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相关论文: Large Deviation Principle for the Empirical Measur…

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In this article we show that the empirical measure of certain continuous time random walks satisfies a strong large deviation principle with respect to a topology introduced in~\cite{MV2016} by Mukherjee and Varadhan. This topology is…

概率论 · 数学 2024-09-04 Dirk Erhard , Tertuliano Franco , Joedson de Jesus Santana

In this paper we introduce a topology under which the pair empirical measure of a large class of random walks satisfies a strong Large Deviation principle. The definition of the topology is inspired by the recent article by Mukherjee and…

概率论 · 数学 2026-01-06 Dirk Erhard , Julien Poisat

We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…

概率论 · 数学 2011-04-11 Wolfgang König , Michele Salvi , Tilman Wolff

In this work, we study the large deviation properties of random walk in a random environment on $\mathbb{Z}^d$ with $d\geq1$. We start with the quenched case, take the point of view of the particle, and prove the large deviation principle…

概率论 · 数学 2008-09-09 Atilla Yilmaz

We prove a {\it{quenched}} large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster on $\Z^d$, $d\geq 2$.. We take the point of view of the moving particle and first prove a quenched LDP for the…

概率论 · 数学 2015-04-02 Noam Berger , Chiranjib Mukherjee

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 establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on $\mathbb Z^d$. We complement the analysis…

概率论 · 数学 2007-05-23 Markus Flury

We prove existence of the large deviation principle, with a proper convex rate function, for the distribution of the renormalized distance from the origin of a random walk on a free product of finitely generated groups. As a consequence, we…

概率论 · 数学 2021-10-26 Emilio Corso

A large deviations principle is established for the joint law of the empirical measure and the flow measure of a renewal Markov process on a finite graph. We do not assume any bound on the arrival times, allowing heavy tailed distributions.…

概率论 · 数学 2014-02-18 Mauro Mariani , Lorenzo Zambotti

Here we propose the Donsker-Varadhan-type compactness conditions and prove the joint large deviation principle for the empirical measure and empirical flow of Markov renewal processes (semi-Markov processes) with a countable state space,…

概率论 · 数学 2022-10-27 Chen Jia , Da-quan Jiang , Bingjie Wu

Let $X$ be a L\'evy process with regularly varying L\'evy measure $\nu$. We obtain sample-path large deviations for scaled processes $\bar X_n(t) \triangleq X(nt)/n$ and obtain a similar result for random walks. Our results yield detailed…

概率论 · 数学 2017-12-12 Chang-Han Rhee , Jose Blanchet , Bert Zwart

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

Consider a random walk in a time-dependent random environment on the lattice Zd. Recently, Rassoul-Agha, Seppalainen and Yilmaz [RSY11] proved a general large deviation principle under mild ergodicity assumptions on the random environment…

We derive an annealed large deviation principle (LDP) for the normalised and rescaled local times of a continuous-time random walk among random conductances (RWRC) in a time-dependent, growing box in $\Z^d$. We work in the interesting case…

概率论 · 数学 2013-08-22 Wolfgang König , Tilman Wolff

A $\delta$ once-reinforced random walk ($\delta$-ORRW) on connected graph is a self-interacting random walk which moves to its neighbors at each step according to the weights of the edges at that time, where the weights are $1$ on edges…

概率论 · 数学 2026-03-30 Xiangyu Huang , Yong Liu , Kainan Xiang

We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\V$ of functions of finite variation…

概率论 · 数学 2016-11-01 F. C. Klebaner , A. A. Mogulskii

This paper investigates the large deviation problem in the sample path space of the nearest-neighbor random walks on regular trees. We establish the sample path large deviation principle for the law of the distance from a nearest random…

概率论 · 数学 2025-05-07 Jie Jiang , Shuwen Lai

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

概率论 · 数学 2020-09-23 Grégoire Ferré , Gabriel Stoltz

We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…

概率论 · 数学 2019-10-15 Chunmao Huang , Xin Wang , Xiaoqiang Wang

We consider a class of continuous time Markov chains on a compact metric space that admit an invariant measure strictly positive on open sets together with absorbing states. We prove the joint large deviation principle for the empirical…

概率论 · 数学 2015-12-04 Giada Basile , Lorenzo Bertini
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