Related papers: Large deviations for the interchange process on th…
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…
In recent papers it has been demonstrated that sampling a Gibbs distribution from an appropriate time-irreversible Langevin process is, from several points of view, advantageous when compared to sampling from a time-reversible one. Adding…
We review the question of the extreme values attained by a random process. We relate it to level crossings either to one boundary (first-passage problems) and two boundaries (escape problems). The extremes studied are the maximum, the…
In this paper, we extend our study of mass transport in multicomponent isothermal fluids to the incompressible case. For a mixture, incompressibility is defined as the independence of average volume on pressure, and a weighted sum of the…
Let $\{{\bf \mathcal{Z}}_n:n\geq 1\}$ be a sequence of i.i.d. random probability measures. Independently, for each $n\geq 1$, let $(X_{n1},\ldots, X_{nn})$ be a random vector of positive random variables that add up to one. This paper…
We consider the branching random walk drifting to $-\infty$ and we investigate large deviations-type estimates for the first passage time. We prove the corresponding law of large numbers and the central limit theorem.
Discriminating between correct and incorrect substrates is a core process in biology but how is energy apportioned between the conflicting demands of accuracy ($\mu$), speed ($\sigma$) and total entropy production rate ($P$)? Previous…
We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…
We suggest a simple model to describe the reversible field-induced transfer of a single Xe-atom in a scanning tunneling microscope, --- the Eigler-switch. The inelasticly tunneling electrons give rise to fluctuating forces on and damping of…
We consider the maximum entropy Markov chain inference approach to characterize the collective statistics of neuronal spike trains, focusing on the statistical properties of the inferred model. We review large deviations techniques useful…
We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We study the probability of arbitrary density profiles in conserving diffusive fields which are driven by the boundaries. We demonstrate the existence of singularities in the large-deviation functional, the direct analog of the free-energy…
Recently the second and third author developed an iterative scheme for obtaining rough solutions of the 3D incompressible Euler equations in H\"older spaces (arXiv:1202.1751 and arXiv:1205.3626 (2012)). The motivation comes from Onsager's…
We establish large deviation estimates related to the Dynkin--Lamperti theorem, which is a distributional limit theorem for the position of a subordinator immediately before it crosses a fixed level. Our approach relies on the theory of…
We study the equilibrium fluctuations for a gradient exclusion process with conductances in random environments, which can be viewed as a central limit theorem for the empirical distribution of particles when the system starts from an…
We study the convergence of statistical estimators used in the estimation of large deviation functions describing the fluctuations of equilibrium, nonequilibrium, and manmade stochastic systems. We give conditions for the convergence of…
We show that the widely used model governing the motion of two incompressible immiscible fluids in a possibly heterogeneous porous medium has a formal gradient flow structure. More precisely, the fluid composition is governed by the…
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 consider the Dirichlet problem on a bounded domain $\Omega \subset {\bf R}^d$ with respect to a second-order elliptic differential operator in divergence form. We do not assume a divergence condition as in the pioneering…