Related papers: Large deviations for two scale chemical kinetic pr…
This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
The large deviation principle is proved for a class of $L^2$-valued processes that arise from the coarse-graining of a random field. Coarse-grained processes of this kind form the basis of the analysis of local mean-field models in…
Let $X^{(\delta)}$ be a Wishart process of dimension $\delta$, with values in the set of positive matrices of size $m$. We are interested in the large deviations for a family of matrix-valued processes $\{\delta^{-1} X_t^{(\delta)}, t \leq…
We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the…
We analyse large deviations of the magnetisation in two models of growing clusters. The models have symmetry-breaking transitions, so the typical magnetisation of a growing cluster may be either positive or negative, with equal probability.…
In contrast to the study of Langevin equations in a homogeneous environment in the literature, the study on Langevin equations in randomly-varying environments is relatively scarce. Almost all the existing works require random environments…
We present a systematic analysis of stochastic processes conditioned on an empirical measure $Q_T$ defined in a time interval $[0,T]$ for large $T$. We build our analysis starting from a discrete time Markov chain. Results for a continuous…
An analogue of Talagrand's convex distance for binomial and Poisson point processes is defined. A corresponding large deviation inequality is proved.
We study whether the stationary state of two bulk-driven systems slowly exchanging particles can be described by the equality of suitably defined nonequilibrium chemical potentials. Our main result is that in a weak contact limit, chemical…
The physics of a closed quantum mechanical system is governed by its Hamiltonian. However, in most practical situations, this Hamiltonian is not precisely known, and ultimately all there is are data obtained from measurements on the system.…
We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic large time regime is reached starting from a special propagating initial…
Large deviations for additive path functionals of stochastic dynamics and related numerical approaches have attracted significant recent research interest. We focus on the question of convergence properties for cloning algorithms in…
We prove strong small deviations results for Brownian motion under independent time-changes satisfying their own asymptotic criteria. We then apply these results to certain stochastic integrals which are elements of second-order homogeneous…
We prove a version of the Feynman-Kac formula for Levy processes and integro-differential operators, with application to the momentum representation of suitable quantum (Euclidean) systems whose Hamiltonians involve L\'{e}vy-type…
In this paper, using Zvonkin type transform, the large deviation principle is proved for stochastic differential equations with Dini continuous drifts, where the existed methods for large deviation principle are unavailable. The method and…
We obtain the rate function for the level 2.5 of large deviations for pure jump and diffusion processes. This result is proved by two methods: tilting, for which a tilted process with an appropriate typical behavior is considered, and a…
We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple…
We study the asymptotic behavior of multiscale stochastic spatial gene networks. Multiscaling takes into account the difference of abundance between molecules , and captures the dynamic of rare species at a mesoscopic level. We introduce an…
A synthetic fluid dynamo built in the spirit of the Bullard device [E. C. Bullard, Proc. Camb. Phil. Soc., 51, 744 (1955)] is investigated. It is a two-step dynamo in which one process stems from the fluid turbulence, while the other part…