English
Related papers

Related papers: On large deviation regimes for random media models

200 papers

We study the asymptotic behavior of branching diffusion processes in periodic media. For a super-critical branching process, we distinguish two types of behavior for the normalized number of particles in a bounded domain, depending on the…

Probability · Mathematics 2020-03-05 Pratima Hebbar , Leonid Koralov , James Nolen

We study simple models of intermittency, involving switching between two states, within the dynamical large-deviation formalism. Singularities appear in the formalism when switching is cooperative, or when its basic timescale diverges. In…

Statistical Mechanics · Physics 2018-06-13 Stephen Whitelam

In this paper, we show that the first passage time in the frog model on $\Z^d$ with $d\geq 2$ has a sublinear variance. This implies that the central limit theorem does not holds at least with the standard diffusive scaling. The proof is…

Probability · Mathematics 2019-06-18 Van Hao Can , Shuta Nakajima

We consider oriented percolation on Z^d times Z_+ whose bond-occupation probability is pD(...), where p is the percolation parameter and D is a probability distribution on Z^d. Suppose that D(x) decays as |x|^{-d-\alpha} for some \alpha>0.…

Probability · Mathematics 2007-08-21 Lung-Chi Chen , Akira Sakai

In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…

Probability · Mathematics 2009-08-21 Henrik Hult , Gennady Samorodnitsky

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…

Statistical Mechanics · Physics 2018-04-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

We consider the first passage percolation model on $\mathbf{Z}^2$. In this model, we assign independently to each edge $e$ a passage time $t(e)$ with a common distribution $F$. Let $T(u,v)$ be the passage time from $u$ to $v$. In this…

Probability · Mathematics 2011-11-10 Yu Zhang

We introduce and study a class of abstract continuous action minimization problems that generalize continuous first and last passage percolation. In this class of models a limit shape exists. Our main result provides a framework under which…

Probability · Mathematics 2024-06-17 Yuri Bakhtin , Douglas Dow

Subdiffusive motion of tracer particles in complex crowded environments, such as biological cells, has been shown to be widepsread. This deviation from brownian motion is usually characterized by a sublinear time dependence of the mean…

Statistical Mechanics · Physics 2009-11-13 S. Condamin , V. Tejedor , R. Voituriez , O. Benichou , J. Klafter

We consider a last-passage directed percolation model in $Z_+^2$, with i.i.d. weights whose common distribution has a finite $(2+p)$th moment. We study the fluctuations of the passage time from the origin to the point $\big(n,n^{\lfloor a…

Probability · Mathematics 2007-05-23 Thierry Bodineau , James B. Martin

The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…

Statistical Mechanics · Physics 2009-08-20 Hugo Touchette

This article studies several properties of the half-space last passage percolation, in particular the two-time covariance. We show that, when the two end-points are at small macroscopic distance, then the first order correction to the…

Mathematical Physics · Physics 2022-04-15 Patrik L. Ferrari , Alessandra Occelli

Directed last passage percolation models on the plane, where one studies the weight as well as the geometry of optimizing paths (called polymers) in a field of i.i.d. weights, are paradigm examples of models in the KPZ universality class.…

Probability · Mathematics 2017-11-01 Riddhipratim Basu , Shirshendu Ganguly , Allan Sly

In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We…

Probability · Mathematics 2020-09-15 Thomas Mikosch , Igor Rodionov

We consider a model of the Riemann zeta function on the critical axis and study its maximum over intervals of length $(\log T)^{\theta}$, where $\theta$ is either fixed or tends to zero at a suitable rate. It is shown that the deterministic…

Probability · Mathematics 2022-10-26 Louis-Pierre Arguin , Guillaume Dubach , Lisa Hartung

We study the effects of mobility on two crucial characteristics in multi-scale dynamic networks: percolation and connection times. Our analysis provides insights into the question, to what extent long-time averages are well-approximated by…

Probability · Mathematics 2021-03-05 Christian Hirsch , Benedikt Jahnel , Elie Cali

In a variety of problems in pure and applied probability, it is of relevant to study the large exceedance probabilities of the perpetuity sequence $Y_n := B_1 + A_1 B_2 + \cdots + (A_1 \cdots A_{n-1}) B_n$, where $(A_i,B_i) \subset…

Probability · Mathematics 2014-12-01 Dariusz Buraczewski , Jeffrey F. Collamore , Ewa Damek , Jacek Zienkiewicz

Given a super-critical Galton-Watson process $\{Z_n\}$ and a positive sequence $\{\epsilon_n\}$, we study the limiting behaviors of $P(S_{Z_n}/Z_n\geq\epsilon_n)$ and $P(S_{Z_n}/m^n\geq\epsilon_n) $ with sums $S_{n}$ of i.i.d. random…

Probability · Mathematics 2015-08-31 Hui He

We investigate Bayes posterior distributions in high-dimensional generalized linear models (GLMs) under the proportional asymptotics regime, where the number of features and samples diverge at a comparable rate. Specifically, we…

Statistics Theory · Mathematics 2026-01-05 Manuel Sáenz , Pragya Sur
‹ Prev 1 4 5 6 7 8 10 Next ›