Related papers: Large deviations in Taylor dispersion
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…
Making use of a recursive approach, derivative dispersion relations are generalized for an arbitrary number of subtractions. The results for both cross even and odd amplitudes are theoretically consistent at sufficiently high energies and…
We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…
The aim of this paper is to investigate the large deviations for a class of slow-fast mean-field diffusions, which extends some existing results to the case where the laws of fast process are also involved in the slow component. Due to the…
The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…
Linear theory provides a reasonable description of the velocity correlations of biased tracers both perpendicular and parallel to the line of separation, provided one accounts for the fact that the measurement is almost always made using…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
We study Sharp Large Deviations for Pearson's empirical correlation coefficients in the Spherical and Gaussian cases
We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some applications for combinatoric problems are discussed.
We consider equilibrium statistics for high Reynolds number isotropic turbulence in an incompressible flow driven by steady forcing at the largest scale. Motivated by shell model observations, we develop a similarity theory for the inertial…
The Gaussian theory of errors has been generalized to situations, where the Gaussian distribution and, hence, the Gaussian rules of error propagation are inadequate. The generalizations are based on Bayes' theorem and a suitable measure.…
The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.
The aim of the paper is to establish a large deviation principle (LDP) for the empirical measure of mean-field interacting diffusions in a random environment. The point is to derive such a result once the environment has been frozen…
The Euclidean algorithm makes possible a simple but powerful generalization of Taylor's theorem. Instead of expanding a function in a series around a single point, one spreads out the spectrum to include any number of points with given…
We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not…
We compute the Hamiltonian and Lagrangian associated to the large deviations of the trajectory of the empirical distribution for independent Markov processes, and of the empirical measure for translation invariant interacting Markov…
Various forms of derivative dispersion relations, in which the dispersion integral is replaced by a series of derivatives of the imaginary part of a scattering amplitude, are reviewed. Conditions of their validity and practical…
We study a system of interacting particles that randomly react to form new particles. The reaction flux is the rescaled number of reactions that take place in a time interval. We prove a dynamic large-deviation principle for the reaction…
It is shown that, for stationary isotropic turbulence, Taylor's well known surrogate for the dissipation can be derived directly from the Karman-Howarth equation and is in fact a surrogate for inertial transfer, which becomes equal to the…
Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the…