Related papers: Upper tail large deviations for Brownian motions w…
This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…
We introduce two probabilistic models for $N$ interacting Brownian motions moving in a trap in $\mathbb {R}^d$ under mutually repellent forces. The two models are defined in terms of transformed path measures on finite time intervals under…
We study the local mass of a dyadic branching Brownian motion $Z$ evolving in $\mathbb{R}^d$. By 'local mass,' we refer to the number of particles of $Z$ that fall inside a ball with fixed radius and time-dependent center, lying in the…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one dimensional periodic potential. Two different approaches to the large deviation…
Several Brownian areas are considered in this paper: the Brownian excursion area, the Brownian bridge area, the Brownian motion area, the Brownian meander area, the Brownian double meander area, the positive part of Brownian bridge area,…
We analyse the long time tails of a charged quantum Brownian particle in a harmonic potential in the presence of a magnetic field using the Quantum Langevin Equation as a starting point. We analyse the long time tails in the position…
We investigate the rate functions that emerge in our previous works towards large deviation principle for the matrix liberation process driven by the unitary Brownian motion as well as the unitary Brownian motion itself. Our approach is…
Using the most general effective Hamiltonian comprising scalar,vector and tensor type interactions, we have written the branching ratio, the forward-backward (FB) asymmetry and the normalized FB asymmetry as functions of the new Wilson…
We show that the tail probability of the rough line integral $\int_{0}^{1}\phi(X_{t})dY_{t}$, where $(X,Y)$ is a 2D fractional Brownian motion with Hurst parameter $H\in(1/4,1/2)$ and $\phi$ is a $C_{b}^{\infty}$-function satisfying a mild…
In this note we consider the time of the collision $\tau$ for $n$ independent Brownian motions $X^1_t,...,X_t^n$ with drifts $a_1,...,a_n$, each starting from $x=(x_1,...,x_n)$, where $x_1<...<x_n$. We show the exact asymptotics of…
A method for the calculation of translationally invariant wave functions for systems of identical fermions with arbitrary potential of pair interaction is developed. It is based on the well-known result that the essential dynamic part of…
In this paper, we study lower tail probabilities of the height function $\mathfrak{h}(M,N)$ of the stochastic six-vertex model. We introduce a novel combinatorial approach to demonstrate that the tail probabilities…
Let X_t be a subordinate Brownian motion, and suppose that the Levy measure of the underlying subordinator has completely monotone density. Under very mild conditions, we find integral formulae for the tail distribution P(\tau_x > t) of…
The probability distribution of the maximum $M_t$ of a single resetting Brownian motion (RBM) of duration $t$ and resetting rate $r$, properly centred and scaled, is known to converge to the standard Gumbel distribution of the classical…
Freedman's inequality is a martingale counterpart to Bernstein's inequality. This result shows that the large-deviation behavior of a martingale is controlled by the predictable quadratic variation and a uniform upper bound for the…
Using the weak-noise theory, we evaluate the probability distribution $\mathcal{P}(H,t)$ of large deviations of height $H$ of the evolving surface height $h(x,t)$ in the Kardar-Parisi-Zhang (KPZ) equation in one dimension when starting from…
In this paper we study three self-similar, long-range dependence, Gaussian processes. The first one, with covariance \int_0^{s\wedge t} u^a [(t-u)^b+(s-u)^b]du, parameters a>-1, -1<b\leq 1, |b|\leq 1+a, corresponds to fractional Brownian…
In this article, we consider slow-fast McKean-Vlasov stochastic differential equations driven by Brownian motions and fractional Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to…
In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent sequence of random variables that are not necessarily bounded. The class considered includes geometrically and subgeometrically strongly mixing…