Related papers: Geometric Large-Deviation-Type Principles for Mixe…
We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…
We study the asymptotic behaviour of solutions of Forward Backward Stochastic Differential Equations in the coupled case, when the diffusion coefficient of the forward equation is multiplicatively perturbed by a small parameter that…
Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…
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…
We study measures on the configuration spaces of two type particles. Gibbs measures on the such spaces are described. Main properties of corresponding relative energies densities and correlation functions are considered. In particular, we…
With the help of Van der Corput lemmas, decay estimates are proven for Fourier transforms of mixed homogeneous hypersurface measures with densities that can be quite irregular. The primary results are local in nature, but can be extended to…
Several new geometric quantile-based measures for multivariate dispersion, skewness, kurtosis, and spherical asymmetry are defined. These measures differ from existing measures, which use volumes and are easy to calculate. Some theoretical…
We study large deviation principles for Gaussian processes lifted to the free nilpotent group of step N. We apply this to a large class of Gaussian processes lifted to geometric rough paths. A large deviation principle for enhanced…
We study product regular conditional probabilities under measures of two coordinates with respect to the second coordinate that are weakly continuous on the support of the marginal of the second coordinate. Assuming that there exists a…
We establish a large deviation principle for the empirical spectral measure of a sample covariance matrix with sub-Gaussian entries, which extends Bordenave and Caputo's result for Wigner matrices having the same type of entries [7]. To…
Given a sequence of Borel probability measures on a Hausdorff space which satisfy a large deviation principle, we consider the corresponding sequence of measures formed by conditioning on a set $B$. If the large deviation rate function $I$…
If a partition $\lambda$ of size n is chosen randomly according to the Plancherel measure $P_n[\lambda] = (\dim \lambda)^2/n!$, then as n goes to infinity, the rescaled shape of $\lambda$ is with high probability very close to a non-random…
We introduce an asymptotic notion of positivity in algebraic geometry that turns out to be related to some high-dimensional convex sets. The dimension of the convex sets grows with the number of birational operations. In the case of complex…
The study of two-dimensional Coulomb gases lies at the interface of statistical physics and non-Hermitian random matrix theory. In this paper we give a large deviation principle (LDP) for the empirical fields obtained, under the canonical…
In his work on log-concavity of multiplicities, Okounkov showed in passing that one could associate a convex body to a linear series on a projective variety, and then use convex geometry to study such linear systems. Although Okounkov was…
We consider expansive homeomorphisms with the specification property. We give a new simple proof of a large deviation principle for Gibbs measures corresponding to a regular potential and we establish a general symmetry of the rate function…
This paper is devoted to the construction of generalized multi-scale Young measures, which are the extension of Pedregal's multi-scale Young measures [Trans. Amer. Math. Soc. 358 (2006), pp. 591-602] to the setting of generalized Young…
In this paper, we prove the large deviation principle (LDP) for stochastic differential equations driven by stochastic integrals in one dimension. The result can be proved with a minimal use of rough path theory, and this implies the LDP…
Increasingly large parameter spaces, used to more accurately model precision observables in physics, can paradoxically lead to large deviations in the inferred parameters of interest -- a bias known as volume projection effects -- when…
In this paper we prove a large deviation principle (LDP) for the empirical measure of a general system of mean-field interacting diffusions with singular drift (as the number of particles tends to infinity) and show convergence to the…