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相关论文: A large deviation principle for empirical measures…

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In this paper, we present a large-deviation theory developed for functionals of canonical Gibbs processes, i.e., Gibbs processes with respect to the binomial point process. We study the regime of a fixed intensity in a sequence of…

概率论 · 数学 2025-05-29 Christian Hirsch , Martina Petráková

In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical integrals obtained in [46,47]. As examples, we obtain 1. a…

概率论 · 数学 2023-04-25 Serban Belinschi , Alice Guionnet , Jiaoyang Huang

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

概率论 · 数学 2016-06-02 Frank Pinski , Gideon Simpson , Andrew Stuart , Hendrik Weber

We consider the Generalized Gibbs ensemble of the Ablowitz-Ladik lattice, and the Schur flow. We derive large deviations principles for the distribution of the empirical measures of the equilibrium measures for these ensembles. As a…

概率论 · 数学 2023-06-22 Guido Mazzuca , Ronan Memin

We derive a general large deviation principle for a canonical sequence of probability measures, having its origins in random matrix theory, on unbounded sets $K$ of ${\bf C}$ with weakly admissible external fields $Q$ and very general…

概率论 · 数学 2019-04-29 T. Bloom , N. Levenberg , F. Wielonsky

We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…

概率论 · 数学 2023-03-22 Benjamin McKenna

We propose to derive deviation measures through the Minkowski gauge of a given set of acceptable positions. We show that, given a suitable acceptance set, any positive homogeneous deviation measure can be accommodated in our framework. In…

风险管理 · 定量金融 2021-07-27 Marlon Moresco , Marcelo Righi , Eduardo Horta

We are concerned with sets of generic points for shift-invariant measures in the countable symbolic space. We measure the sizes of the sets by the Billingsley-Hausdorff dimensions defined by Gibbs measures. It is shown that the dimension of…

动力系统 · 数学 2016-02-01 Ai-hua Fan , Ming-tian Li , Ji-hua Ma

In contrast to the study of Langevin equations in a homogeneous environment in the literature, the study on Langevin equations in randomly-varying environments is relatively scarce. Almost all the existing works require random environments…

概率论 · 数学 2021-08-25 Nhu N. Nguyen , George Yin

We show that for every $C^\infty$ diffeomorphism of a closed Riemannian manifold, if there exists a positive volume set of points which admit some expansion with a positive Lyapunov exponent (in a weak sense) then there exists an invariant…

动力系统 · 数学 2026-02-19 Snir Ben Ovadia , David Burguet

This paper explores the equivalences between four definitions of uniform large deviations principles and uniform Laplace principles found in the literature. Counterexamples are presented to illustrate the differences between these…

概率论 · 数学 2018-03-07 Michael Salins

We consider in this note a class of two-dimensional determinantal Coulomb gases confined by a radial external field. As the number of particles tends to infinity, their empirical distribution tends to a probability measure supported in a…

概率论 · 数学 2014-06-10 Djalil Chafaï , Sandrine Péché

The random convex hull of a Poisson point process in $\mathbb{R}^d$ whose intensity measure is a multiple of the standard Gaussian measure on $\mathbb{R}^d$ is investigated. The purpose of this paper is to invent a new viewpoint on these…

概率论 · 数学 2018-04-10 Julian Grote , Christoph Thaele

We study the thermodynamic formalism for generalized Gibbs measures, such as renormalization group transformations of Gibbs measures or joint measures of disordered spin systems. We first show existence of the relative entropy density and…

概率论 · 数学 2007-05-23 Christof Kuelske , Arnaud Le Ny , Frank Redig

This paper shows that finitely additive measures occur naturally in very general Divergence Theorems. The main results are two such theorems. The first proves the existence of pure normal measures for sets of finite perime- ter, which yield…

偏微分方程分析 · 数学 2017-10-09 Moritz Schönherr , Friedemann Schuricht

This work concerns about stochastic Burgers type equations with reflection. First of all, by means of the equicontinuous uniform Laplace principle, we prove the Freidlin-Wentzell uniform large deviation principle for these equations…

概率论 · 数学 2025-06-19 Huijie Qiao

We derive a large deviations principle for the two-dimensional two-component plasma in a box. As a consequence, we obtain a variational representation for the free energy, and also show that the macroscopic empirical measure of either…

数学物理 · 物理学 2016-09-21 Thomas Leblé , Sylvia Serfaty , Ofer Zeitouni , Wei Wu

In this article, we use $\lambda$-sequences to derive common fixed points for a family of self-mappings defined on a complete $G$-metric space. We imitate some existing techniques in our proofs and show that the tools emlyed can be used at…

一般拓扑 · 数学 2017-03-27 Yaé Olatoundji Gaba

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…

概率论 · 数学 2025-06-17 David Padilla-Garza

Let $\Sigma_{A}(\mathbb{N})$ be a topologically mixing countable Markov shift with the BIP property over the alphabet $\mathbb{N}$ and $f: \Sigma_{A}(\mathbb{N}) \rightarrow \mathbb{R}$ a potential satisfying the Walters condition with…

动力系统 · 数学 2016-12-23 Rodrigo Bissacot , Jairo K. Mengue , Edgardo Pérez