Hydrostatics and dynamical large deviations of boundary driven gradient symmetric exclusion processes

We prove the hydrostatics of boundary driven gradient exclusion processes, Fick’s law and we present a simple proof of the dynamical large deviations principle which holds in any dimension.     

The effect of memory on functional large deviations of infinite moving average processes

The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast enough. If they do not, the large deviations change dramatically. We study this phenomenon in the context of functional large, moderate and huge deviation principles.     

On operator-valued spherical functions

We consider the equation

(1)     

On the density of the space of continuous and uniformly continuous functions

For X a metrizable space and (Y,ρ) a metric space, with Y pathwise connected, we compute the density of (C(X,(Y,ρ)),σ)—the space of all continuous functions from X to (Y,ρ), endowed with the supremum metric σ. Also, for (X,d) a metric space and (Y,‖⋅‖) a normed space, we compute the density of (UC((X,d),(Y,ρ)),σ) (the space of all uniformly continuous functions from (X,d) to (Y,ρ), where ρ is the metric induced on Y by ‖⋅‖). We also prove that the latter result extends only partially to the case where (Y,ρ) is an arbitrary pathwise connected metric space.To carry such an investigation out, the notions of generalized compact and generalized totally bounded metric space, introduced by the author and A. Barbati in a former paper, turn out to play a crucial rôle. Moreover, we show that the first-mentioned concept provides a precise characterization of those metrizable spaces which attain their extent.     

On convergence determining and separating classes of functions

Herein, we generalize and extend some standard results on the separation and convergence of probability measures. We use homeomorphism-based methods and work on incomplete metric spaces, Skorokhod spaces, Lusin spaces or general topological spaces. Our contributions are twofold: we dramatically simplify the proofs of several basic results in weak convergence theory and, concurrently, extend these results to apply more immediately in a number of settings, including on Lusin spaces.     

On topological spaces of singular density and minimal weight

We introduce a weakening of the generalized continuum hypothesis, which we will refer to as the prevalent singular cardinals hypothesis, and show it implies that every topological space of density and weight ℵω₁ is not hereditarily Lindelöf.The assumption PSH is very weak, and in fact holds in all currently known models of ZFC.     

On the weak convergence of Wright-Fisher model

We prove that the sequence of stochastic processes obtained from Wright-Fisher models by transforming the time scales and state spaces in the usual way converges weakly to a diffusion process on the time interval [0,∞). Convergence of fixation probabilities and fixation time distributions are obtained as corollaries. These results extend a theorem of Watterson, who proved convergence in distribution to a diffusion at any given single time point for these processes.     

Moderate deviations for a random walk in random scenery

We investigate the cumulative scenery process associated with random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramér’s condition. We prove moderate deviation principles in dimensions d≥2$d\ge 2$, covering all those regimes where rate and speed do not depend on the actual distribution of the scenery. For the case d≥4$d\ge 4$ we even obtain precise asymptotics for the probability of a moderate deviation, extending a classical central limit theorem of Kesten and Spitzer. For d≥3$d\ge 3$, an important ingredient in the proofs are new concentration inequalities for self-intersection local times of random walks, which are of independent interest, whilst for d=2$d=2$ we use a recent moderate deviation result for self-intersection local times, which is due to Bass, Chen and Rosen.     

On large deviations of Kolmogorov-Smirnov-Renyi type statistics

One result of Smirnov's important paper [Uspehi Mat. Nauk.10, 179–206, (in Russian)] yields exponential bounds for the large deviations of his one-sided Smirnov statistic and the two-sided Kolmogorov statistic. In the present paper exponential bounds are given for the large deviations of a wide class of Kolmogorov-Smirnov-Renyi type statistics. As a by-product, exponential bounds for the large deviations of the corresponding limit distributions are obtained.     

On probabilities of large deviations for UH-statistics

Translated from Lietuvos Matematikos Rinkinys, Vol. 35, No. 2, pp. 141–151, April–June, 1995.     

On large deviations for approximations of SDEs

 We establish sufficient conditions under which the rate function for the Euler approximation scheme for a solution of an SDE is close to that for an exact solution.     

On the spectral density function of the Laplacian of a graph

Let X$X$ be a finite graph. Let |V|$\left|V\right|$ be the number of its vertices and d$d$ be its degree. Denote by _F1(X)$F_1\left(X\right)$ its first spectral density function which counts the number of eigenvalues ≤λ²$\le {\lambda }^2$ of the associated Laplace operator. We provide an elementary proof for the estimate _F1(X)(λ)−_F1(X)(0)≤2⋅(|V|−1)⋅d⋅λ$F_1\left(X\right)\left(\lambda \right)-F_1\left(X\right)\left(0\right)\le 2\cdot (\left|V\right|-1)\cdot d\cdot \lambda$ for 0≤λ<1$0\le \lambda <1$ which has already been proved by Friedman (1996) [3] before. We explain how this gives evidence for conjectures about approximating Fuglede–Kadison determinants and L²$L^2$-torsion.     

On large deviations for the parabolic Anderson model

The focus of this article is on the different behavior of large deviations of random functionals associated with the parabolic Anderson model above the mean versus large deviations below the mean. The functionals we treat are the solution u(x, t) to the spatially discrete parabolic Anderson model and a functional A _n which is used in analyzing the a.s. Lyapunov exponent for u(x, t). Both satisfy a “law of large numbers”, with ${\lim_{t\to \infty} \frac{1}{t} \log u(x,t)=\lambda (\kappa)}$ and ${\lim_{n\to \infty} \frac{A_n}{n}=\alpha}$ . We then think of αn and λ(κ)t as being the mean of the respective quantities A _n and log u(t, x). Typically, the large deviations for such functionals exhibits a strong asymmetry; large deviations above the mean take on a different order of magnitude from large deviations below the mean. We develop robust techniques to quantify and explain the differences.     

On deviations and strong asymptotic functions of meromorphic functions of finite lower order

Let f be a transcendental meromorphic function of finite lower order with N(r,f)=S(r,f), and let qν be distinct rational functions, 1?ν?k. For 0<γ<∞ put