Related papers: Large deviations for sums defined on a Galton-Wats…
We obtain an optimal bound for a Gaussian approximation of a large class of vector-valued random processes. Our results provide a substantial generalization of earlier results that assume independence and/or stationarity. Based on the decay…
This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:x_i=0 for i\notin\Lambda, x_i>0 for i\in\Lambda}. The global…
In these notes we present a pedagogical account of the population dynamics methods recently introduced to simulate large deviation functions of dynamical observables in and out of equilibrium. After a brief introduction on large deviation…
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…
We study an extension of the so-called defective Galton-Watson processes obtained by allowing the offspring distribution to change over the generations. Thus, in these processes, the individuals reproduce independently of the others and in…
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson…
For $X_i(t), i=1,\ldots, n, t\in [0,T]$ centered Gaussian processes, the chi-square process $\sum_{i=1}^{n}X_i^2(t)$ appears naturally as limiting processes in various statistical models. In this paper, we are concerned with the exact tail…
A large deviation function mathematically characterizes the statistical property of atypical events. Recently, in non-equilibrium statistical mechanics, large deviation functions have been used to describe universal laws such as the…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
This paper concentrates on the limit behavior of discrete-time branching process with circular mechanism. Three types of limit behaviour of discrete-time branching process with circular mechanism are given explicitly under various moment…
We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…
We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…
Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…
We study the full distribution $P_{N}\left(A\right)$ of sums $A = \sum_{i=1}^N$ where $x_1, \dots, x_N$ are $N \gg 1$ independent and identically distributed random variables each sampled from a given distribution $p(x)$ with a…
Let $X$, $X_1$, $X_2$, $...$ be i.i.d. random variables, and let $S_n=X_1+... + X_n$ be the partial sums and $M_n=\max_{k\le n}|S_k|$ be the maximum partial sums. We give the sufficient and necessary conditions for a kind of limit theorems…
We consider the one dimensional asymmetric exclusion process with particle injection and extraction at two boundaries. The model is known to exhibit four distinct phases in its stationary state. We analyze the current statistics at the…
Consider the standard, one dimensional, nonlinear filtering problem for a diffusion processe $\Xi_t$ observed in small additive white noise. Denote by $q^\epsilon_1(\cdot)$ the density of the law of $\Xi_1$ conditioned on…
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…
We obtain some new results concerning the small deviation problem for $S=\sum_n q^n X_n$ and $M=\sup_n q^n X_n$, where $0<q<1$ and $(X_n)$ are i.i.d. non-negative random variables. In particular, the asymptotics is shown to be the same for…
Given $\pi \in S_n$, let $Z_{n,k}(\pi)=\sum_{1\leq i_1<\dots<i_k\leq n} \mathbf{1}(\{ \pi_{i_1}<\dots<\pi_{i_k}\}$ denote the number of increasing subsequences of length $k$. Consider the "generalized Ulam problem," studying the…