Related papers: Upper tail large deviation for the one-dimensional…
We consider a random walk in an i.i.d. random environment on Zd and study properties of its large deviation rate function at the origin. It was proved by Comets, Gantert and Zeitouni in dimension d = 1 in 1999 and later by Varadhan in…
We study the statistics of first passage times (FPTs) of trajectory observables in both classical and quantum Markov processes. We consider specifically the FPTs of counting observables, that is, the times to reach a certain threshold of a…
We study the full distribution $P_M(S)$ of the number of distinct sites $S$ visited by a random walker on a $d$-dimensional lattice after $M$ steps. We focus on the case $d \ge 2$, and we are interested in the long-time limit $M \gg 1$. Our…
Random walk in a dynamic i.i.d. beta random environment, conditioned to escape at an atypical velocity, converges to a Doob transform of the original walk. The Doob-transformed environment is correlated in time, i.i.d. in space, and its…
We consider a two dimensional reflecting random walk on the nonnegative integer quadrant. This random walk is assumed to be skip free in the direction to the boundary of the quadrant, but may have unbounded jumps in the opposite direction,…
Place an active particle at the root of a $d$-ary tree and a single dormant particle at each non-root site. In discrete time, active particles move towards the root with probability $p$ and, otherwise, away from the root to a uniformly…
We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…
Singularities of dynamical large-deviation functions are often interpreted as the signal of a dynamical phase transition and the coexistence of distinct dynamical phases, by analogy with the correspondence between singularities of free…
In this work we investigate the dynamics of random walk processes on scale-free networks in a short to moderate time scale. We perform extensive simulations for the calculation of the mean squared displacement, the network coverage and the…
We consider random walks amongst random conductances in the cases where the conductances can be arbitrarily small, with a heavy-tailed distribution at 0, and where the conductances may or may not have a heavy-tailed distribution at…
Based on an optimal rate wavelet series representation, we derive a local modulus of continuity result with a refined almost sure upper bound for fractional Brownian motion. \sloppy The obtained upper bound of the small fractional Brownian…
As a model of trapping by biased motion in random structure, we study the time taken for a biased random walk to return to the root of a subcritical Galton-Watson tree. We do so for trees in which these biases are randomly chosen,…
We investigate the probabilities of large deviations for the position of the front in a stochastic model of the reaction $X+Y \to 2X$ on the integer lattice in which $Y$ particles do not move while $X$ particles move as independent simple…
We analyze the Brownian Motion limit of a prototypical unit step reinforced random-walk on the half line. A reinforced random walk is one which changes the weight of any edge (or vertex) visited to increase the frequency of return visits.…
We use Functional Renormalisation Group (FRG) techniques to analyse the behaviour of a spectator field, $\sigma$, during inflation that obeys an overdamped Langevin equation. We briefly review how a derivative expansion of the FRG can be…
In this paper, we establish the first large deviation bounds for the Airy point process. The proof is based on a novel approach which relies upon the approximation of the Airy point process using the Gaussian unitary ensemble (GUE) up to an…
In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…
We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditionally characterised by transition probabilities, are now…
Eigenvalues of Wigner matrices has been a major topic of investigation. A particularly important subclass of such random matrices is formed by the adjacency matrix of an Erd\H{o}s-R\'{e}nyi graph $\mathcal{G}_{n,p}$ equipped with i.i.d.…
In this paper, the large deviations on trajectory level for ergodic Markov processes are studied. These processes take values in the non-negative quadrant of the two dimension lattice and are concentrated on step-wise functions. The rates…