Related papers: Path large deviations for interacting diffusions w…
In this paper, we prove that the large $N$ limit of the Langevin dynamics for the spin $O(N)$ model is given by a mean-field stochastic differential equation (SDE) in both finite and infinite volumes. We establish uniform in $N$ bounds for…
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 friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…
We consider a system of diffusion processes that interact through their empirical mean and have a stabilizing force acting on each of them, corresponding to a bistable potential. There are three parameters that characterize the system: the…
We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in…
We study a sequential system of interacting diffusions in which particle $i$ interacts only with its predecessors through the empirical measure $\mu_t^{i-1}$, yielding a directed, non-exchangeable mean-field approximation of a…
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…
This paper is concerned with the large deviation principle of the stochastic reaction-diffusion lattice systems defined on the N-dimensional integer set, where the nonlinear drift term is locally Lipschitz continuous with polynomial growth…
We investigate energy diffusion in long-range interacting spin systems, where the interaction decays algebraically as $V(r) \propto r^{-\alpha}$ with the distance $r$ between the sites. We consider prototypical spin systems, the transverse…
We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…
This paper investigates neutral-type McKean-Vlasov stochastic differential equations in which the drift and diffusion coefficients depend on both the segment process and its distribution. Under a one-sided Lipschitz condition on the drift…
We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…
This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…
Shape-dependent thermodynamics and non-local hydrodynamics are argued to occur in dissipative steady states of driven diffusive systems. These predictions are confirmed by numerical simulations. Unlike power-law correlations, these…
We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…
We consider a class of particle systems described by differential equations (both stochastic and deterministic), in which the interaction network is determined by the realization of an Erd\H{o}s-R\'enyi graph with parameter $p_n\in (0, 1]$,…
We study magnetic fluctuations in a system of interacting spins on a lattice at high temperatures and in the presence of a spatially varying magnetic field. Starting from a microscopic Hamiltonian we derive effective equations of motion for…
Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…
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…