Related papers: Large deviation principle for bridges of degenerat…
Consider a random walk in $\mathbb{R}^d$ that starts at the origin and whose increment distribution assigns zero probability to any affine hyperplane. We solve Sylvester's problem for these random walks by showing that the probability that…
We study singularities in the large deviation function of the time-averaged current of diffusive systems connected to two reservoirs. A set of conditions for the occurrence of phase transitions, both first and second order, are obtained by…
We complete the description, initiated in [6], of a free boundary travelling at constant speed in a half plane, where the propagation is controlled by a line having a large diffusion on its own. The main result of this work is that the free…
A Large Deviation Principle (LDP) is established for the stationary distribution of the number of customers in a many--server queue in heavy traffic for a moderate deviation scaling akin to the Halfin--Whitt regime. The interarrival and…
An asymptotic analysis for a system with equation and dynamic boundary condition of Cahn-Hilliard type is carried out as the coefficient of the surface diffusion acting on the phase variable tends to 0, thus obtaining a forward-backward…
We study lower and upper bounds for the probability that a diffusion process in $\mathbb{R}^n$ remains in a tube around a skeleton path up to a fixed time. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate…
We study diffusions, variational principles and associated boundary value problems on directed graphs with natural weightings. Using random walks and exit times, we associate to certain subgraphs (domains) a pair of sequences, each of which…
Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…
A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…
For a fixed bounded domain $D \subset \mathbb{R}^N$ we investigate the asymptotic behaviour for large times of solutions to the $p$-Laplacian diffusion equation posed in a tubular domain \begin{equation*} \partial_t u = \Delta_p u \quad…
The objective of this article is to investigate the asymptotic behavior of the persistence diagrams of a random cubical filtration as the window size tends to infinity. Here, a random cubical filtration is an increasing family of random…
In this paper we consider a slight generalization of the damped telegraph process in Di Crescenzo and Martinucci (2010). We prove a large deviation principle for this process and an asymptotic result for its level crossing probabilities (as…
We give a criterion to determine the large deviation rate functions for abstract dynamical systems on towers. As an application of this criterion we show the level 2 large deviation principle for some class of smooth interval maps with…
The initial boundary value problem for a class of scalar non autonomous conservation laws in one space dimension is proved to be well posed and stable with respect to variations in the flux. Targeting applications to traffic, the regularity…
The purpose of this paper is to introduce the construction of a stochastic process called ``diffusion house-moving'' and to explore its properties. We study the weak convergence of diffusion bridges conditioned to stay between two curves,…
We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong large deviation results, are in the spirit of Edgeworth…
This paper proves a large deviation principle (LDP) for the stationary distribution of queue lengths in a subcritical generalised Jackson network assuming a Cramer condition on the interarrival and service times. The deviation function is…
We study the large deviations of time-integrated observables of Markov diffusions that have perfectly reflecting boundaries. We discuss how the standard spectral approach to dynamical large deviations must be modified to account for such…