Related papers: Large deviations for renewal processes

Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary…

We present a general technique for computing large deviations of nonlinear functions of independent Bernoulli random variables. The method is applied to compute the large deviation rate functions for subgraph counts in sparse random graphs.…

We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to…

Consider an intersection measure $\ell_t ^{\mathrm{IS}}$ of $p$ independent (possibly different) $m$-symmetric Hunt processes up to time $t$ in a metric measure space $E$ with a Radon measure $m$. We derive a Donsker-Varadhan type large…

In the framework of Harnack type Dirichlet forms, we prove a large deviation principle for the asymptotics of reversible Markov processes with rate function given by the energy of the paths.

Large deviations for the local time of a process $X_t$ are investigated, where $X_t=x_i$ for $t \in [S_{i-1},S_i[$ and $(x_j)$ are i.i.d.\ random variables on a Polish space, $S_j$ is the $j$-th arrival time of a renewal process depending…

We consider random walk with bounded jumps on a hypercubic lattice of arbitrary dimension in a dynamic random environment. The environment is temporally independent and spatially translation invariant. We study the rate functions of the…

In Ref. [1] the author has recently established sharp large deviation principles for cumulative rewards associated with a discrete-time renewal model, supposing that each renewal involves a broad-sense reward taking values in a separable…

We investigate an additive perturbation of a complex Wishart random matrix and prove that a large deviation principle holds for the spectral measures. The rate function is associated to a vector equilibrium problem coming from logarithmic…

The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-reward processes. These processes cumulate independent random…

We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…

The fractional Poisson process has recently attracted experts from several fields of study. Its natural generalization of the ordinary Poisson process made the model more appealing for real-world applications. In this paper, we generalized…

We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…

We consider two different proposals to generate a time series with the same non-Poisson distribution of waiting times, to which we refer to as renewal and modulation. We show that, in spite of the apparent statistical equivalence, the two…

We establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on $\mathbb Z^d$. We complement the analysis…

This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…

We introduce and study here a renewal process defined by means of a time-fractional relaxation equation with derivative order $\alpha(t)$ varying with time $t\geq0$. In particular, we use the operator introduced by Scarpi in the Seventies…

The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling…

We obtain the large deviation function for entropy production of the medium and its distribution function for two-site totally asymmetric simple exclusion process(TASEP) and three-state unicyclic network. Since such systems are described…

This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:x_i=0 for i\notin\Lambda, x_i>0 for i\in\Lambda}. The global…