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This work studies a two-time-scale functional system given by two jump-diffusions under the scale separation by a small parameter $\varepsilon \rightarrow 0$. The coefficients of the equations that govern the dynamics of the system depend…

Probability · Mathematics 2022-07-15 André de Oliveira Gomes , Pedro Catuogno

In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…

Probability · Mathematics 2025-12-02 Hongjiang Qian

We give new and explicitly computable examples of Gibbs-non-Gibbs transitions of mean-field type, using the large deviation approach introduced in [4]. These examples include Brownian motion with small variance and related diffusion…

Probability · Mathematics 2012-12-05 Frank Redig , Feijia Wang

Motivated by the recent work of Benjamini, Haggstrom, Peres, and Steif (2003) on dynamical random walks, we: Prove that, after a suitable normalization, the dynamical Gaussian walk converges weakly to the Ornstein-Uhlenbeck process in…

Probability · Mathematics 2007-05-23 D. Khoshnevisan , D. A. Levin , P. J. Mendez-Hernandez

A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…

Probability · Mathematics 2007-06-13 Hacene Djellout , Arnaud Guillin , Liming Wu

We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Gemunu H. Gunaratne , Joseph L. McCauley , Matthew Nicol , Andrei Torok

We study the Glauber dynamics for the Ising model on the complete graph, also known as the Curie-Weiss Model. For beta < 1, we prove that the dynamics exhibits a cut-off: the distance to stationarity drops from near 1 to near 0 in a window…

Probability · Mathematics 2007-12-11 David A. Levin , Malwina J. Luczak , Yuval Peres

Driven particles in presence of crowded environment, obstacles or kinetic constraints often exhibit negative differential mobility (NDM) due to their decreased dynamical activity. We propose a new mechanism for complex many-particle systems…

Statistical Mechanics · Physics 2018-06-06 Amit Kumar Chatterjee , Urna Basu , P. K. Mohanty

The damped random walk (DRW) model is increasingly used to model the variability in quasar optical light curves, but it is still uncertain whether the DRW model provides an adequate description of quasar optical variability across all time…

Cosmology and Nongalactic Astrophysics · Physics 2013-02-25 Ying Zu , C. S. Kochanek , Szymon Kozłowski , Andrzej Udalski

Assuming a large-scale homogeneous magnetic field, we follow the covariant and gauge-invariant approach used by Tsagas and Barrow to describe the evolution of density and magnetic field inhomogeneities and curvature perturbations in a…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Stacey Hobbs , Peter K. S. Dunsby

We establish Cram\'er-type moderate deviation theorems for sums of locally dependent random variables and combinatorial central limit theorems. Under some mild exponential moment conditions, optimal error bounds and convergence ranges are…

Probability · Mathematics 2021-12-22 Song-Hao Liu , Zhuo-Song Zhang

The influence of an externally applied magnetic field upon classic cubic quintic dissipative solitons is investigated using both exact simulations and a Lagrangian technique. The basic approach is to use a spatially inhomogeneous magnetic…

Optics · Physics 2007-05-23 A. D. Boardman , Larry Velasco

In this paper, we obtain a large and moderate deviation principle for the law of the maximum of a random Dyck path. Our result extend the results of Chung, Kennedy, Kaigh and Khorunzhiy and Marckert.

Probability · Mathematics 2011-07-19 Termeh Kousha

We propose a new class of finite element approximations to ideal compressible magnetohydrodynamic equations in smooth regime. Following variational approximations developed for fluid models in the last decade, our discretizations are built…

Numerical Analysis · Mathematics 2024-02-29 Valentin Carlier , Martin Campos-Pinto

We define a multi-group version of the mean-field spin model, also called Curie-Weiss model. It is known that, in the high temperature regime of this model, a central limit theorem holds for the vector of suitably scaled group…

Probability · Mathematics 2022-08-09 Michael Fleermann , Werner Kirsch , Gabor Toth

We study the metastable minima of the Curie-Weiss Potts model with three states, as a function of the inverse temperature, and for arbitrary vector-valued external fields. Extending the classic work of Ellis/Wang and Wang we use singularity…

Mathematical Physics · Physics 2020-08-26 Christof Kuelske , Daniel Meissner

It is well-established that Whitham's modulation equations approximate the dynamics of slowly varying periodic wave trains in dispersive systems. We are interested in its validity in dissipative systems with a conservation law. The…

Analysis of PDEs · Mathematics 2024-09-24 Tobias Haas , Björn de Rijk , Guido Schneider

Directed motion of domain walls (DWs) in a classical biaxial ferromagnet placed under the influence of periodic unbiased external magnetic fields is investigated. Using the symmetry approach developed in this article the necessary…

Pattern Formation and Solitons · Physics 2011-02-15 Yaroslav Zolotaryuk , Maxim M. Osmanov

We study the thermodynamic properties of the generalized non-convex multispecies Curie-Weiss model, where interactions among different types of particles (forming the species) are encoded in a generic matrix. For spins with a generic prior…

Mathematical Physics · Physics 2025-02-28 Francesco Camilli , Emanuele Mingione , Godwin Osabutey

We provide a proof of mean-field convergence of first-order dissipative or conservative dynamics of particles with Riesz-type singular interaction (the model interaction is an inverse power $s$ of the distance for any $0<s<d$) when assuming…

Analysis of PDEs · Mathematics 2022-07-29 Quoc Hung Nguyen , Matthew Rosenzweig , Sylvia Serfaty
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