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We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…

Statistical Mechanics · Physics 2014-03-12 Takahiro Nemoto , Shin-ichi Sasa

We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions.…

Probability · Mathematics 2016-06-14 Jonathon Peterson

The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail…

Probability · Mathematics 2014-07-03 Vincent Leijdekker , Michel Mandjes , Peter Spreij

We consider a dynamic Erd\H{o}s-R\'enyi random graph (ERRG) on $n$ vertices in which each edge switches on at rate $\lambda$ and switches off at rate $\mu$, independently of other edges. The focus is on the analysis of the evolution of the…

Probability · Mathematics 2020-09-29 Peter Braunsteins , Frank den Hollander , Michel Mandjes

We find large deviation principles for the degree distribution and the proportion of isolated vertices for the near intermediate random geometric graph models on n vertices placed uniformly in [0, 1]^d, for d in N. In the course of the…

Probability · Mathematics 2014-06-13 Kwabena Doku-Amponsah

We introduce a new oriented evolving graph model inspired by biological networks. A node is added at each time step and is connected to the rest of the graph by random oriented edges emerging from older nodes. This leads to a statistical…

Disordered Systems and Neural Networks · Physics 2023-04-10 Michel Bauer , Denis Bernard

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

We study the emergence of a giant component in the configuration model subject to additional constraints on the edges. We partition a $d$-dimensional torus into a cubic lattice with a diverging number of compartments containing vertices and…

Probability · Mathematics 2021-12-16 Ivan Kryven , Rik Versendaal

We present a novel approach to study the evolution of the size (i.e. the number of vertices) of the giant component of a random graph process. It is based on the exploration algorithm called simultaneous breadth-first walk, introduced by…

Probability · Mathematics 2025-07-17 Josué Corujo , Sophie Lemaire , Vlada Limic

A global picture of a random particle movement is given by the convex hull of the visited points. We obtained numerically the probability distributions of the volume and surface of the convex hulls of a selection of three types of…

Statistical Mechanics · Physics 2018-07-04 Hendrik Schawe , Alexander K. Hartmann , Satya N. Majumdar

We present here a simple method for computing the large deviation of long time average for stochastic jump processes. We show that the computation of the rate function can be reduced to that of a partial differential equation governing the…

Statistical Mechanics · Physics 2020-04-22 Bahram Houchmandzadeh

We provide sufficient conditions for a regular graph $G$ of growing degree $d$, guaranteeing a phase transition in its random subgraph $G_p$ similar to that of $G(n,p)$ when $p\cdot d\approx 1$. These conditions capture several well-studied…

Combinatorics · Mathematics 2025-11-17 Sahar Diskin , Michael Krivelevich

Consider a uniform expanders family G_n with a uniform bound on the degrees. It is shown that for any p and c>0, a random subgraph of G_n obtained by retaining each edge, randomly and independently, with probability p, will have at most one…

Probability · Mathematics 2007-05-23 Noga Alon , Itai Benjamini , Alan Stacey

This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…

Probability · Mathematics 2021-03-08 James MacLaurin

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…

Probability · Mathematics 2008-07-16 Jean Bérard , Alejandro Ramírez

We study the trajectory of a simple random walk on a d-regular graph with d>2 and locally tree-like structure as the number n of vertices grows. Examples of such graphs include random d-regular graphs and large girth expanders. For these…

Probability · Mathematics 2015-05-20 Jiri Cerny , Augusto Teixeira , David Windisch

We prove a large deviation result for a random symmetric n x n matrix with independent identically distributed entries to have a few eigenvalues of size n. If the spectrum S survives when the matrix is rescaled by a factor of n, it can only…

Probability · Mathematics 2013-04-22 Sourav Chatterjee , S. R. S. Varadhan

We study an inverse problem on a finite connected graph G = (X, E), on whose vertices a conductivity {\gamma} is defined. Our data consists in a sequence of partial observations of a fractional random walk on G. The observations are partial…

Analysis of PDEs · Mathematics 2026-04-13 Giovanni Covi , Matti Lassas

Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…

Statistical Mechanics · Physics 2021-09-17 D. P. Shinde

The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini