Related papers: Multi-time Loewner energy: rate function for large…
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…
New variational ansatz for the large-radius Fr\"ohlich polaron is considered. The corresponding operator estimation for the energy of polaron proves to be very similar to the result found by Feynman on the basis of the variational principle…
We prove a large deviation principle on path space for a class of discrete time Markov processes whose state space is the intersection of a regular domain $\L\subset \R^d$ with some lattice of spacing $\e$. Transitions from $x$ to $y$ are…
We consider the blow-up behavior of solutions to the semilinear wave equation $$ \partial_t^2 u - \Delta u = |u|^{p-1}u \ln^a(u^2+2), \ (x,t)\in \mathbb{R}^n \times [0,T),$$ in the conformal case $ p = p_c = 1 + \frac{4}{n-1}$. Previous…
We present a nonlocal statistical field theory of a dilute electrolyte solution with small additive of dipolar particles. We postulate that every dipolar particle is associated with an arbitrary probability distribution function (PDF) of…
Partition functions of probability distributions are important quantities for model evaluation and comparisons. We present a new method to compute partition functions of complex and multimodal distributions. Such distributions are often…
We study a generalization of the Schramm-Loewner evolution loop measure to pairs of non-intersecting Jordan curves on the Riemann sphere. We also introduce four equivalent definitions for a two-loop Loewner potential: respectively…
This paper investigates neutral-type McKean-Vlasov stochastic differential equations in which the drift and diffusion coefficients depend on both the segment process and its distribution. Under a one-sided Lipschitz condition on the drift…
The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It…
The purpose of this article is threefold. First, we introduce a new type of boundary condition for the multiplicative-noise stochastic heat equation on the half space. This is essentially a Dirichlet boundary condition but with a nontrivial…
In this paper, we establish a large deviation principle for stochastic differential delay equations driven by both Brownian motions and Poisson random measures. The weak convergence method plays an important role.
The main aim of this paper is to study the moderate deviation principle for McKean-Vlasov stochastic differential equations with multiple scales. Specifically, we are interested in the asymptotic estimates of the deviation processes…
Here we propose the Donsker-Varadhan-type compactness conditions and prove the joint large deviation principle for the empirical measure and empirical flow of Markov renewal processes (semi-Markov processes) with a countable state space,…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We establish the Freidlin--Wentzell Large Deviation Principle (LDP) for the Stochastic Heat Equation with multiplicative noise in one spatial dimension. That is, we introduce a small parameter $ \sqrt{\varepsilon} $ to the noise, and…
For Markov processes evolving on multiple time-scales a combination of large component scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of large numbers to a…
In this paper, we study large time behavior for the dissipative Timoshenko system in the whole space $\mathbb{R}$, particularly, on the transversal displacement $w$ and the rotation angle $\psi$ of the filament for the beam. Different from…
We investigate an additive perturbation of a complex Wishart random matrix and prove that a large deviation principle holds for the spectral measures. The rate function is associated to a vector equilibrium problem coming from logarithmic…
We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and…
We consider in this paper some class of perturbation for the semilinear wave equation with subcritical (in the conformal transform sense) power nonlinearity. We first derive a Lyapunov functional in similarity variables and then use it to…