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Related papers: Large deviations for a random speed particle

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We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…

Probability · Mathematics 2018-11-06 Christoph H. Lampert , Liva Ralaivola , Alexander Zimin

The random flights are (continuous time) random walkswith finite velocity. Often, these models describe the stochastic motions arising in biology. In this paper we study the large time asymptotic behavior of random flights. We prove the…

Probability · Mathematics 2012-11-30 Alessandro De Gregorio , Claudio Macci

In a physical system, changing parameters such as temperature can induce a phase transition: an abrupt change from one state of matter to another. Analogous phenomena have recently been observed in large language models. Typically, the task…

Machine Learning · Computer Science 2024-05-28 Julian Arnold , Flemming Holtorf , Frank Schäfer , Niels Lörch

Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…

Probability · Mathematics 2021-01-01 Amarjit Budhiraja , Michael Conroy

We study the dispersion of a particle whose motion dynamics can be described by a forced velocity jump process. To investigate large deviations results, we study the Chapman-Kolmogorov equation of this process in the hyperbolic scaling…

Analysis of PDEs · Mathematics 2017-10-31 Nils Caillerie

Direct numerical simulations are used to investigate the individual dynamics of large spherical particles suspended in a developed homogeneous turbulent flow. A definition of the direction of the particle motion relative to the surrounding…

Fluid Dynamics · Physics 2015-06-16 Mamadou Cisse , Holger Homann , Jeremie Bec

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

Probability · Mathematics 2022-05-24 Shuo Yan

The connection between absorbing boundary conditions and hard walls is well established in the mathematical literature for a variety of stochastic models, including for instance the Brownian motion. In this paper we explore this duality for…

Statistical Mechanics · Physics 2024-05-24 Mathis Guéneau , Léo Touzo

We study a system of N particles with logarithmic, Coulomb or Riesz pairwise interactions, confined by an external potential. We examine a microscopic quantity, the tagged empirical field, for which we prove a large deviation principle at…

Probability · Mathematics 2017-05-11 Thomas Leblé , Sylvia Serfaty

This article studies large and local large deviations for sums of i.i.d. real-valued random variables in the domain of attraction of an $\alpha$-stable law, $\alpha\in (0,2]$, with emphasis on the case $\alpha=2$. There are two different…

Probability · Mathematics 2023-10-11 Quentin Berger , Matthias Birkner , Linglong Yuan

We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…

Soft Condensed Matter · Physics 2025-10-01 Tayeb Jamali

We consider a gas of point particles moving on the one-dimensional line with a hard-core inter-particle interaction that prevents particle crossings --- this is usually referred to as single-file motion. The individual particle dynamics can…

Statistical Mechanics · Physics 2016-11-15 Sanjib Sabhapandit , Abhishek Dhar

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

In this paper we study a random walk in a one-dimensional dynamic random environment consisting of a collection of independent particles performing simple symmetric random walks in a Poisson equilibrium with density $\rho \in (0,\infty)$.…

We present an experimental investigation of the statistical properties of spherical granular particles on an inclined plane that are excited by an oscillating side-wall. The data is obtained by high-speed imaging and particle tracking…

Soft Condensed Matter · Physics 2009-11-07 Daniel L. Blair , A. Kudrolli

We study the hydrodynamic coupling between particles and solid, rough boundaries characterized by random surface textures. Using the Lorentz reciprocal theorem, we derive analytical expressions for the grand mobility tensor of a spherical…

Fluid Dynamics · Physics 2020-08-27 Christina Kurzthaler , Lailai Zhu , Amir A. Pahlavan , Howard A. Stone

We report on random errors in kinetic temperature measurements due to finite spatial resolution in particle tracking velocimetry. Using simulated data, we isolate the error caused by finite spatial resolution from other sources of…

Plasma Physics · Physics 2025-12-18 Anton Kananovich , Parth Mehrotra , Surabhi Jaiswal

We prove large deviations principles in large time, for the Brownian occupation time in random scenery. The random scenery is constant on unit cubes, and consist of i.i.d. bounded variables, independent of the Brownian motion. This model is…

Probability · Mathematics 2007-05-23 A. Asselah , F. Castell

We investigate the long time behavior of a passive particle evolving in a one-dimensional diffusive random environment, with diffusion constant $D$. We consider two cases: (a) The particle is pulled forward by a small external constant…

Statistical Mechanics · Physics 2018-04-16 François Huveneers

We study a Schilder-type large deviation principle for sticky-reflected Brownian motion with boundary diffusion, both at the static and sample path level in the short-time limit. A sharp transition for the rate function occurs, depending on…

Analysis of PDEs · Mathematics 2025-01-22 Jean-Baptiste Casteras , Leonard Monsaingeon , Luca Nenna