Related papers: Moderate Deviations for the current and Tagged Par…
We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…
We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which…
We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…
We analyze the open boundary partially asymmetric exclusion process with smoothly varying internal hopping rates in the infinite-size, mean field limit. The mean field equations for particle densities are written in terms of Ricatti…
In this article, we consider the ABC model in contact with slow/fast reservoirs. In this model, there is at most one particle per site, which can be of type $\alpha\in\{A,B,C\}$ and particles exchange positions in the discrete set of points…
We propose and analyze a process that extracts useful work from a single active particle maintained at constant temperature in a harmonic potential by measuring the relative sign of the self-propulsion and the confining force and then…
In many interacting particle systems, tagged particles move diffusively upon subtracting a drift. General techniques to prove such `invariance principles' are available for reversible processes (Kipnis-Varadhan) and for non-reversible…
We consider real-valued branching random walks and prove a large deviation result for the position of the rightmost particle. The position of the rightmost particle is the maximum of a collection of a random number of dependent random…
This paper is focused on the moderate-deviations analysis of binary hypothesis testing. The analysis relies on a concentration inequality for discrete-parameter martingales with bounded jumps, where this inequality forms a refinement to the…
In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regime that the modulating Markov chain is rapidly switching. We prove the joint sample-path large deviations principle for the Markov-modulated…
In this article we prove a sprinkled decoupling inequality for the stationary Hammersley's interacting particle process. Inspired by the work of Baldasso and Texeira (2018), and Hil\'ario, Kious and Texeira (2020), we apply this inequality…
The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…
We consider an interacting particle system, which generalizes the classical totally asymmetric simple exclusion process (TASEP), in that each site can contain up to a fixed finite number of particles, and the particle movement is governed…
Natural phenomena frequently involve a very large number of interacting molecules moving in confined regions of space. Cellular transport by motor proteins is an example of such collective behavior. We derive a deterministic compartmental…
We consider the so-called frog model with random initial configurations. The dynamics of this model is described as follows: Some particles are randomly assigned on any site of the multidimensional cubic lattice. Initially, only particles…
In this article we introduce two new estimates of the normalizing constant (or marginal likelihood) for partially observed diffusion (POD) processes, with discrete observations. One estimate is biased but non-negative and the other is…
We show, for a class of discrete Fleming-Viot (or Moran) type particle systems, that the convergence to the equilibrium is exponential for a suitable Wassertein coupling distance. The approach provides an explicit quantitative estimate on…
Motivated by the study of dependent random variables by coupling with independent blocks of variables, we obtain first sufficient conditions for the moderate deviation principle in its functional form for triangular arrays of independent…
We study the hydrodynamic and the hydrostatic behavior of the Simple Symmetric Exclusion Process with \emph{slow boundary}. The term \emph{slow boundary} means that particles can be born or die at the boundary sites, at a rate proportional…
We prove two Large deviations principles (LDP) in the zone of moderate deviation probabilities. First we establish LDP for the conditional distributions of moderate deviations of empirical bootstrap measures given empirical probability…