Related papers: On large deviation regimes for random media models

The influences of restitution coefficient, $e_n$, inter-particle friction, $\mu$, and size ratio, $R$, on gravity-driven percolation of fine particles through static beds of larger particles in the free-sifting regime ($R \gtrsim 6.5$)…

We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…

A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…

We analyse large deviations of time-averaged quantities in stochastic processes with long-range memory, where the dynamics at time t depends itself on the value q_t of the time-averaged quantity. First we consider the elephant random walk…

We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximum deviation (calculated over a given time interval) between…

We prove lower large deviations for geometric functionals in sparse, critical and dense regimes. Our results are tailored for functionals with nonexisting exponential moments, for which standard large deviation theory is not applicable. The…

The multifractal characterization of the distribution over disorder of the mean first-passage time in a finite chain is revisited. Both, absorbing-absorbing and reflecting-absorbing boundaries are considered. Two models of dichotomic…

We consider multiclass feedforward queueing networks with first in first out and priority service disciplines at the nodes, and class dependent deterministic routing between nodes. The random behavior of the network is constructed from…

We adjust the classical random waypoint mobility model used in the study of telecommunication networks to a more realistic setting by allowing participants of the network to return to popular places and individual homes. We show that the…

Consider the first passage percolation model on ${\bf Z}^d$ for $d\geq 2$. In this model we assign independently to each edge the value zero with probability $p$ and the value one with probability $1-p$. We denote by $T({\bf 0}, v)$ the…

In this paper we compare and contrast the behavior of the posterior predictive distribution to the risk of the maximum a posteriori estimator for the random features regression model in the overparameterized regime. We will focus on the…

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…

We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…

We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow…

We consider the vacant set of random interlacements on Z^d, with d bigger or equal to 3, in the percolative regime. Motivated by the large deviation principles obtained in our recent work arXiv:1304.7477, we investigate the asymptotic…

We study a class of high-frequency path functionals for diffusions with singular thresholds or boundaries, where the process exhibits either (i) skweness, oscillating coefficients, and stickiness, or (ii) sticky reflection. The functionals…

Multiplicity fluctuations of intermediate-mass fragments are studied with the percolation model. It is shown that super-Poissonian fluctuations occur near the percolation transition and that this behavior is associated with the…

The properties of the mean first passage time in a system characterized by multiple periodic attractors are studied. Using a transformation from a high dimensional space to 1D, the problem is reduced to a stochastic process along the path…

This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…

In this paper, we study stochastic volatility models in regimes where the maturity is small, but large compared to the mean-reversion time of the stochastic volatility factor. The problem falls in the class of averaging/homogenization…