Large deviations of sums of independent random variables
Large deviations of the first passage time for a random walk with semiexponentially distributed jumps.
Large deviations of U-empirical measures in strong topologies and applications
Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
We establish a Large Deviations Principle for diffusions with Lipschitz continuous oblique reflections on regular domains. The rate functional is given as the value function of a control problem and is proved to be good. The proof is based on a viscosity solution approach. The idea consists in interpreting the probabilities as the solutions to some PDEs, make the logarithmic transform, pass to the limit, and then identify the action functional as the solution of the limiting equation.
Large deviations upper bounds and central limit theorems for non-commutative functionals of gaussian large random matrices
Large population limit and time behaviour of a stochastic particle model describing an age-structured population
We study a continuous-time discrete population structured by a vector of ages. Individuals reproduce asexually, age and die. The death rate takes interactions into account. Adapting the approach of Fournier and Méléard, we show that in a large population limit, the microscopic process converges to the measure-valued solution of an equation that generalizes the McKendrick-Von Foerster and Gurtin-McCamy PDEs in demography. The large deviations associated with this convergence are studied. The upper-bound...
Large systems of path-repellent Brownian motions in a trap at positive temperature.
Last passage percolation in macroscopically inhomogeneous media.
Laws of the iterated logarithm for the brownian snake
Likely path to extinction in simple branching models with large initial population.
Limit laws for the energy of a charged polymer
In this paper we obtain the central limit theorems, moderate deviations and the laws of the iterated logarithm for the energy Hn=∑1≤j<k≤nωjωk1{Sj=Sk} of the polymer {S1, …, Sn} equipped with random electrical charges {ω1, …, ωn}. Our approach is based on comparison of the moments between Hn and the self-intersection local time Qn=∑1≤j<k≤n1{Sj=Sk} run by the d-dimensional random walk {Sk}. As partially needed for our main objective and partially motivated by their independent interest,...
Limit theorem in the space of continuous functions for the Dirichlet polynomial related with the Riemann zeta-funtion
A limit theorem in the space of continuous functions for the Dirichlet polynomialwhere denote the coefficients of the Dirichlet series expansion of the function in the half-plane
Limit theorems for self-normalized large deviation.
Limit theorems in the boundary hitting problem for a multidimensional random walk.
Linear speed large deviations for percolation clusters.
Long-time behavior of solutions to a class of quasilinear parabolic equations with random coefficients
Lower deviation probabilities for supercritical Galton–Watson processes
Lower large deviations and laws of large numbers for maximal flows through a box in first passage percolation
We consider the standard first passage percolation model in ℤd for d≥2. We are interested in two quantities, the maximal flow τ between the lower half and the upper half of the box, and the maximal flow ϕ between the top and the bottom of the box. A standard subadditive argument yields the law of large numbers for τ in rational directions. Kesten and Zhang have proved the law of large numbers for τ and ϕ when the sides of the box are parallel to the coordinate hyperplanes: the two variables grow...
Lower large deviations for the maximal flow through tilted cylinders in two-dimensional first passage percolation
Equip the edges of the lattice ℤ2 with i.i.d. random capacities. A law of large numbers is known for the maximal flow crossing a rectangle in ℝ2 when the side lengths of the rectangle go to infinity. We prove that the lower large deviations are of surface order, and we prove the corresponding large deviation principle from below. This extends and improves previous large deviations results of Grimmett and Kesten [9] obtained for boxes of particular orientation.
Lyapunov exponents for the one-dimensional parabolic Anderson model with drift.