Related papers: Large deviation for lasso diffusion process
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…
By adopting the coupling by reflection and choosing an auxiliary function which is convex near infinity, we establish the exponential convergence of diffusion semigroups $(P_t)_{t\ge0}$ with respect to the standard $L^p$-Wasserstein…
Let U be a given function defined on R^d and \pi(x) be a density function proportional to \exp -U(x). The following diffusion X(t) is often used to sample from \pi(x), dX(t)=-\nabla U(X(t)) dt+\sqrt2 dW(t),\qquad X(0)=x_0. To accelerate the…
The initial-value problem for the drift-diffusion equation arising from the model of semiconductor device simulations is studied. The dissipation on this equation is given by the fractional Laplacian. When the exponent of the fractional…
Limit theorems, including the large deviation principle, are established for random point processes (fields), which describe the position distributions of the perfect boson gas in the regime of the Bose-Einstein condensation. We compare…
We study the heat equation on a half-space or on an exterior domain with a linear dynamical boundary condition. Our main aim is to establish the rate of convergence to solutions of the Laplace equation with the same dynamical boundary…
We consider the asymmetric exclusion process (ASEP) in one dimension on sites $i = 1,..., N$, in contact at sites $i=1$ and $i=N$ with infinite particle reservoirs at densities $\rho_a$ and $\rho_b$. As $\rho_a$ and $\rho_b$ are varied, the…
In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the…
Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…
The aim of the study is to compare the standard Maxwell-Stefan model of diffusion with the higher-order one recently derived. This higher-order model takes into account the influence of the complete pressure tensor. A numerical scheme is…
Complex solutions to squared Bessel SDEs appear naturally in relation to Schramm-Loewner evolutions. We prove a large deviation principle for such solutions as the dimension parameter tends to $-\infty$.
In this Letter we show that the analysis of Lyapunov-exponents fluctuations contributes to deepen our understanding of high-dimensional chaos. This is achieved by introducing a Gaussian approximation for the large deviation function that…
We study the escape rate of diffusion process with two approaches. We first give an upper rate function for the diffusion process associated with a symmetric, strongly local regular Dirichlet form. The upper rate function is in terms of the…
We scrutinize the anomalies in diffusion observed in an extended long-range system of classical rotors, the HMF model. Under suitable preparation, the system falls into long-lived quasi-stationary states presenting super-diffusion of rotor…
We investigate the Large Deviation behavior in small time of continuous Gaussian processes. We introduce a general procedure allowing to derive Large Deviation Principles in small time starting from the well understood context of Large…
The aim of this article is to prove that diffusion processes in $\mathbb{R}^d$ with a drift can be approximated by suitable Markov chains on $n^{-1}\mathbb{Z}^d$. Moreover, we investigate sufficient conditions on the conductances which…
The exponent of anomalous diffusion of virus in cytoplasm of a living cell is experimentally known to fluctuate depending on localized areas of the cytoplasm, indicating heterogeneity of diffusion. In a recent paper (Itto, 2012), a…
Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…
Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…