Related papers: MDP for integral functionals of fast and slow proc…
In his 2003 paper, Varadhan proves the averaged large deviation principle for the mean velocity of a particle taking a nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on $\mathbb{Z}^d$ with $d\geq1$, and gives a…
We obtain the large deviation function for entropy production of the medium and its distribution function for two-site totally asymmetric simple exclusion process(TASEP) and three-state unicyclic network. Since such systems are described…
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…
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…
We study the large deviation principle (LDP) for locally damped nonlinear wave equations perturbed by a bounded noise. When the noise is sufficiently non-degenerate, we establish the LDP for empirical distributions with lower bound of a…
In this paper, a many-sources large deviations principle (LDP) for the transient workload of a multi-queue single-server system is established where the service rates are chosen from a compact, convex and coordinate-convex rate region and…
The meaning of thermodynamic descriptions is found in large-deviations scaling of the fluctuations probabilities. The primary large-deviations rate function is the entropy, which is the basis for both fluctuation theorems and for…
The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. Here it is established for some planary random…
The large deviation principle on phase space is proved for a class of Markov processes known as random population dynamics with catastrophes. In the paper we study the process which corresponds to the random population dynamics with linear…
For a finite typed graph on $n$ nodes and with type law $\mu,$ we define the so-called spectral potential $\rho_{\lambda}(\,\cdot,\,\mu),$ of the graph.From the $\rho_{\lambda}(\,\cdot,\,\mu)$ we obtain Kullback action or the deviation…
We take the point of view of a particle performing random walk with bounded jumps on $\mathbb{Z}^d$ in a stationary and ergodic random environment. We prove the quenched large deviation principle (LDP) for the pair empirical measure of the…
We derive properties of the rate function in Varadhan's (annealed) large deviation principle for multidimensional, ballistic random walk in random environment, in a certain neighborhood of the zero set of the rate function. Our approach…
For ${1/2}<\alpha<1$, we propose the MDP analysis for family $$ S^\alpha_n=\frac{1}{n^\alpha}\sum_{i=1}^nH(X_{i-1}), n\ge 1, $$ where $(X_n)_{n\ge 0}$ be a homogeneous ergodic Markov chain, $X_n\in \mathbb{R}^d$, when the spectrum of…
The standard Large Deviation Theory (LDT) mirrors the Boltzmann-Gibbs (BG) factor which describes the thermal equilibrium of short-range Hamiltonian systems, the velocity distribution of which is Maxwellian. It is generically applicable to…
For ${1/2}<\alpha<1$, we propose the MDP analysis for family $$ S^\alpha_n=\frac{1}{n^\alpha}\sum_{i=1}^nH(X_{i-1}), n\ge 1, $$ where $(X_n)_{n\ge 0}$ be a homogeneous ergodic Markov chain, $X_n\in \mathbb{R}^d$, when the spectrum of…
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…
Let $X^{(\delta)}$ be a Wishart process of dimension $\delta$, with values in the set of positive matrices of size $m$. We are interested in the large deviations for a family of matrix-valued processes $\{\delta^{-1} X_t^{(\delta)}, t \leq…
We investigate the probabilities of large deviations for the position of the front in a stochastic model of the reaction $X+Y \to 2X$ on the integer lattice in which $Y$ particles do not move while $X$ particles move as independent simple…
We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation principle (MDP) for the waiting time process. The waiting times…
In this paper, we show that the basic results in large deviations theory hold for general monetary risk measures, which satisfy the crucial property of max-stability. A max-stable monetary risk measure fulfills a lattice homomorphism…