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This paper deals with rare events in a general {interacting gas} at high temperature, by means of Large Deviations Principles. The main result is an LDP for the tagged empirical field, which features the competition of an energy term and an…

Probability · Mathematics 2025-06-17 David Padilla-Garza

A tight criterion under which the abstract version Lov\'asz Local Lemma (abstract-LLL) holds was given by Shearer decades ago. However, little is known about that of the variable version LLL (variable-LLL) where events are generated by…

Discrete Mathematics · Computer Science 2017-09-18 Kun He , Liang Li , Xingwu Liu , Yuyi Wang , Mingji Xia

Consider standard first-passage percolation on $\mathbb Z^d$. We study the lower-tail large deviations of the rescaled random metric $\widehat{\mathbf T}_n$ restricted to a box. If all exponential moments are finite, we prove that…

Probability · Mathematics 2024-12-05 Julien Verges

In this article we establish a large deviation principle for the empirical measures of a simple spatially inhomogeneous random walk on $\overline{\mathbb{Z}}$, the two-point compactification of $\mathbb{Z}$. The classical Donsker--Varadhan…

Probability · Mathematics 2026-05-27 Jan-Luka Fatras

Dynamical system models with delayed dynamics and small noise arise in a variety of applications in science and engineering. In many applications, stable equilibrium or periodic behavior is critical to a well functioning system. Sufficient…

Probability · Mathematics 2017-10-27 David Lipshutz

We study the large deviations principle (LDP) of Donsker-Varadhan type for the white-forced Navier-Stokes system in a bounded domain. Under the assumption that the noise is non-degenerate, we establish level-2 and level-3 LDPs with rate…

Analysis of PDEs · Mathematics 2025-06-18 Meng Zhao

As an important tool characterizing the long time behavior of Markov processes, the Donsker-Varadhan LDP (large deviation principle) does not directly apply to distribution dependent SDEs/SPDEs since the solutions are non-Markovian. We…

Probability · Mathematics 2020-02-21 Panpan Ren , Feng-Yu Wang

We study i.i.d. sums $\tau_k$ of nonnegative variables with index $0$: this means $\mathbf{P}(\tau_1=n) = \varphi(n) n^{-1}$, with $\varphi(\cdot)$ slowly varying, so that $\mathbf{E}(\tau_1^\varepsilon)=\infty$ for all $\varepsilon>0$. We…

Probability · Mathematics 2016-11-08 Kenneth S. Alexander , Quentin Berger

We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such…

Probability · Mathematics 2014-10-28 Horatio Boedihardjo , Xi Geng , Zhongmin Qian

We consider \emph{random linear programs} (rlps) as a subclass of \emph{random optimization problems} (rops) and study their typical behavior. Our particular focus is on appropriate linear objectives which connect the rlps to the mean…

Optimization and Control · Mathematics 2024-03-07 Mihailo Stojnic

We prove in this article that functions satisfying a dynamic programming principle have a local interior Lipschitz type regularity. This DPP is partly motivated by the connection to the normalized parabolic $p$-Laplace operator.

Analysis of PDEs · Mathematics 2019-10-17 Jeongmin Han

We establish the large deviation principle for a topological Markov shift over infinite alphabet which satisfies strong combinatorial assumptions called ``finite irreducibility'' or ``finite primitiveness''. More precisely, we assume the…

Dynamical Systems · Mathematics 2019-03-19 Hiroki Takahasi

We prove a large deviation principle for the expectation of macroscopic observables in quantum (and classical) Gibbs states. Our proof is based on Ruelle-Lanford functions and direct subadditivity arguments, as in the classical case,…

Mathematical Physics · Physics 2010-09-24 Yoshiko Ogata , Luc Rey-Bellet

In this paper, we study the large deviation principle (LDP) for two types (Type I and Type II) of multiplicative Ising models. For Types I and II, the explicit formulas for the free energy functions and the associated rate functions are…

Dynamical Systems · Mathematics 2023-05-16 Jung-Chao Ban , Wen-Guei Hu , Zongfan Zhang

We prove large deviations principles (LDPs) for the perimeter and the area of the convex hull of a planar random walk with finite Laplace transform of its increments. We give explicit upper and lower bounds for the rate function of the…

Probability · Mathematics 2021-04-05 Arseniy Akopyan , Vladislav Vysotsky

Localization results for a class of random Schr\"odinger operators within the Hartree-Fock approximation are proved in two regimes: large disorder and weak disorder/extreme energies. A large disorder threshold $\lambda_{\mathrm{HF}}$…

Mathematical Physics · Physics 2023-09-18 Rodrigo Matos

In this paper, we first provide a criterion on uniform large deviation principles (ULDP) of stochastic differential equations under Lyapunov conditions on the coefficients, which can be applied to stochastic systems with coefficients of…

Probability · Mathematics 2024-02-27 Jifa Jiang , Jian Wang , Jianliang Zhai , Tusheng Zhang

We present a large deviation principle for the entropy penalized Mather problem when the Lagrangian L is generic (in this case the Mather measure $\mu$ is unique and the support of $\mu$ is the Aubry set). Consider, for each value of…

Dynamical Systems · Mathematics 2008-11-23 Diogo A. Gomes , Artur O. Lopes , Joana Mohr

We study the performance -- and specifically the rate at which the error probability converges to zero -- of Machine Learning (ML) classification techniques. Leveraging the theory of large deviations, we provide the mathematical conditions…

Machine Learning · Statistics 2023-01-18 Paolo Braca , Leonardo M. Millefiori , Augusto Aubry , Stefano Marano , Antonio De Maio , Peter Willett

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
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