Related papers: On Sharp Large Deviations for the bridge of a gene…
We study the effect of a single excluded site on the diffusion of a particle undergoing random walk in a d-dimensional lattice. The determination of the characteristic function allows to find explicitly the asymptotical behaviour of…
The escape probability out of the superconducting state of a hysteretic DC-SQUID has been measured at different values of the applied magnetic flux. At low temperature, the escape current and the width of the probability distribution are…
We study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate…
Dynamical phase transitions are crucial features of the fluctuations of statistical systems, corresponding to boundaries between qualitatively different mechanisms of maintaining unlikely values of dynamical observables over long periods of…
We consider a one-dimensional gradient symmetric exclusion process in mild contact with boundary reservoirs. The hydrodynamic limit of the empirical measure is given by a non-linear second-order parabolic equation with non-linear Robin…
We suggest an explanation of typical incubation times statistical features based on the universal behavior of exit times for diffusion models. We give a mathematically rigorous proof of the characteristic right skewness of the incubation…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
We study the maximum likelihood estimator of the drift parameters of a stochastic differential equation, with both drift and diffusion coefficients constant on the positive and negative axis, yet discontinuous at zero. This threshold…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…
We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…
We present a general scheme to calculate within the independent interval approximation generalized (level-dependent) persistence properties for processes having a finite density of zero-crossings. Our results are especially relevant for the…
Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
In this work we address the problem of detecting whether a sampled probability distribution of a random variable $V$ has infinite first moment. This issue is notably important when the sample results from complex numerical simulation…
We introduce exact methods for the simulation of sample paths of one-dimensional diffusions with a discontinuity in the drift function. Our procedures require the simulation of finite-dimensional candidate draws from probability laws…
One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…
We develop a practical method of computing the stationary drift velocity V and the diffusion coefficient D of a particle (or a few particles) in a periodic system with arbitrary transition rates. We solve this problem both in a physically…