Related papers: On necessary and sufficient conditions for the loc…
We give a general version of Bryc's theorem valid on any topological space and with any algebra $\mathcal{A}$ of real-valued continuous functions separating the points, or any well-separating class. In absence of exponential tightness, and…
It is known that simulation of the mean position of a Reflected Random Walk (RRW) $\{W_n\}$ exhibits non-standard behavior, even for light-tailed increment distributions with negative drift. The Large Deviation Principle (LDP) holds for…
We prove a sample path Large Deviation Principle (LDP) for a class of jump processes whose rates are not uniformly Lipschitz continuous in phase space. Building on it we further establish the corresponding Wentzell-Freidlin (W-F) (infinite…
For $0\le \alpha <1$ and $\beta>2$, we consider a linear mod 1 transformation on a unit interval; $x\mapsto\beta x+\alpha$ (${\rm mod}\ 1$), and prove that it satisfies the level-2 large deviation principle with the unique measure of…
This is a the first in a series of two articles devoted to the question of local solvability of doubly characteristic differential operators $L,$ defined, say, in an open set $\Om\subset \RR^n.$ Suppose the principal symbol $p_k$ of $L$…
We show that under minimal assumptions on a class of functions $\mathcal{H}$ defined on a probability space $(\mathcal{X},\mu)$, there is a threshold $\Delta_0$ satisfying the following: for every $\Delta\geq\Delta_0$, with probability at…
Considering singular Sturm--Liouville differential expressions of the type \[ \tau_{\alpha} = -(d/dx)x^{\alpha}(d/dx) + q(x), \quad x \in (0,b), \; \alpha \in \mathbb{R}, \] we employ some Sturm comparison-type results in the spirit of…
We consider the quasi-deterministic behavior of systems with a large number, $n$, of deterministically interacting constituents. This work extends the results of a previous paper [J. Stat. Phys. 99:1225-1249 (2000)] to include vector-valued…
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…
We consider a random conductance model on the $d$-dimensional lattice, $d\in[2,\infty)\cap\mathbb{N}$, where the conductances take values in $(0,\infty)$ and are however not assumed to be bounded from above and below. We assume that the law…
In this article we establish a large deviation principle for the family {\nu_{\epsilon}:\epsilon \in (0,1)} of distributions of the scaled stochastic processes {P_{-\log\sqrt{\epsilon}}Z_t}_{t\leq 1}, where (Z_t)_{t\in \lbrack 0,1]} is a…
We prove a large deviation principle for the finite dimensional marginals of the Gibbs distribution of the macroscopic `overlap'-parameters in the Hopfield model in the case where the number of random patterns, $M$, as a function of the…
In breakthrough work, Tardos (Oper. Res. '86) gave a proximity based framework for solving linear programming (LP) in time depending only on the constraint matrix in the bit complexity model. In Tardos's framework, one reduces solving the…
Given a collection of independent events each of which has strictly positive probability, the probability that all of them occur is also strictly positive. The Lov\'asz local lemma (LLL) asserts that this remains true if the events are not…
Let $A$ be a homogeneous elliptic differential operator of order $m$ on $% \Bbb{R}^{N}$ with constant complex coefficients. A partial version of the main result is as follows: Suppose that $u\in L_{loc}^{1}$ and that $Au\in L^{p}$ for some…
We prove a local limit theorem for nearest neighbours random walks in stationary random environment of conductances on Z without using any of both classic assumptions of uniform ellipticity and independence on the conductances. Besides the…
Let $1 < p < \infty$, $p\neq 2$. We prove that if $d\geq d_p$ is sufficiently large, and $A\subs\R^d$ is a measurable set of positive upper density then there exists $\la_0=\la_0(A)$ such for all $\la\geq\la_0$ there are $x,y\in\R^d$ such…
In this paper, we focus on two kinds of large deviations principles (LDPs) of the invariant measures of Langevin equations and their numerical methods, as the noise intensity $\epsilon\to 0$ and the dissipation intensity $\nu\to\infty$…
Reliability-based topology optimization (RBTO) requires repeated estimation of small failure probabilities and their gradients, making conventional nested Monte Carlo approaches computationally prohibitive for large scale structural…
This paper establishs the large deviation principle (LDP) for multiple averages on $\mathbb{N}^d$. We extend the previous work of [Carinci et al., Indag. Math. 2012] to multidimensional lattice $\mathbb{N}^d$ for $d\geq 2$. The same…