Related papers: Large deviations for a random speed particle
We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…
The dynamics of particles in turbulence when the particle-size is larger than the dissipative scale of the carrier flow is studied. Recent experiments have highlighted signatures of particles finiteness on their statistical properties,…
When a binary fluid demixes under a slow temperature ramp, nucleation, coarsening and sedimentation of droplets lead to an oscillatory evolution of the phase separating system. The advection of the sedimenting droplets is found to be…
This article examines large time behaviour of finite state mean-field interacting particle systems. Our first main result is a sharp estimate (in the exponential scale) on the time required for convergence of the empirical measure process…
We formulate the first order Fermi acceleration in parallel shock waves in terms of the random walk theory. The formulation is applicable to any value of the shock speed and the particle speed, in particular to the acceleration in…
When very small particles are suspended in a fluid in motion, they tend to follow the flow. How such tracer particles are mixed, transported, and dispersed by turbulent flow has been successfully described by statistical models. Heavy…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
We show that the displacement and translation distance of non-elementary random walks on isometry groups of hyperbolic spaces satisfy large deviation principles with the same rate function $I$. Roughly, this means that there exists function…
We discuss and compare several geometric structures which imply an upper bound to the acceleration of a particle measured in its rest system. While all of them have the same implications on the motion of a point particle, they differ in…
The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast enough. If they do not, the large deviations change…
Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…
We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…
Using a time-averaging technique we obtain exactly the probability distribution for position and velocity of a Brownian particle under the influence of two heat baths at different temperatures. These baths are expressed by a white noise…
The effect of different possible kinds of motion of the exciting walls (cyclic, random, ...) is investigated on the dynamics of a granular dissipative gas. It is shown that the real distribution of speed of the wall which interact with the…
The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…
We consider a family of positive operator valued measures associated with representations of compact connected Lie groups. For many independent copies of a single state and a tensor power representation we show that the observed probability…
We prove large deviations principles for spectral measures of perturbed (or spiked) matrix models in the direction of an eigenvector of the perturbation. In each model under study, we provide two approaches, one of which relying on large…
Consider the model where particles are initially distributed on $\mathbb{Z}^d, \, d\geq 2$, according to a Poisson point process of intensity $\lambda>0$, and are moving in continuous time as independent simple symmetric random walks. We…