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In this work, we study large deviation properties of the covariance process in fully connected Gaussian deep neural networks. More precisely, we establish a large deviation principle (LDP) for the covariance process in a functional…

概率论 · 数学 2025-05-14 Luisa Andreis , Federico Bassetti , Christian Hirsch

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

概率论 · 数学 2023-07-17 Zachary Bezemek , Konstantinos Spiliopoulos

We consider a stochastic Cahn-Hilliard partial differential equation driven by a space-time white noise. We prove the Large Deviations Principle (LDP) for the law of the solutions in the H\"older norm. We use the weak convergence approach…

概率论 · 数学 2017-08-29 Lahcen Boulanba , Mohamed Mellouk

Using the hyper-exponential recurrence criterion, a large deviation principle for the occupation measure is derived for a class of non-linear monotone stochastic partial differential equations. The main results are applied to many concrete…

概率论 · 数学 2016-01-26 Ran Wang , Jie Xiong , Lihu Xu

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

概率论 · 数学 2022-10-19 Christian Hirsch , Takashi Owada

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

概率论 · 数学 2015-04-23 Konstantinos Spiliopoulos

We establish a Freidlin-Wentzell type large deviation principle (LDP) for a class of stochastic partial differential equations with locally monotone coefficients driven by L\'evy noise. Our results essentially improve a recent work on this…

概率论 · 数学 2024-01-23 Weina Wu , Jianliang Zhai , Jiahui Zhu

We study a stochastic Landau-Lifshitz equation on a bounded interval and with finite dimensional noise. We first show that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity…

概率论 · 数学 2016-09-15 Z. Brzeźniak , B. Goldys , T. Jegaraj

We discuss the Donsker-Varadhan theory of large deviations in the framework of Hamiltonian systems thermostated by a Gaussian stochastic coupling. We derive a general formula for the Donsker-Varadhan large deviation functional for dynamics…

数学物理 · 物理学 2009-11-13 T. Bodineau , R. Lefevere

In this article, we prove the existence of weak solutions as well as the existence and uniqueness of strong solutions for McKean-Vlasov multivalued stochastic differential equations with oblique subgradients (MVMSDEswOS, for short) by means…

概率论 · 数学 2022-07-26 Hao Wu , Junhao Hu , Chenggui Yuan

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

概率论 · 数学 2021-09-21 Mikola C. Schlottke

The goal of this paper is to study the Moderate Deviation Principle (MDP) for a system of stochastic reaction-diffusion equations with a time-scale separation in slow and fast components and small noise in the slow component. Based on weak…

概率论 · 数学 2022-02-03 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

We prove here the validity of a large deviation principle for the family of invariant measures associated to a two dimensional Navier-Stokes equation on a torus, perturbed by a smooth additive noise.

概率论 · 数学 2015-09-02 Zdzislaw Brzezniak , Sandra Cerrai

We deal with a class of abstract nonlinear stochastic models, which covers many 2D hydrodynamical models including 2D Navier-Stokes equations, 2D MHD models and 2D magnetic B\'enard problem and also some shell models of turbulence. We first…

概率论 · 数学 2011-12-15 Igor Chueshov , Annie Millet

Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…

概率论 · 数学 2025-12-25 Yuanping Cui , Xiaoyue Li , Yi Liu , Fengyu Wang

We study the dynamics of smooth interval maps with non-flat critical points. For every such a map that is topologically exact, we establish the full (level-2) Large Deviation Principle for empirical means. In particular, the Large Deviation…

动力系统 · 数学 2019-07-19 Yong Moo Chung , Juan Rivera-Letelier , Hiroki Takahasi

We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple…

概率论 · 数学 2019-01-24 Kyeongsik Nam

We obtain large deviation bounds for the measure of deviation sets associated to asymptotically additive and sub-additive potentials under some weak specification properties. In particular a large deviation principle is obtained in the case…

动力系统 · 数学 2019-02-20 Paulo Varandas , Yun Zhao

The present paper focuses on the stochastic nonlinear Schrodinger equation with polynomial nonlinearity, and a zero-order (no derivatives involved) linear damping. Here, the random forcing term appears as a mix of a nonlinear noise in the…

概率论 · 数学 2026-03-31 Sandip Roy , Debopriya Mukherjee , Manil Thankamani Mohan

Using a weak convergence approach, we establish a Large Deviation Principle (LDP) for the solutions of fluid dynamic systems in two-dimensional bounded domains subjected to no-slip boundary conditions and perturbed by additive noise. Our…

概率论 · 数学 2023-05-19 Federico Butori , Eliseo Luongo
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