相关论文: Large deviations for sums defined on a Galton-Wats…

A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…

A continuous-time regression model with a jointly strictly sub-Gaussian random noise is considered in the paper. Upper exponential bounds for probabilities of large deviations of the least squares estimator for the regression parameter are…

We study the upper tail behaviors of the local times of the additive stable processes. Let $X_1(t),...,X_p(t)$ be independent, d-dimensional symmetric stable processes with stable index $0<\alpha\le 2$ and consider the additive stable…

Random matrices have played an important role in many fields including machine learning, quantum information theory and optimization. One of the main research focuses is on the deviation inequalities for eigenvalues of random matrices.…

We study the distribution of the time-integrated current in an exactly-solvable toy model of heat conduction, both analytically and numerically. The simplicity of the model allows us to derive the full current large deviation function and…

In this paper, we investigate the asymptotic behavior of supercritical branching Markov processes $\{\mathbb{X}_t, t \ge0\}$ whose spatial motions are L\'evy processes with regularly varying tails. Recently, Ren et al. [Appl. Probab. 61…

In this paper, we study a Galton-Watson process $(Z_n)$ with infinitely many types in a random ergodic environment $\bar{\xi}=(\xi_n)_{n\geq 0}$. We focus on the supercritical regime of the process, where the quenched average of the size of…

We study the large deviations of additive quantities, such as energy or current, in stochastic processes with intermittent reset. Via a mapping from a discrete-time reset process to the Poland-Scheraga model for DNA denaturation, we derive…

We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…

We give two examples of periodic Gaussian processes, having entropy numbers of exactly same order but radically different small deviations. Our construction is based on classical Knopp's result yielding of existence of continuous nowhere…

We study current fluctuations in lattice gases in the hydrodynamic scaling limit. More precisely, we prove a large deviation principle for the empirical current in the symmetric simple exclusion process with rate functional I. We then…

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…

We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…

The goal of this paper is to go further in the analysis of the behavior of the number of descents in a random permutation. Via two different approaches relying on a suitable martingale decomposition or on the Irwin-Hall distribution, we…

We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…

We study the statistics, in stationary conditions, of the work $W_\tau$ done by the active force in different systems of self-propelled particles in a time $\tau$. We show the existence of a critical value $W_\tau ^\dag$ such that…

We extend results of Zeitouni-Zelditch on large deviations principles for zeros of Gaussian random polynomials $s$ in one complex variable to certain non-Gaussian ensembles that we call $P(\phi)_2$ random polynomials. The probability…

We examine the population growth system called Q-processes. This is defined by the Galton-Watson Branching system conditioned on non-extinction of its trajectory in the remote future. In this paper we observe the total progeny up to time…

In a discrete-time setting, we consider an arrival process $\left\{\xi_n \, \middle| \, n = 1, 2, \ldots \right\}$, which models the occurrence of events, and a corresponding point process $\left\{H_n \, \middle| \, n = 1, 2, \ldots…

Branching Processes in a Random Environment (BPREs) $(Z_n:n\geq0)$ are a generalization of Galton Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. We determine here the upper large…