Related papers: Short-time large deviation of constrained random a…
This is an attempt to address diffusion phenomena from the point of view of information theory. We imagine a regular hamiltonian system under the random perturbation of thermal (molecular) noise and chaotic instability. The irregularity of…
A modification of the optimal fluctuation approach is applied to study the tails of the free energy distribution function P(F) for an elastic string in quenched disorder both in the regions of the universal behavior of P(F) and in the…
Two old conjectures from problem sections, one of which from SIAM Review, concern the question of finding distributions that maximize P(Sn <= t), where Sn is the sum of i.i.d. random variables X1, ..., Xn on the interval [0,1], satisfying…
We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
We study large fluctuations of the area $\mathcal{A}$ under a Brownian excursion $x(t)$ on the time interval $|t|\leq T$, constrained to stay away from a moving wall $x_0(t)$ such that $x_0(-T)=x_0(T)=0$ and $x_0(|t|<T)>0$. We focus on wall…
We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…
We use the macroscopic fluctuation theory (MFT) to evaluate the probability distribution P of extreme values of integrated current J at a specified time t=T in the symmetric simple exclusion process (SSEP) on an infinite line. As shown…
In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…
We study the statistical properties of the physical action $S$ for random graphs, by treating the number of neighbors at each vertex of the graph (degree), as a scalar field. For each configuration (run) of the graph we calculate the…
The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality…
Suppose that $N_0$ independently diffusing particles, each with diffusivity $D$, are initially released at $x=\ell>0$ on the semi-infinite interval $0\leq x<\infty$ with an absorber at $x=0$. We determine the probability ${\cal P}(N)$ that…
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…
We consider Lagrangian systems in the limit of infinitely many particles. It is shown that the corresponding discrete action functionals Gamma-converge to a continuum action functional acting on probability measures of particle…
We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…
We consider a stochastic transportation problem between two prescribed probability distributions (a source and a target) over processes with general drift dependence and with free end times. First, and in order to establish a dual…
We consider the stochastic ranking process with space-time dependent unbounded jump rates for the particles. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic…
In many physical situations, there appears the problem of reaching a single target that is spatially distributed. Here we analyse how stochastic resetting, also spatially distributed, can be used to improve the search process when the…
We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity…
When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…