Related papers: Large deviations for Kac-like walks
We develop fully noncommutative Feynman-Kac formulae by employing quantum stochastic processes. To this end we establish some theory for perturbing quantum stochastic flows on von Neumann algebras by multiplier cocycles. Multiplier cocycles…
Constrained gradient flows are studied in fracture mechanics to describe strongly irreversible (or unidirectional) evolution of cracks. The present paper is devoted to a study on the long-time behavior of non-compact orbits of such…
We prove the large deviation principle for the trajectory of a broad class of mean field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well…
An asymmetric stochastic process describing the avalanche dynamics on a ring is proposed. A general kinetic equation which incorporates the exclusion and avalanche processes is considered. The Bethe ansatz method is used to calculate the…
We introduce a multidimensional walk with memory and random tendency. The asymptotic behaviour is characterized, proving a law of large numbers and showing a phase transition from diffusive to superdiffusive regimes. In first case, we…
We apply the large-deviation method to study trajectories in dissipative quantum systems. We show that in the long time limit the statistics of quantum jumps can be understood from thermodynamic arguments by exploiting the analogy between…
Branching random flights are key to describing the evolution of many physical and biological systems, ranging from neutron multiplication to gene mutations. When their paths evolve in bounded regions, we establish a relation between the…
We discuss the sharp interface limit of the action functional associated to either the Glauber dynamics for Ising systems with Kac potentials or the Glauber+Kawasaki process. The corresponding limiting functionals, for which we provide…
We study a generalized branching random walk where particles breed at a rate which depends on the number of neighboring particles. Under general assumptions on the breeding rates we prove the existence of a phase where the population…
We give a proof of a result on the growth of the number of particles along chosen paths in a branching Brownian motion. The work follows the approach of classical large deviations results, in which paths in $C[0,1]$ are rescaled onto…
For distinguishable particles it is well known that Brownian motion and a Feynman-Kac functional can be used to calculate the path integral (for imaginary times) for a general class of scalar potentials. In order to treat identical…
A pathwise large deviation result is proved for the pure jump models of $k$-nary interacting particle system introduced by Kolokoltsov that generalize classical Boltzmann's collision model, Smoluchovski's coagulation model and many others.…
We establish the gradient flow representation of diffusion with mobility $b$ with respect to the modified Wasserstein quasi-metric $W_h$, where $h(r)=rb(r)$. The appropriate selection of the free energy functional depends on the specific…
We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation…
We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…
A linear Boltzmann equation is derived in the Boltzmann-Grad scaling for the deterministic dynamics of many interacting particles with random initial data. We study a Rayleigh gas where a tagged particle is undergoing hard-sphere collisions…
In this article we establish a large deviation principle for the empirical measures of a simple spatially inhomogeneous random walk on $\overline{\mathbb{Z}}$, the two-point compactification of $\mathbb{Z}$. The classical Donsker--Varadhan…
We propose a general physical mechanism which could contribute to the formation of fast line-driven outflows at the vicinity of strong gravitational field sources. We argue that the gradient of the gravitational potential plays the same…
Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one dimensional periodic potential. Two different approaches to the large deviation…
The dynamics of a tagged particle immersed in a fluid of particles of the same size but different mass is studied when the system is confined between two hard parallel plates separated a distance smaller than twice the diameter of the…