Related papers: On large deviation rate functions for a continuous…
In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle with the rate function, which is finite only on product…
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…
We study the question of how the competition between $\textit{bulk disorder}$ and a $\textit{localized microscopic defect}$ affects the macroscopic behavior of a system in the directed polymer context at the free energy level. We consider…
We prove a maximal-type large deviation principle for dynamical systems with arbitrarily slow polynomial mixing rates. Also several applications, particularly to billiard systems, are presented.
We consider a variant of random walks on finite groups. At each step, we choose an element from a set of generators ("directions") uniformly, and an integer from a power law ("speed") distribution associated with the chosen direction. We…
After a general introduction to the field, we describe some recent results concerning disorder effects on both `random walk models', where the random walk is a dynamical process generated by local transition rules, and on `polymer models',…
We present the exact solutions of various directed walk models of polymers confined to a slit and interacting with the walls of the slit via an attractive potential. We consider three geometric constraints on the ends of the polymer and…
In this paper we propagate a large deviations approach for proving limit theory for (generally) multivariate time series with heavy tails. We make this notion precise by introducing regularly varying time series. We provide general large…
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…
The first main goal of this article is to give a new metrization of the Mukherjee--Varadhan topology, recently introduced as a translation-invariant compactification of the space of probability measures on Euclidean spaces. This new…
In this work, we establish, for a strong Feller process, the large deviation principle for the occupation measure conditioned not to exit a given subregion. The rate function vanishes only at a unique measure, which is the so-called…
We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…
In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…
We show that the partition function of the multi-layer semi-discrete directed polymer converges in the intermediate disorder regime to the partition function for the multi-layer continuum polymer introduced by O'Connell and Warren. This…
We consider the continuous-time random walk of a particle in a two-dimensional self-affine quenched random potential of Hurst exponent $H>0$. The corresponding master equation is studied via the strong disorder renormalization procedure…
We consider a discrete-time version of the parabolic Anderson model. This may be described as a model for a directed (1+d)-dimensional polymer interacting with a random potential, which is constant in the deterministic direction and i.i.d.…
We study the model of Directed Polymers in Random Environment in 1+1 dimensions, where the distribution at a site has a tail which decays regularly polynomially with power \alpha, where \alpha \in (0,2). After proper scaling of temperature…
A commonly-used representation for motion prediction of actors is a sequence of waypoints (comprising positions and orientations) for each actor at discrete future time-points. While this approach is simple and flexible, it can exhibit…
We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk.…
Consider the directed polymer in one space dimension in log-gamma environment with boundary conditions, introduced by Sepp{\"a}l{\"a}inen. In the equilibrium case, we prove that the end point of the polymer converges in law as the length…