Related papers: Large deviation asymptotics and control variates f…

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

We revisit the problem of condensation for independent, identically distributed random variables with a power-law tail, conditioned by the value of their sum. For large values of the sum, and for a large number of summands, a condensation…

In this paper, we extend well-known relationships between global asymptotic controllability, sample stabilizability, and the existence of a control Lyapunov function to a wide class of control systems with unbounded controls, which includes…

We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…

Consider a family of random walks $S_n^{(a)}=X_1^{(a)}+\cdots+X_n^{(a)}$ with negative drift $\mathbf E X_1^{(a)}=-a<0$ and finite variance $\mbox{var}(X_1^{(a)})=\sigma^2<\infty$.Let $M^{(a)}=\max_{n\ge 0} S_n^{(a)}$ be the maximums of the…

We use a semi-Markov process method to calculate large deviations of counting statistics for three open quantum systems, including a resonant two-level system and resonant three-level systems in the $\Lambda$- and $V$-configurations. In the…

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

Here we obtain the exact asymptotics for large and moderate deviations, strong law of large numbers and central limit theorem for chains with unbounded variable length memory.

We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.

In this paper we study the probability $\xi_n(u):={\mathbb P}\left(C_n\geqslant u n \right)$, with $C_n:=A(\psi_n B(\varphi_n))$ for L\'{e}vy processes $A(\cdot)$ and $B(\cdot)$, and $\varphi_n$ and $\psi_n$ non-negative sequences such that…

Consider the random graph sampled uniformly from the set of all simple graphs with a given degree sequence. Under mild conditions on the degrees, we establish a Large Deviation Principle (LDP) for these random graphs, viewed as elements of…

This paper studies the stability of sampled and networked control systems with sampling and communication times governed by probabilistic clocks. The clock models have few restrictions, and can be used to model numerous phenomena such as…

Large deviation theory is a branch of probability theory that is devoted to a study of the "rate" at which empirical estimates of various quantities converge to their true values. The object of study in this paper is the rate at which…

Much work in the study of large deviations for random graph models is focused on the dense regime where the theory of graphons has emerged as a principal tool. These tools do not give a good approach to large deviation problems for random…

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…

We solve the problem of asymptotic behaviour of the renewal measure (Green function) generated by a transient Lamperti's Markov chain $X_n$ in $\mathbf R$, that is, when the drift of the chain tends to zero at infinity. Under this setting,…

We establish large deviation formulas for linear statistics on the $N$ transmission eigenvalues $\{T_i\}$ of a chaotic cavity, in the framework of Random Matrix Theory. Given any linear statistics of interest $A=\sum_{i=1}^N a(T_i)$, the…

Suppose that A_1,\dots, A_N are independent random matrices whose atoms are iid copies of a random variable \xi of mean zero and variance one. It is known from the works of Newman et. al. in the late 80s that when \xi is gaussian then…

We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from…

We obtain large deviation bounds for the measure of deviation sets associated to asymptotically additive and sub-additive potentials under some weak specification properties. In particular a large deviation principle is obtained in the case…