Related papers: Condensation transition in joint large deviations …
Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…
A conserved generalized zero range process is considered in which two sites interact such that particles hop from the more populated site to the other with a probability $p$. The steady state particle distribution function $P(n)$ is…
We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…
In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stochastic order. We introduce a new class of distributions that…
This article studies large and local large deviations for sums of i.i.d. real-valued random variables in the domain of attraction of an $\alpha$-stable law, $\alpha\in (0,2]$, with emphasis on the case $\alpha=2$. There are two different…
We introduce a new model of aggregation of particles where in addition to diffusion and aggregation upon contact, a single unit of mass can dissociate from a conglomerate. This dissociation move conserves the total mass and leads to a…
The zero range process is of particular importance as a generic model for domain wall dynamics of one-dimensional systems far from equilibrium. We study this process in one dimension with rates which induce an effective attraction between…
Kingman's model describes the evolution of a one-locus haploid population of infinite size and discrete generations under the competition of selection and mutation. A random generalisation has been made in a previous paper which assumes all…
Condensation is characterized with a single macroscopic condensate whose mass is proportional to a system size $N$. We demonstrate how important particle interactions are in condensation phenomena. We study a modified version of the…
We consider the dynamics of a model introduced recently by Bialas, Burda and Johnston. At equilibrium the model exhibits a transition between a fluid and a condensed phase. For long evolution times the dynamics of condensation possesses a…
A mass transport directed from low to high density region in an inhomogeneous medium is modeled as a limiting case of a two-component lattice gas with excluded volume constraint and one of the components fixed. In the long-wavelength…
We study stochastic particle systems that conserve the particle density and exhibit a condensation transition due to particle interactions. We restrict our analysis to spatially homogeneous systems on finite lattices with stationary product…
Large deviations for fat tailed distributions, i.e. those that decay slower than exponential, are not only relatively likely, but they also occur in a rather peculiar way where a finite fraction of the whole sample deviation is concentrated…
Condensible substances are nearly ubiquitous in planetary atmospheres. For the most familiar case-water vapor in Earth's present climate-the condensible gas is dilute, in the sense that its concentration is everywhere small relative to the…
Several systems display an equilibrium condensation transition, where a finite fraction of a conserved quantity is spatially localized. The presence of two conservation laws may induce the emergence of such transition in an…
We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…
A simple model accounting for the ejection of heavy particles from the vortical structures of a turbulent flow is introduced. This model involves a space and time discretization of the dynamics and depends on only two parameters: the…
We consider a simple, purely stochastic model characterized by two conserved quantities (mass density $a$ and energy density $h$) which is known to display a condensation transition when $h > 2a^2$: in the localized phase a single site…
The zero-range process is a stochastic interacting particle system that exhibits a condensation transition under certain conditions on the dynamics. It has recently been found that a small perturbation of a generic class of jump rates leads…
We consider the problem of probabilistic quantification of dynamical systems that have heavy-tailed characteristics. These heavy-tailed features are associated with rare transient responses due to the occurrence of internal instabilities.…