Large Deviations of the Front in a one dimensional model of $X+Y \to 2X$
Abstract
We investigate the probabilities of large deviations for the position of the front in a stochastic model of the reaction on the integer lattice in which particles do not move while particles move as independent simple continuous time random walks of total jump rate . For a wide class of initial conditions, we prove that a large deviations principle holds and we show that the zero set of the rate function is the interval , where is the velocity of the front given by the law of large numbers. We also give more precise estimates for the rate of decay of the slowdown probabilities. Our results indicate a gapless property of the generator of the process as seen from the front, as it happens in the context of nonlinear diffusion equations describing the propagation of a pulled front into an unstable state.
Keywords
Cite
@article{arxiv.0807.2349,
title = {Large Deviations of the Front in a one dimensional model of $X+Y \to 2X$},
author = {Jean Bérard and Alejandro Ramírez},
journal= {arXiv preprint arXiv:0807.2349},
year = {2008}
}