Related papers: Large deviation asymptotics for continued fraction…
In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…
We study the variance of the number of zeroes of a stationary Gaussian process on a long interval. We give a simple asymptotic description under mild mixing conditions. This allows us to characterise minimal and maximal growth. We show that…
Growth-fragmentation processes describe the evolution of systems of cells which grow continuously and fragment suddenly; they are used in models of cell division and protein polymerisation. Typically, we may expect that in the long run, the…
We describe large deviations for normalized multiple iterated sums and integrals of the form $\bbS_N^{(\nu)}(t)=N^{-\nu}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…
Large deviation theory provides a framework to understand macroscopic fluctuations and collective phenomena in many-body nonequilibrium systems in terms of microscopic dynamics. In these lecture notes we discuss the large deviation…
The standard approach to analyzing the asymptotic complexity of probabilistic programs is based on studying the asymptotic growth of certain expected values (such as the expected termination time) for increasing input size. We argue that…
We give asymptotic expressions for the number of commuting matrices over finite fields. For this, we use product expansions for the corresponding generating functions.
This paper studies, in fine details, the long-time asymptotic behavior of decaying solutions of a general class of dissipative systems of nonlinear differential equations in complex Euclidean spaces. The forcing functions decay, as time…
We give a construction of a real number that is normal to all integer bases and continued fraction normal. The computation of the first n digits of its continued fraction expansion performs in the order of n^4 mathematical operations. The…
Discrete random probability measures are a key ingredient of Bayesian nonparametric inferential procedures. A sample generates ties with positive probability and a fundamental object of both theoretical and applied interest is the…
In the standard formulation of the occupancy problem one considers the distribution of r balls in n cells, with each ball assigned independently to a given cell with probability 1/n. Although closed form expressions can be given for the…
We investigate the large deviation behaviour of a point process sequence based on a stationary symmetric stable non-Gaussian discrete-parameter random field using the framework of Hult and Samorodnitsky (2010). Depending on the ergodic…
The mixed initial-boundary value problem for infinite one-dimensional chain of harmonic oscillators on the half-line is considered. We study the large time behavior of solutions and derive the dispersive bounds.
We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…
We study the asymptotic behavior of small deviation probabilities for the critical Galton-Watson processes with infinite variance of the offspring sizes of particles and apply the obtained result to investigate the structure of a reduced…
The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…
The sequence of 1/2-discrepancy sums of $\{x + i \theta \bmod 1\}$ is realized through a sequence of substitutions on an alphabet of three symbols; particular attention is paid to $x=0$. The first application is to show that any asymptotic…
By an extension of the Bethe ansatz method used by Gwa and Spohn, we obtain an exact expression for the large deviation function of the time averaged current for the fully asymmetric exclusion process in a ring containing $N$ sites and $p$…
We present an algorithm to evaluate the large deviation functions associated to history-dependent observables. Instead of relying on a time discretisation procedure to approximate the dynamics, we provide a direct continuous-time algorithm,…
This paper deals with asymptotic expressions of the Mean Time To Failure (MTTF) and higher moments for large, recursive, and non-repairable systems in the context of two-terminal reliability. Our aim is to extend the well-known results of…