Related papers: Large Deviations for the solution of a Kac-type ki…
We investigate the large deviation behaviour of a point process sequence based on a stationary symmetric stable non-Gaussian discrete-parameter random field using the framework of Hult and Samorodnitsky (2010). Depending on the ergodic…
In this paper we consider the Cauchy problem for multidimensional elliptic equations in a cylindrical domain. The method of spectral expansion in eigenfunctions of the Cauchy problem for equations with deviating argument establishes a…
A dynamic crack tip equation of motion is proposed based on the autonomy of the near-tip nonlinear zone of scale $\ell_{nl}$, symmetry principles, causality and scaling arguments. Causality implies that the asymptotic linear-elastic fields…
We consider the long-term evolution of an inhomogeneous long-range interacting $N$-body system. Placing ourselves in the dynamically hot limit, i.e. neglecting collective effects, we derive a large deviation principle for the system's…
In this paper we consider the Allen-Cahn equation perturbed by a stochastic flux term and prove a large deviation principle. Using an associated stochastic flow of diffeomorphisms the equation can be transformed to a parabolic partial…
The large deviation principle in the small noise limit is derived for solutions of possibly degenerate It\^o stochastic differential equations with predictable coefficients, which may depend also on the large deviation parameter. The result…
We study a class of dissipative PDE's perturbed by a bounded random kick force. It is assumed that the random force is non-degenerate, so that the Markov process obtained by the restriction of solutions to integer times has a unique…
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…
We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…
We consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages $\frac{1}{|\Lambda|} \sum_{i\in\Lambda} X_i$, where the $X_i$'s are copies of a…
We study a system of interacting particles that randomly react to form new particles. The reaction flux is the rescaled number of reactions that take place in a time interval. We prove a dynamic large-deviation principle for the reaction…
This work is the first attempt to treat partial differential equations with discrete (concentrated) state-dependent delay. The main idea is to approximate the discrete delay term by a sequence of distributed delay terms (all with…
We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.
We provide Large Deviation estimates for the bridge of a $d$-dimensional general diffusion process as the conditioning time tends to $0$ and apply these results to the evaluation of the asymptotics of its exit time probabilities. We are…
In a view for a simple model where natural selection at the individual level is confronted to selection effects at the group level, we consider some individual-based models of some large population subdivided into a large number of groups.…
In the standard formulation of the occupancy problem one considers the distribution of r balls in n cells, with each ball assigned independently to a given cell with probability 1/n. Although closed form expressions can be given for the…
The paper deals with the explicit calculus and the properties of the fundamental solution K of a parabolic operator related to a semilinear equation that models reaction diffusion systems with excitable kinetics. The initial value problem…
We study the asymptotic behaviour of solutions of a class of linear non-local measure-valued differential equations with time delay. Our main result states that the solutions asymptotically exhibit a parabolic like behaviour in the large…
In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…
The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…