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7 papers · 2 filters
Large deviation results for triangular arrays of semiexponential random variables
Thierry Klein, Agnès Lagnoux, Pierre Petit
Asymptotics deviation probabilities of the sum S n = X 1 + + X n of independent and identically distributed real-valued random variables have been extens…
Variational methods for a singular SPDE yielding the universality of the magnetization ripple
Radu Ignat, Felix Otto, Tobias Ried +1
The magnetization ripple is a microstructure formed in thin ferromagnetic films. It can be described by minimizers of a nonconvex energy functional leading to a nonlocal and nonlin…
Fisher-KPP equation with small data and the extremal process of branching Brownian motion
Leonid Mytnik, Jean-Michel Roquejoffre, Lenya Ryzhik
We consider the limiting extremal process of the particles of the binary branching Brownian motion. We show that after a shift by the logarithm of the derivative mar…
Sum rules via large deviations: extension to polynomial potentials and the multi-cut regime
Fabrice Gamboa, Jan Nagel, Alain Rouault
A sum rule is an identity connecting the entropy of a measure with coefficients involved in the construction of its orthogonal polynomials (Jacobi coefficients). Our paper is an ex…
Seneta-Heyde norming for branching random walks with -stable spine
Pierre Boutaud, Pascal Maillard
We consider branching random walks with a spine in the domain of attraction of an -stable Lévy process. For this process, the classical derivative martingale in general degenera…
Large Deviation Principles via Spherical Integrals
Serban Belinschi, Alice Guionnet, Jiaoyang Huang
In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical…