English

Large Deviations of the Front in a one dimensional model of $X+Y \to 2X$

Probability 2008-07-16 v1

Abstract

We investigate the probabilities of large deviations for the position of the front in a stochastic model of the reaction X+Y2XX+Y \to 2X on the integer lattice in which YY particles do not move while XX particles move as independent simple continuous time random walks of total jump rate 22. 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 [0,v][0,v], where vv 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}
}