Multidimensional strong large deviation results
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DOI: 10.1007/s00184-017-0621-4
Abstract: We establish strong large deviation results for an arbitrary sequence of random vectors under some assumptions on the normalized cumulant generating function. In other words, we give asymptotic approximations for a multivariate tail probability of… read more here.
Keywords: strong large; large deviation; deviation results; multidimensional strong ... See more keywords
Coarsening Model on $${\mathbb{Z}^{d}}$$Zd with Biased Zero-Energy Flips and an Exponential Large Deviation Bound for ASEP
Sign Up to like & getrecommendations! Published in 2017 at "Communications in Mathematical Physics"
DOI: 10.1007/s00220-018-3180-2
Abstract: We study the coarsening model (zero-temperature Ising Glauber dynamics) on $${\mathbb{Z}^{d}}$$Zd (for $${d \geq 2}$$d≥2) with an asymmetric tie-breaking rule. This is a Markov process on the state space $${\{-1,+1\}^{{\mathbb{Z}}^d}}$${-1,+1}Zd of “spin configurations” in which… read more here.
Keywords: coarsening model; mathbb; exponential large; large deviation ... See more keywords
The Large Deviation Principle for Interacting Dynamical Systems on Random Graphs
Sign Up to like & getrecommendations! Published in 2022 at "Communications in Mathematical Physics"
DOI: 10.1007/s00220-022-04312-1
Abstract: Using the weak convergence approach to large deviations, we formulate and prove the large deviation principle (LDP) for W-random graphs in the cut-norm topology. This generalizes the LDP for Erdős-R{\' e}nyi random graphs by Chatterjee… read more here.
Keywords: principle; dynamical systems; large deviation; random graphs ... See more keywords
Density Large Deviations for Multidimensional Stochastic Hyperbolic Conservation Laws
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DOI: 10.1007/s10955-017-1935-3
Abstract: We investigate the density large deviation function for a multidimensional conservation law in the vanishing viscosity limit, when the probability concentrates on weak solutions of a hyperbolic conservation law. When the mobility and diffusivity matrices… read more here.
Keywords: conservation; density; density large; large deviation ... See more keywords
The large deviation results for the nonlinear regression model with dependent errors
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DOI: 10.1007/s11749-016-0509-z
Abstract: In this paper, we investigate the least squares (LS) estimator of the nonlinear regression model based on the extended negatively dependent errors which are widely dependent structures. Under the general conditions, we establish some large… read more here.
Keywords: regression; deviation results; regression model; large deviation ... See more keywords
Large deviation principle for random variables under sublinear expectations on Rd
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2020.124110
Abstract: Abstract In this paper, we obtain the large deviation principle for random variables in sublinear expectation spaces taking values in R d , which do not have to satisfy the independent identical distributed condition. We… read more here.
Keywords: random variables; variables sublinear; deviation principle; random ... See more keywords
Numerical computation of rare events via large deviation theory.
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DOI: 10.1063/1.5084025
Abstract: An overview of rare event algorithms based on large deviation theory (LDT) is presented. It covers a range of numerical schemes to compute the large deviation minimizer in various setups and discusses best practices, common… read more here.
Keywords: deviation; numerical computation; computation rare; deviation theory ... See more keywords
Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories
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DOI: 10.1088/1367-2630/abd50e
Abstract: Extensive time-series encoding the position of particles such as viruses, vesicles, or individual proteins are routinely garnered in single-particle tracking experiments or supercomputing studies. They contain vital clues on how viruses spread or drugs may… read more here.
Keywords: time series; deviation statistics; time; large deviation ... See more keywords
Large deviation for additive functionals of symmetric Markov processes
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DOI: 10.1090/tran/8039
Abstract: In this paper, we establish a large deviation principle for pairs of continuous and purely discontinuous additive functionals of symmetric Borel right processes on Lusin spaces. We also establish compact embedding results for the extended… read more here.
Keywords: large deviation; additive functionals; functionals symmetric; markov processes ... See more keywords
Large Deviation Principle for Random Permutations
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DOI: 10.1093/imrn/rnad096
Abstract: We derive a large deviation principle for random permutations induced by probability measures of the unit square, called permutons. These permutations are called $\mu $-random permutations. We also introduce and study a new general class… read more here.
Keywords: large deviation; deviation principle; random permutations; principle random ... See more keywords
Lee-Yang theory, high cumulants, and large-deviation statistics of the magnetization in the Ising model
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DOI: 10.1103/physrevb.102.174418
Abstract: The authors determine the Lee-Yang zeros of an Ising spin lattice in one, two, and three dimensions from the thermodynamic fluctuations that are inherent to critical regions. They can thereby predict the critical behavior of… read more here.
Keywords: statistics magnetization; deviation statistics; large deviation; lee yang ... See more keywords