Related papers: Large deviation principle for bridges of degenerat…
Stochastic processes of bridge types having pinned initial and terminal conditions have been widely used in applied research areas, but they all have a common drawback in that the model at hand is possibly misspecified owing to its…
The large-time behavior of a nonlinearly coupled pair of measure-valued transport equations with discontinuous boundary conditions, parameterized by a positive real-valued parameter $\lambda$, is considered. These equations describe the…
We study the presence of universal bounds on transport in homogeneous holographic models with broken translations. We verify numerically that, in holographic systems with momentum dissipation, the viscosity to entropy bound might be…
The one-dimensional Brownian motion starting from the origin at time $t=0$, conditioned to return to the origin at time $t=1$ and to stay positive during time interval $0 < t < 1$, is called the Bessel bridge with duration 1. We consider…
The paper deals with the asymptotic behavior of the bridge of a Gaussian process conditioned to stay in $n$ fixed points at $n$ fixed past instants. In particular, functional large deviation results are stated for small time. Several…
Let $(X_t,t\geq 0)$ be a random walk on $\mathbb{Z}^d$. Let $ l_t(x)= \int_0^t \delta_x(X_s)ds$ be the local time at site $x$ and $ I_t= \sum\limits_{x\in\mathbb{Z}^d} l_t(x)^p $ the p-fold self-intersection local time (SILT). Becker and…
We prove a large deviation principle for the finite dimensional marginals of the Gibbs distribution of the macroscopic `overlap'-parameters in the Hopfield model in the case where the number of random patterns, $M$, as a function of the…
We derive an annealed large deviation principle for the normalised local times of a continuous-time random walk among random conductances in a finite domain in $\Z^d$ in the spirit of Donsker-Varadhan \cite{DV75}. We work in the interesting…
In this article we consider a family of real-valued diffusion processes on the time interval $[0,1]$ indexed by their prescribed initial value $x \in \mathbb{R}$ and another point in space, $y \in \mathbb{R}$. We first present an…
We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…
Diffusion models (DMs) have become the dominant paradigm of generative modeling in a variety of domains by learning stochastic processes from noise to data. Recently, diffusion denoising bridge models (DDBMs), a new formulation of…
We study the transport properties of a NSN structure with an insulating barrier at each NS interface. Coherent quasiparticle scattering is assumed and self-consistency is implemented exactly to guarantee local charge conservation. The…
For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…
We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…
We consider coupled diffusions in $n$-dimensional space and on a compact manifold and the resulting effective advective-diffusive motion on large scales in space. The effective drift (advection) and effective diffusion are determined as a…
We study diffusion in a network which is governed by non-autonomous Kirchhoff conditions at the vertices of the graph. Also the diffusion coefficients may depend on time. We prove at first a result on existence and uniqueness using form…
We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
The diffusion bridge, which is a diffusion process conditioned on hitting a specific state within a finite period, has found broad applications in various scientific and engineering fields. However, simulating diffusion bridges for modeling…