Related papers: Large-deviations for spatial diffusion of cold ato…
We present a new large-deviation approach to investigate the critical properties of the Anderson model on the Bethe lattice close to the localization transition in the thermodynamic limit. Our method allows us to study accurately the…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…
We establish a link between the phenomenon of Taylor dispersion and the theory of empirical distributions. Using this connection, we derive, upon applying the theory of large deviations, an alternative and much more precise description of…
Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…
In systems of diffusing particles, we investigate large deviations of a time-averaged measure of clustering around one particle. We focus on biased ensembles of trajectories, which realise large-deviation events. The bias acts on a single…
In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…
When a particle moves through a spatially-random force field, its momentum may change at a rate which grows with its speed. Suppose moreover that a thermal bath provides friction which gets weaker for large speeds, enabling high-energy…
The probability of observing a large deviation (LD) in the number of particles in a region $\Lambda$ in a dilute quantum gas contained in a much larger region $V$ is shown to decay as $\exp[-|\Lambda|\Delta F]$, where $|\L|$ is the volume…
The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail…
In biological, glassy, and active systems, various tracers exhibit Laplace-like, i.e., exponential, spreading of the diffusing packet of particles. The limitations of the central limit theorem in fully capturing the behaviors of such…
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 large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…
We apply macroscopic fluctuation theory to study the diffusion of a tracer in a one-dimensional interacting particle system with excluded mutual passage, known as single-file diffusion. In the case of Brownian point particles with hard-core…
Large deviation theory (LDT) provides a mathematical framework to quantify the probabilities of rare events in stochastic systems. In this study, we applied LDT to model a chemical reaction system and demonstrated that the fluctuation…
We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…
We investigate hitherto unexplored regimes of probe scattering by atoms trapped in optical lattices: weak scattering by effectively random atomic density distributions and multiple scattering by arbitrary atomic distributions. Both regimes…
An interesting problem in statistical physics is the condensation of classical particles in droplets or clusters when the pair-interaction is given by a stable Lennard-Jones-type potential. We study two aspects of this problem. We start by…
Directed last passage percolation models on the plane, where one studies the weight as well as the geometry of optimizing paths (called polymers) in a field of i.i.d. weights, are paradigm examples of models in the KPZ universality class.…
A family of wave packets with power law tails are employed to analyze the long time dependence of the corresponding probability density. The densities, associated to packets for free particles in the one-dimensional space, with sufficiently…