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We consider a totally asymmetric exclusion process on the positive half-line. When particles enter in the system according to a Poisson source, Liggett has computed all the limit distributions when the initial distribution has an asymptotic…

Probability · Mathematics 2015-05-13 Nicky Sonigo

We establish a link between the phenomenon of Taylor dispersion and the theory of empirical distributions. Using this connection, we derive, upon applying the theory of large deviations, an alternative and much more precise description of…

Statistical Mechanics · Physics 2017-02-01 Marcel Kahlen , Andreas Engel , Christian Van den Broeck

We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…

Probability · Mathematics 2017-11-21 Jan Rosinski

We derive large- and moderate-deviation results in random networks given as planar directed navigations on homogeneous Poisson point processes. In this non-Markovian routing scheme, starting from the origin, at each consecutive step a…

Probability · Mathematics 2026-04-13 Partha Pratim Ghosh , Benedikt Jahnel , Sanjoy Kumar Jhawar

We establish sample-path large deviation principles for the centered cumulative functional of marked Poisson cluster processes in the Skorokhod space equipped with the M1 topology, under joint regular variation assumptions on the marks and…

Probability · Mathematics 2025-07-22 Fabien Baeriswyl , Olivier Wintenberger

It is becoming more and more clear that complex networks present remarkable large fluctuations. These fluctuations may manifest differently according to the given model. In this paper we re-consider hidden variable models which turn out to…

Disordered Systems and Neural Networks · Physics 2014-02-19 Massimo Ostilli

We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.

Probability · Mathematics 2013-02-21 Yuri Kifer , S. R. S. Varadhan

Large deviation theory offers a powerful and general statistical framework to study the asymptotic dynamical properties of rare events. The application of the formalism to concrete experimental situations is, however, often restricted by…

Statistical Mechanics · Physics 2023-09-13 Maxime Debiossac , Nikolai Kiesel , Eric Lutz

The infinite servers queue with Poisson arrivals state transient probabilities, considering the time origin at the beginning of a busy period, mean and variance monotony as time functions is studied. These studies, for which results it is…

Probability · Mathematics 2021-09-29 Manuel Alberto M. Ferreira

Functional limit theorems for scaled fluctuations of occupation time processes of a sequence of critical branching particle systems in $\R^d$ with anisotropic space motions and strongly degenerated splitting abilities are proved in the…

Probability · Mathematics 2015-05-30 Yuqiang LI

For Markov processes evolving on multiple time-scales a combination of large component scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of large numbers to a…

Probability · Mathematics 2020-12-29 Lea Popovic

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…

Probability · Mathematics 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

We instigate the properties of the threshold contact process (TCP), a process showing an absorbing-state phase transition with infinitely many absorbing states, on random complex networks. The finite size scaling exponents characterizing…

Statistical Mechanics · Physics 2015-06-11 Renan S. Sander , Silvio C. Ferreira , Romualdo Pastor-Satorras

A large deviations principle is established for the joint law of the empirical measure and the flow measure of a renewal Markov process on a finite graph. We do not assume any bound on the arrival times, allowing heavy tailed distributions.…

Probability · Mathematics 2014-02-18 Mauro Mariani , Lorenzo Zambotti

The current analysis of wireless networks whose transceivers are confined to streets is largely based on Poissonian models, such as Poisson line processes and Poisson line Cox processes. We demonstrate important scenarios where a model with…

Information Theory · Computer Science 2023-06-14 Mohammad Taha Shah , Gourab Ghatak , Souradip Sanyal , Martin Haenggi

We analyze the one-dimensional telegraph random process confined by two boundaries, 0 and $H>0$. The process experiences hard reflection at the boundaries (with random switching to full absorption). Namely, when the process hits the origin…

Probability · Mathematics 2020-03-16 Antonio Di Crescenzo , Barbara Martinucci , Paola Paraggio , Shelemyahu Zacks

Consider the Totally Asymmetric Simple Exclusion Process (TASEP) on the integer lattice $ \mathbb{Z} $. We study the functional Large Deviations of the integrated current $ \mathsf{h}(t,x) $ under the hyperbolic scaling of space and time by…

Probability · Mathematics 2019-02-14 Stefano Olla , Li-Cheng Tsai

We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…

Statistical Mechanics · Physics 2014-03-12 Takahiro Nemoto , Shin-ichi Sasa

We consider a line of terminals which is connected by packet erasure channels and where random linear network coding is carried out at each node prior to transmission. In particular, we address an online approach in which each terminal has…

Information Theory · Computer Science 2016-11-15 Daniel E. Lucani , Joerg Kliewer

Percolation processes on random networks have been the subject of intense research activity over the last decades: the overall phenomenology of standard percolation on uncorrelated and unclustered topologies is well known. Still some…

Statistical Mechanics · Physics 2024-12-06 Lorenzo Cirigliano , Gábor Timár , Claudio Castellano