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We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

Statistical Mechanics · Physics 2012-03-06 Artem Ryabov , Petr Chvosta

We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the…

Statistical Mechanics · Physics 2022-07-04 Giorgio Carugno , Pierpaolo Vivo , Francesco Coghi

We compute that the growth of the origin occupation-time variance up to time t in dimension d=2 with respect to asymmetric simple exclusion in equilibrium with density 1/2 is in a certain sense at least t(log(log t)) for general rates, and…

Probability · Mathematics 2007-05-23 Sunder Sethuraman

In the classical occupancy scheme, one considers a fixed discrete probability measure ${\bf p}=(p_i: {i\in{\cal I}})$ and throws balls independently at random in boxes labeled by ${\cal I}$, such that $p_i$ is the probability that a given…

Probability · Mathematics 2007-10-09 Jean Bertoin

Let $A$ be a transition probability kernel on a finite state space $\Delta^o =\{1, \ldots , d\}$ such that $A(x,y)>0$ for all $x,y \in \Delta^o$. Consider a reinforced chain given as a sequence $\{X_n, \; n \in \mathbb{N}_0\}$ of…

Probability · Mathematics 2022-05-20 Amarjit Budhiraja , Adam Waterbury

We study the large deviation principle (LDP) for locally damped nonlinear wave equations perturbed by a bounded noise. When the noise is sufficiently non-degenerate, we establish the LDP for empirical distributions with lower bound of a…

Analysis of PDEs · Mathematics 2024-09-19 Yuxuan Chen , Ziyu Liu , Shengquan Xiang , Zhifei Zhang

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

Probability · Mathematics 2024-03-11 Wei Hong , Wei Liu , Luhan Yang

Systems driven far from equilibrium may exhibit anomalous density fluctuations: active matter with orientational order display giant density fluctuations at large scale, while systems of interacting particles close to an absorbing phase…

Statistical Mechanics · Physics 2026-03-23 Sara Dal Cengio , Romain Mari , Eric Bertin

This work is concerned with Freidlin-Wentzell type large deviation principle for a family of multi-scale quasilinear and semilinear stochastic partial differential equations. Employing the weak convergence method and Khasminskii's time…

Probability · Mathematics 2021-08-23 Wei Hong , Shihu Li , Wei Liu

We establish a large deviation principle for a reflected Poisson driven SDE. Our motivation is to study in a forthcoming paper the problem of exit of such a process from the basin of attraction of a locally stable equilibrium associated…

Probability · Mathematics 2020-03-09 Etienne Pardoux , Brice Samegni-Kepgnou

We prove a large deviation principle for the point process of large Poisson $k$-nearest neighbor balls in hyperbolic space. More precisely, we consider a stationary Poisson point process of unit intensity in a growing sampling window in…

Probability · Mathematics 2023-04-19 Christian Hirsch , Moritz Otto , Takashi Owada , Christoph Thäle

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni

We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…

Probability · Mathematics 2023-03-22 Benjamin McKenna

We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…

Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…

Probability · Mathematics 2019-10-15 Chunmao Huang , Xin Wang , Xiaoqiang Wang

We analyze and simulate a two dimensional Brownian multi-type particle system with death and branching (birth) depending on the position of particles of different types. The system is confined in the two dimensional box, whose boundaries…

Condensed Matter · Physics 2009-10-28 K. Burdzy , Robert Holyst , D. Ingerman , P. March

We prove that if the two-body terms in the equation of motion for the one-body reduced density matrix are approximated by ground-state functionals, the eigenvalues of the one-body reduced density matrix (occupation numbers) remain constant…

Strongly Correlated Electrons · Physics 2012-09-18 Ryan Requist , Oleg Pankratov

We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…

Mathematical Physics · Physics 2015-06-15 Tanguy Cabana , Jonathan Touboul

We present a large deviation property for the pattern statistics representing the number of occurrences of a symbol in words of given length generated at random according to a rational stochastic model. The result is obtained assuming that…

Probability · Mathematics 2023-06-14 Massimiliano Goldwurm , Marco Vignati