Related papers: Large Deviation Principle for the Whittaker 2d Gro…
In this paper, we study the large deviation principle (LDP) for two types (Type I and Type II) of multiplicative Ising models. For Types I and II, the explicit formulas for the free energy functions and the associated rate functions are…
The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…
We consider a system of $N^{d}$ spins in random environment with a random local mean field type interaction. Each spin has a fixed spatial position on the torus $\mathbb{T}^{d}$, an attached random environment and a spin value in…
The dispersion of a passive scalar in a fluid through the combined action of advection and molecular diffusion is often described as a diffusive process, with an effective diffusivity that is enhanced compared to the molecular value.…
The paper studies a higher-order diffusion model of Maxwell-Stefan kind. The model is based upon higher-order moment equations of kinetic theory of mixtures, which include viscous dissipation in the model. Governing equations are analyzed…
The large deviation principle is established for the distributions of a class of generalized stochastic porous media equations for both small noise and short time.
We establish the large deviation principle for stochastic differential equations with averaging in the case when all coefficients of the fast component depend on the slow one, including diffusion.
One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…
We prove a large deviation principle on path space for a class of discrete time Markov processes whose state space is the intersection of a regular domain $\L\subset \R^d$ with some lattice of spacing $\e$. Transitions from $x$ to $y$ are…
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 deviations principle is obtained for terminating multidimensional compound renewal processes. We also obtained the asymptotic of large deviations for the case when a Gibbs change of the original probability measure takes place. The…
We prove pathwise large-deviation principles of switching Markov processes by exploiting the connection to associated Hamilton-Jacobi equations, following Jin Feng's and Thomas Kurtz's method. In the limit that we consider, we show how 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…
We prove a sample path Large Deviation Principle (LDP) for a class of jump processes whose rates are not uniformly Lipschitz continuous in phase space. Building on it we further establish the corresponding Wentzell-Freidlin (W-F) (infinite…
In this work we investigate the process of pattern formation in a two dimensional domain for a reaction-diffusion system with nonlinear diffusion terms and the competitive Lotka-Volterra kinetics. The linear stability analysis shows that…
This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for the invariant measures of stochastic processes to the associated sample path LDP. It is shown that if the sample path deviation function…
The theory of finite-size scaling explains how the singular behavior of thermodynamic quantities in the critical point of a phase transition emerges when the size of the system becomes infinite. Usually, this theory is presented in a…
We consider the boundary driven harmonic model, i.e. the Markov process associated to the open integrable XXX chain with non-compact spins. Using the factorial moments we characterize the stationary measure as a mixture of product measures.…
In this article, we prove a joint large deviation principle in $n$ for the \emph{empirical pair measure} and \emph{ empirical offspring measure} of critical multitype Galton-Watson trees conditioned to have exactly $n$ vertices in the weak…
We establish a large deviation principle for the trajectories of Wiener processes subject to random resets to the origin occurring according to a Poisson process. In addition to the pathwise large deviation principle, we identify the rate…