Related papers: Large-deviations for spatial diffusion of cold ato…
We present a model including diffusion and particle-size dispersion for separation of particles in deterministic lateral displacement devices also known as bumper arrays. We determine the upper critical diameter for diffusion-dominated…
We study a stochastic lattice gas of particles undergoing asymmetric diffusion in two dimensions. Transitions between a low-density uniform phase and high-density non-uniform phases characterized by localized or extended structure are…
The paper focuses on a class of light-tailed multivariate probability distributions. These are obtained via a transformation of the margins from a heavy-tailed original distribution. This class was introduced in Balkema et al. (J.…
We consider a multivariate heavy-tailed stochastic volatility model and analyze the large-sample behavior of its sample covariance matrix. We study the limiting behavior of its entries in the infinite-variance case and derive results for…
Dark matter as a Bose-Einstein condensate, such as the axionic scalar field particles of String Theory, can explain the coldness of dark matter on large scales. Pioneering simulations in this context predict a rich wave-like structure, with…
Tracer-diffusion of small molecules through dense systems of chain polymers is studied within an athermal lattice model, where hard core interactions are taken into account by means of the site exclusion principle. An approximate mapping of…
We derive and study a theoretical description for single file diffusion, i.e., diffusion in a one dimensional lattice of particles with hard core interaction. It is well known that for this system a tagged particle has anomalous diffusion…
Spatial distributions of heavy particles suspended in an incompressible isotropic and homogeneous turbulent flow are investigated by means of high resolution direct numerical simulations. In the dissipative range, it is shown that particles…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
Although it is now understood that chaos in complex classical systems is the foundation of thermodynamic behavior, the detailed relations between the microscopic properties of the chaotic dynamics and the macroscopic thermodynamic…
Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…
We theoretically study the propagation of light through a cold atomic medium, where the effects of motion, laser intensity, atomic density, and polarization can all modify the properties of the scattered light. We present two different…
A computational strategy based on large deviation theory (LDT) is used to study the anomalous statistical features of turbulent surface waves propagating past an abrupt depth change created via a step in the bottom topography. The dynamics…
The problem of anomalous diffusion in the momentum space is considered on the basis of the appropriate probability transition function (PTF). New general equation for description of the diffusion of heavy particles in the gas of the light…
In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…
We discover unexpected connections between packing configurations and rare fluctuations in dense systems of active particles subject to pulsation of size. Using large deviation theory, we examine biased ensembles which select atypical…
Convolutions of long-tailed and subexponential distributions play a major role in the analysis of many stochastic systems. We study these convolutions, proving some important new results through a simple and coherent approach, and showing…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…
Rare events play a crucial role in understanding complex systems. Characterizing and analyzing them in scale-invariant situations is challenging due to strong correlations. In this work, we focus on characterizing the tails of probability…
We examine the proposal that a model of the large-scale matter distribution consisting of randomly placed haloes with power-law profile, as opposed to a fractal model, can account for the observed power-law galaxy-galaxy correlations. We…