Related papers: Large-deviations for spatial diffusion of cold ato…
The Lagrangian velocity statistics of dissipative drift-wave turbulence are investigated. For large values of the adiabaticity (or small collisionality), the probability density function of the Lagrangian acceleration shows exponential…
We study, numerically and experimentally, the momentum distribution of atoms cooled in optical lattices. Using semi-classical simulations, we show that this distribution is bimodal, made up of a central feature corresponding to "cold",…
Multivariate rapid variation describes decay rates of joint light tails of a multivariate distribution. We impose a local uniformity condition to control decay variation of distribution tails along different directions, and using…
We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…
We revisit the applications of quasi-linear theory as a paradigmatic model for weak plasma turbulence and the associated bump-on-tail problem. The work, presented here, is built around the idea that large-amplitude or strongly shaped beams…
Large deviations for sums of i.i.d.\ random variables with stretched-exponential tails (also called Weibull or semi-exponential tails) have been well understood since the 60's, going back to Nagaev's seminal work. Many extensions in the…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling…
We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…
Multiple scattering is a process in which a particle is repeatedly deflected by other particles. In an overwhelming majority of cases, the ensuing random walk can successfully be described through Gaussian, or normal, statistics. However,…
We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…
On large scales galaxies and their halos are usually assumed to trace the dark matter with a constant bias and dark matter is assumed to trace the linear density field. We test these assumption using several large N-body simulations with…
We introduce a numerical procedure to evaluate directly the probabilities of large deviations of physical quantities, such as current or density, that are local in time. The large-deviation functions are given in terms of the typical…
Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…
In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…
We experimentally study anomalous diffusion of ultra-cold atoms in a one dimensional polarization optical lattice. The atomic spatial distribution is recorded at different times and its dynamics and shape are analyzed. We find that the…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
We obtain sample-path large deviations for a class of one-dimensional stochastic differential equations with bounded drifts and heavy-tailed L\'evy processes. These heavy-tailed L\'evy processes do not satisfy the exponential integrability…
Anomalous coarsening in far-from equilibrium one-dimensional systems is investigated by simulation and analytic techniques. The minimal hard core particle (exclusion) models contain mechanisms of aggregated particle diffusion, with rates…
Numerical simulation is used to analyze statistical characteristics of vortex beams propagating in the atmosphere. The cumulative distribution function and the probability density function of intensity fluctuations are compared for Gaussian…