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相关论文: Large deviations for empirical measures of mean fi…

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We prove a large deviation principle for the sequence of push-forwards of empirical measures in the setting of Riesz potential interactions on compact subsets K in R^d with continuous external fields. Our results are valid for base measures…

经典分析与常微分方程 · 数学 2016-10-27 Tom Bloom , Norman Levenberg , Franck Wielonsky

In this paper we prove a large deviation principle (LDP) for the empirical measure of a general system of mean-field interacting diffusions with singular drift (as the number of particles tends to infinity) and show convergence to the…

概率论 · 数学 2020-07-02 Jasper Hoeksema , Thomas Holding , Mario Maurelli , Oliver Tse

We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…

概率论 · 数学 2019-04-25 Julien Reygner

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

概率论 · 数学 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle with the rate function, which is finite only on product…

概率论 · 数学 2007-05-23 Wlodek Bryc

This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…

概率论 · 数学 2021-06-24 Sarath Yasodharan , Rajesh Sundaresan

A pathwise large deviation principle in the Wasserstein topology and a pathwise central limit theorem are proved for the empirical measure of a mean-field system of interacting diffusions. The coefficients are path-dependent. The framework…

概率论 · 数学 2024-10-10 Louis-Pierre Chaintron

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

概率论 · 数学 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…

概率论 · 数学 2014-10-17 Markus Fischer

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

For any finite colored graph we define the empirical neighborhood measure, which counts the number of vertices of a given color connected to a given number of vertices of each color, and the empirical pair measure, which counts the number…

概率论 · 数学 2016-08-16 Kwabena Doku-Amponsah , Peter Mörters

We prove the large deviations principle for empirical Bures-Wasserstein barycenters of independent, identically-distributed samples of covariance matrices and covariance operators. As an application, we explore some consequences of our…

概率论 · 数学 2024-09-18 Adam Quinn Jaffe , Leonardo V. Santoro

We prove a large deviation principle for a sequence of point processes defined by Gibbs probability measures on a Polish space. This is obtained as a consequence of a more general Laplace principle for the non-normalized Gibbs measures. We…

概率论 · 数学 2020-04-08 David García-Zelada

The asymptotic behaviour of empirical measures has plenty of studies. However, the research on conditional empirical measures is limited. Being the development of Wang \cite{eW1}, under the quadratic Wasserstein distance, we investigate the…

概率论 · 数学 2022-04-29 Huaiqian Li , Bingyao Wu

The aim of the paper is to establish a large deviation principle (LDP) for the empirical measure of mean-field interacting diffusions in a random environment. The point is to derive such a result once the environment has been frozen…

概率论 · 数学 2017-03-08 Eric Luçon

In this article we establish a large deviation principle for the empirical measures of a simple spatially inhomogeneous random walk on $\overline{\mathbb{Z}}$, the two-point compactification of $\mathbb{Z}$. The classical Donsker--Varadhan…

概率论 · 数学 2026-05-27 Jan-Luka Fatras

We consider the random point processes on a measure space X defined by the Gibbs measures associated to a given sequence of N-particle Hamiltonians H^{(N)}. Inspired by the method of Messer-Spohn for proving concentration properties for the…

数学物理 · 物理学 2016-10-27 Robert J. Berman

In this paper, we prove a large deviation principle for the empirical measures of a system of weakly interacting diffusion with reflection. We adopt the weak convergence approach. To make this approach work, we show that the sequence of…

概率论 · 数学 2023-04-04 Ping Cheng , Rong Wei , Tusheng Zhang

The Wasserstein distance between two probability measures on a metric space is a measure of closeness with applications in statistics, probability, and machine learning. In this work, we consider the fundamental question of how quickly the…

概率论 · 数学 2017-07-04 Jonathan Weed , Francis Bach

We consider a family of positive operator valued measures associated with representations of compact connected Lie groups. For many independent copies of a single state and a tensor power representation we show that the observed probability…

数学物理 · 物理学 2024-09-04 Alonso Botero , Matthias Christandl , Péter Vrana
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