Related papers: Large Deviations for the solution of a Kac-type ki…
The large deviation principle is established for the distributions of a class of generalized stochastic porous media equations for both small noise and short time.
A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…
We study the stochastic Allen-Cahn equation driven by a noise term with intensity $\sqrt{\varepsilon}$ and correlation length $\delta$ in two and three spatial dimensions. We study diagonal limits $\delta, \varepsilon \to 0$ and describe…
We prove the large deviation principle for the trajectory of a broad class of mean field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well…
The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail…
A geometrically polar granular rod confined in 2-D geometry, subjected to a sinusoidal vertical oscillation, undergoes noisy self-propulsion in a direction determined by its polarity. When surrounded by a medium of crystalline spherical…
Let O the basin of attraction of the unique stable equilibrium of a dynamical system, which is the law of large numbers limit of a Poissonian SDE. We consider the law of the exit point from O of that Poissonian SDE. We adapt the approach of…
We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a…
We study general semilinear scalar-field equations on the real line with variable coefficients in the linear terms. These coefficients are uniformly small, but slowly decaying, perturbations of a constant-coefficient operator. We are…
Large deviation theory offers a powerful and general statistical framework to study the asymptotic dynamical properties of rare events. The application of the formalism to concrete experimental situations is, however, often restricted by…
Consider the normalized partial sums of a real-valued function $F$ of a Markov chain, \[\phi_n:=n^{-1}\sum_{k=0}^{n-1}F(\Phi(k)),\qquad n\ge1.\] The chain $\{\Phi(k):k\ge0\}$ takes values in a general state space $\mathsf {X}$, with…
Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…
Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…
The goal of these notes is to fill some gaps in the literature about random walks in the Cauchy domain of attraction, which has been in many cases left aside because of its additional technical difficulties. We prove here several results in…
The aim of this two-part paper is to investigate the stability properties of a special class of solutions to a coagulation-fragmentation equation. We assume that the coagulation kernel is close to the diagonal kernel, and that the…
We present a method for bounding, and in some cases computing, the spectral gap for systems of many particles evolving under the influence of a random collision mechanism. In particular, the method yields the exact spectral gap in a model…
We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…
We use a discrete-time formulation to study the asymmetric avalanche process [Phys. Rev. Lett. vol. 87, 084301 (2001)] on a finite ring and obtain an exact expression for the average avalanche size of particles as a function of toppling…
In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…
The authors consider non-autonomous dynamical behavior of wave-type evolutionary equations with nonlinear damping and critical nonlinearity. These type of waves equations are formulated as non-autonomous dynamical systems (namely,…