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In this paper we prove large deviations results for partial sums constructed from the solution to a stochastic recurrence equation. We assume Kesten's condition [Acta Math. 131 (1973) 207-248] under which the solution of the stochastic…

概率论 · 数学 2013-07-26 D. Buraczewski , E. Damek , T. Mikosch , J. Zienkiewicz

The well-known "Janson's inequality" gives Poisson-like upper bounds for the lower tail probability \Pr(X \le (1-\eps)\E X) when X is the sum of dependent indicator random variables of a special form. We show that, for large deviations,…

概率论 · 数学 2017-12-12 Svante Janson , Lutz Warnke

Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the critical variational setting, a recently developed general…

概率论 · 数学 2026-02-23 Esmée Theewis , Mark Veraar

The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin…

概率论 · 数学 2023-02-13 Soham Gokhale , Utpal Manna

This paper is devoted to investigating the Freidlin-Wentzell's large deviation principle for a class of McKean-Vlasov quasilinear SPDEs perturbed by small multiplicative noise. We adopt the variational framework and the modified weak…

概率论 · 数学 2021-06-29 Wei Hong , Shihu Li , Wei Liu

The term 'KPZ' stands for the initials of three physicists, namely Kardar, Parisi and Zhang, which, in 1986 conjectured the existence of universal scaling behaviours for many random growth processes in the plane. A process is said to belong…

概率论 · 数学 2024-10-11 Pantelis Tassopoulos

The $(d+1)$-dimensional KPZ equation is the canonical model for the growth of rough $d$-dimensional random surfaces. A deep mathematical understanding of the KPZ equation for $d=1$ has been achieved in recent years, and the case $d\ge 3$…

概率论 · 数学 2019-05-30 Sourav Chatterjee , Alexander Dunlap

We consider the supercritical bond percolation on $\mathbb Z^d$ and study the graph distance on the percolation graph called the chemical distance. It is well-known that there exists a deterministic constant $\mu(x)$ such that the chemical…

概率论 · 数学 2023-04-12 Barbara Dembin , Shuta Nakajima

We investigate high-dimensional sparse regression when both the noise and the design matrix exhibit heavy-tailed behavior. Standard algorithms typically fail in this regime, as heavy-tailed covariates distort the empirical risk geometry. We…

统计方法学 · 统计学 2026-01-12 Kaiyuan Zhou , Xiaoyu Zhang , Wenyang Zhang , Di Wang

In this paper, we study the asymptotic behavior of randomly perturbed path-dependent stochastic differential equations with small parameter $\vartheta_{\varepsilon}$, when $\varepsilon \rightarrow 0$, $\vartheta_\varepsilon$ goes to $0$.…

概率论 · 数学 2023-04-03 Liu Xiangdong , Hong Shaopeng

Every sequence $f_1, f_2, \cdots \, $ of random variables with $ \, \lim_{M \to \infty} \big( M \sup_{k \in \mathbb{N}} \mathbb{P} ( |f_k| > M ) \big)=0\,$ contains a subsequence $ f_{k_1}, f_{k_2} , \cdots \,$ that satisfies, along with…

概率论 · 数学 2022-04-25 Ioannis Karatzas , Walter Schachermayer

The study of transversal fluctuations of the optimal path is a crucial aspect of the Kardar-Parisi-Zhang (KPZ) universality class. In this work, we establish the large deviation limit for the midpoint transversal fluctuations in a general…

概率论 · 数学 2025-02-04 Tom Alberts , Riddhipratim Basu , Sean Groathouse , Xiao Shen

In this paper, by invoking the appropriate decomposition of pressure to exploit the energy hidden in pressure, we present some new $\varepsilon$-regularity criteria for suitable weak solutions of the 3D Navier-Stokes equations at one scale:…

偏微分方程分析 · 数学 2019-06-13 Cheng He , Yanqing Wang , Daoguo Zhou

We study the large deviations principle (LDP) of Donsker-Varadhan type for the white-forced Navier-Stokes system in a bounded domain. Under the assumption that the noise is non-degenerate, we establish level-2 and level-3 LDPs with rate…

偏微分方程分析 · 数学 2025-06-18 Meng Zhao

We investigate the short-time regime of the KPZ equation in $1+1$ dimensions and develop a unifying method to obtain the height distribution in this regime, valid whenever an exact solution exists in the form of a Fredholm Pfaffian or…

统计力学 · 物理学 2018-10-17 Alexandre Krajenbrink , Pierre Le Doussal

Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…

概率论 · 数学 2016-04-18 Amarjit Budhiraja , Pierre Nyquist

We study a general class of nonlinear Ginzburg-Landau SPDEs in infinite volume under weak nonlinearity scaling and with non-equilibrium initial data. We derive the KPZ equation as a continuum limit of these equations. This makes rigorous…

概率论 · 数学 2025-12-30 Kevin Yang

We study the large scale fluctuations of the KPZ equation in dimensions $d \geq 3$ driven by Gaussian noise that is white in time Gaussian but features non-integrable spatial correlation with decay rate $\kappa \in (2, d)$ and a suitable…

概率论 · 数学 2024-07-19 Luca Gerolla , Martin Hairer , Xue-Mei Li

We study the stochastic Allen-Cahn equation driven by a noise term with intensity $\sqrt{\varepsilon}$ and correlation length $\delta$ in two and three spatial dimensions. We study diagonal limits $\delta, \varepsilon \to 0$ and describe…

概率论 · 数学 2016-06-02 Martin Hairer , Hendrik Weber

We study the atypically large deviations of the height $H \sim {{\cal O}}(t)$ at the origin at late times in $1+1$-dimensional growth models belonging to the Kardar-Parisi-Zhang (KPZ) universality class. We present exact results for the…

统计力学 · 物理学 2016-05-04 Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr