Related papers: Large deviation principle for bridges of degenerat…

We consider the effective surface motion of a particle that freely diffuses in the bulk and intermittently binds to that surface. From an exact approach we derive various regimes of the effective surface motion characterized by physical…

In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of…

We prove an invariance principle for the bridge of a random walk conditioned to stay positive, when the random walk is in the domain of attraction of a stable law, both in the discrete and in the absolutely continuous setting. This includes…

We study a class of self-repelling diffusions on compact Riemannian manifolds whose drift is the gradient of a potential accumulated along their trajectory. When the interaction potential admits a suitable spectral decomposition, the…

We introduce a method to exactly generate bridge trajectories for discrete-time random walks, with arbitrary jump distributions, that are constrained to initially start at the origin and return to the origin after a fixed time. The method…

In this paper we consider diffusions on the half line (0, $\infty$) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This implies that there is a well defined diffusion process starting…

A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…

I prove that a centre manifold approach to creating finite difference models will consistently model linear dynamics as the grid spacing becomes small. Using such tools of dynamical systems theory gives new assurances about the quality of…

We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…

For the KPZ equation on a torus with a $1+1$ spacetime white noise, it was shown in \cite{GK21,ADYGTK22} that the height function satisfies a central limit theorem, and the variance can be written as the expectation of an exponential…

We show some level-2 large deviation principles for rational maps satisfying a strong form of non-uniform hyperbolicity, called "Topological Collet-Eckmann". More precisely, we prove a large deviation principle for the distribution of…

In this article, we obtain properties of the law associated to the first hitting time of a threshold by a one-dimensional uniformly elliptic diffusion process and to the associated process stopped at the threshold. Our methodology relies on…

In this paper, we establish a general convergence theorem for solutions of multivariate stochastic differential equations with countably many singular terms expressed as integrals with respect to local times. The processes under…

A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…

Machine learning-based unfolding has enabled unbinned and high-dimensional differential cross section measurements. Two main approaches have emerged in this research area: one based on discriminative models and one based on generative…

We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…

We identify the upper large deviation probability for the number of edges in scale-free geometric random graph models as the space volume goes to infinity. Our result covers the models of scale-free percolation, the Boolean model with…

We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…

We examine transport properties of superconducting hybrid mesoscopic structures, in both the diffusive and ballistic regimes. For diffusive structures, analytic results from quasi-classical theory are compared with predictions from…

Let $(X_t,t\geq0)$ be a continuous time simple random walk on $\mathbb{Z}^d$ ($d\geq3$), and let $l_T(x)$ be the time spent by $(X_t,t\geq0)$ on the site $x$ up to time $T$. We prove a large deviations principle for the $q$-fold…