Related papers: Large Deviations in the Supremum Norm for a Reacti…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…
We prove a large deviations principle for the solution to the beating NLS equation on the torus with random initial data supported on two Fourier modes. When these modes have different initial variance, we prove that the resonant energy…
A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…
We present a large deviation principle for some stochastic evolution equations with jumps which depend on two small parameters, when the viscosity parameter {\epsilon} tends to zero more quickly than the homogenization's one…
This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…
Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…
We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples…
The theory of quantum jump trajectories provides a new framework for understanding dynamical phase transitions in open systems. A candidate for such transitions is the atom maser, which for certain parameters exhibits strong intermittency…
We study the long-time behavior of decoupled continuous-time random walks characterized by superheavy-tailed distributions of waiting times and symmetric heavy-tailed distributions of jump lengths. Our main quantity of interest is the…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…
We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…
When a Brownian motion is scaled according to the law of the iterated logarithm, its supremum converges to one as time tends to zero. Upper large deviations of the supremum process can be quantified by writing the problem in terms of…
This paper studies probabilistic rates of convergence for consensus+innovations type of algorithms in random, generic networks. For each node, we find a lower and also a family of upper bounds on the large deviations rate function, thus…
We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…
We obtain a large deviations principle for the self-intersection local times for a symmetric random walk in dimension d>4. As an application, we obtain moderate deviations for random walk in random sceneries in some region of parameters.
We derive an anomalous, sub-diffusive scaling limit for a one-dimensional version of the Mott random walk. The limiting process can be viewed heuristically as a one-dimensional diffusion with an absolutely continuous speed measure and a…
We derive some large deviation bounds for events related to the "true self-repelling motion", a one-dimensional self-interacting process introduced by Toth and Werner, that has very different path properties than usual diffusion processes.…