We study the large deviations and the central limit theorem for the occupation time functional of a Poisson system of independent Brownian particles in , extending the results of Cox and Griffeath (1984) to functional spaces. In the lower (recurrent) dimensions d = 1, 2 we have critical orders T...

This paper studies the dynamic entropic repulsion for the Ginzburg-Landau [backward difference][phi] interface model on the wall. Depending on the lattice dimension d, the interface is repelled as t--[infinity] to for d=3 and logt for d=2. In the harmonic case with a quadratic interaction...

We study the existence of first derivatives with respect to the initial condition of the solution of a finite system of SDEs with reflection. We prove that such derivatives evolve according to a linear differential equation when the process is away from the boundary and that they are projected...

We consider the anharmonic crystal, or lattice massless field, with 0-boundary conditions outside and N a large natural number, that is the finite volume Gibbs measure on for every x[negated set membership]DN} with Hamiltonian [summation operator]x~yV([phi]x-[phi]y), V a strictly convex even...

Let be i.i.d. -valued random variables. We prove partial moderate deviation principles for self-normalized partial sums subject to minimal moment assumptions. Applications to the self-normalized law of the iterated logarithm are also discussed.

Let (Xi,Ui) be i.i.d., Xi real valued and Ui vector valued, bounded random variables or governed by a finite state Markov chain. Assuming that E[X]<0 and P(X> 0) 0, central limit theorems are derived for [Sigma]iUi on segments conditioned that [Sigma]iXi is increasingly high, going to +[infinity]. While...</0>

We show that the large deviation principle with respect to the weak topology holds for the empirical measure of any stationary continuous-time Gaussian process with continuous vanishing at infinity spectral density. We also point out that large deviation principle might fail in both continuous...

For {Xi}i = 1 a sequence of i.i.d. random variables taking values in a Polish space [Sigma] with distribution [mu], we obtain large and moderate deviation principles for the processes {n-1 [Sigma][nt]i = 1 [delta]Xi; t = 0}n = 1 and {n-1/2 [Sigma][nt]i = 1 ([delta]Xi - [mu]); t = 0}n = 1,...

The large deviation principle is known to hold for the empirical measures (occupation times) of Polish space valued random variables and for the empirical means of Banach space valued random variables under Markov dependence or mixing conditions, and subject to the appropriate exponential tail...