiener process with resetti…

We consider a non-stationary Cox-Ingersoll-Ross process. We establish a sharp large deviation principle for the maximum likelihood estimator of its drift parameter.

We prove a large deviation principle for the largest eigenvalue of Wigner matrices without Gaussian tails, namely such that the distribution tails $\mathbb{P}( |X_{1,1}|>t)$ and $\mathbb{P}(|X_{1,2}|>t)$ behave like $e^{-bt^{\alpha}}$ and…

We study large deviation properties of Telecom processes appearing as limits in a critical regime of infinite source Poisson models.

This study focuses on large deviation principles for fully coupled multiscale multivalued stochastic systems, in which the slow component is governed by a multivalued stochastic differential equation and the fast component is described by a…

We investigate large deviations for the empirical measure of the position and momentum of a particle traveling in a box with hot walls. The particle travels with uniform speed from left to right, until it hits the right boundary. Then it is…

Given an $n$-dimensional random vector $X^{(n)}$ , for $k < n$, consider its $k$-dimensional projection $\mathbf{a}_{n,k}X^{(n)}$, where $\mathbf{a}_{n,k}$ is an $n \times k$-dimensional matrix belonging to the Stiefel manifold…

We introduce a new formulation of the axiom of dependent choice that can be viewed as an abstract termination principle, which generalises the recursive path orderings used to establish termination of rewrite systems. We consider several…

For a class of additive processes driven by the affine recursion $X_{n+1} = A_n X_n + B_n$, we develop a sample-path large deviations principle in the $M_1'$ topology on $D [0,1]$. We allow $B_n$ to have both signs and focus on the case…

In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…

The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…

Limit theorems of strong law of large numbers and central limit theorem types are obtained for the compositions of independent identically distributed random unitary channels.

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…

Let $(Z_{n})$ be a supercritical branching process in a random environment $\xi $, and $W$ be the limit of the normalized population size $Z_{n}/\mathbb{E}[Z_{n}|\xi ]$. We show large and moderate deviation principles for the sequence $\log…

We provide the large deviation principle for higher dimensional piecewise expanding maps and by using the functional approach of Hennion and Herv\'e, slightly modified.

We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…

In this paper we address the problem of systems under an external feedback. This is performed using a large deviation approach and rate distortion from information theory. In particular we define a lower boundary for the maximum entropy…

We establish a large deviation theorem for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1 and having controlled forth moments. Some new properties of…

A $U$-statistic of a Poisson point process is defined as the sum $\sum f(x_1,\ldots,x_k)$ over all (possibly infinitely many) $k$-tuples of distinct points of the point process. Using the Malliavin calculus, the Wiener-It\^{o} chaos…

For Axiom A diffeomorphisms and equilibrium states, we prove a Large deviations result for the sequence of successive return times into a fixed Borel set, under some assumption on the boundary. Our result relies on and extends the work by…

In this paper we investigate the statistics of large waiting times (with respect to the total waiting time) for Bernoulli processes. We determine the corresponding rate functions explicitly and prove a large deviations asymptotic. By this…