Related papers: Point processes, hole events, and large deviations…
We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…
Large deviation functions are an essential tool in the statistics of rare events. Often they can be obtained by contraction from a so-called level 2 large deviation {\em functional} characterizing the empirical density of the underlying…
The dynamics and thermodynamics of melting in two-dimensional Coulomb clusters is revisited using molecular dynamics and Monte Carlo simulations. Several parameters are considered, including the Lindemann index, the largest Lyapunov…
It has recently been suggested that black holes may be described as condensates of weakly interacting gravitons at a critical point, exhibiting strong quantum effects. In this paper, we study a model system of attractive bosons in one…
Monte Carlo simulations of systems of particles such as hard spheres or soft spheres with singular kernels can display around a phase transition prohibitively long convergence times when using traditional Hasting-Metropolis reversible…
The tacnode process is a universal determinantal point process arising from non-intersecting particle systems and tiling problems. It is the aim of this work to explore the integrable structure and large gap asymptotics for the gap…
Although introduced in the case of Poisson random measures, the lent particle method applies as well in other situations. We study here the case of marked point processes. In this case the Malliavin calculus (here in the sense of Dirichlet…
We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…
We study the order statistics of one dimensional branching Brownian motion in which particles either diffuse (with diffusion constant $D$), die (with rate $d$) or split into two particles (with rate $b$). At the critical point $b=d$ which…
We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…
We study the hole probability of Gaussian random entire functions. More specifically, we work with the flat model (the zero set of this function has a distribution which is invariant with respect to the plane isometries). A hole is the…
This paper revisits the conundrum faced when one attempts to understand the dynamics of black hole formation and evaporation without abandoning unitary evolution. Previous efforts to resolve this puzzle assume that information escapes in…
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.…
Background properties in experimental particle physics are typically estimated using control samples corresponding to large numbers of events. This can provide precise knowledge of average background distributions, but typically does not…
We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…
We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production…
Determinantal point processes (DPPs) offer a powerful approach to modeling diversity in many applications where the goal is to select a diverse subset. We study the problem of learning the parameters (the kernel matrix) of a DPP from…
Experimental findings of recent years blurred the frontier between large and small systems. The features attributed to the Quark Gluon Plasma formation have also been found in smaller systems when measuring particle production in high…
These notes are a written version of lectures given in the 2024 Les Houches Summer School on {\it Large deviations and applications}. They are are based on a series of works published over the last 25 years on steady properties of…
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…