Related papers: Large Deviation Function of the Partially Asymmetr…
Large deviations principle is obtained for terminating multidimensional compound renewal processes. We also obtained the asymptotic of large deviations for the case when a Gibbs change of the original probability measure takes place. The…
We use functional Bethe Ansatz equations to calculate the cumulants of the total current in the partially asymmetric exclusion process. We recover known formulas for the first two cumulants (mean value of the current and diffusion constant)…
We consider the totally asymmetric exclusion process in discrete time with generalized updating rules. We introduce a control parameter into the interaction between particles. Two particular values of the parameter correspond to known…
Large deviation estimates for the following linear parabolic equation are studied: \[ \frac{\partial u}{\partial t}=\tr\Big(a(x)D^2u\Big) + b(x)\cdot D u + \int_{\R^N} \Big\{(u(x+y)-u(x)-(D u(x)\cdot y)\ind{|y|<1}(y)\Big\}\d\mu(y), \] where…
Universality, where microscopic details become irrelevant, takes place in thermodynamic phase transitions. The universality is captured by a singular scaling function of the thermodynamic variables, where the scaling exponents are…
Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…
The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…
Universal scaling laws of fluctuations (the $\Delta$-scaling laws) can be derived for equilibrium and off-equilibrium systems when combined with the finite-size scaling analysis. In any system in which the second-order critical behavior can…
In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…
We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a "pointwise" large deviation principle (LDP) for the full…
A non-perturbative Renormalization Group approach is used to calculate scaling functions for an O(4) model in d=3 dimensions in the presence of an external symmetry-breaking field. These scaling functions are important for the analysis of…
We consider the asymmetric exclusion process (ASEP) in one dimension on sites $i = 1,..., N$, in contact at sites $i=1$ and $i=N$ with infinite particle reservoirs at densities $\rho_a$ and $\rho_b$. As $\rho_a$ and $\rho_b$ are varied, the…
We prove the the large deviation principle(LDP) for the law of the one-dimensional semilinear stochastic partial differential equations driven by nonlinear multiplicative noise. Firstly, combining the energy estimate and approximation…
We revisit Wschebor's theorems on small increments for processes with scaling and stationary properties and deduce large deviation principles.
For lambda phi^4 models, the introduction of a large field cutoff improves significantly the accuracy that can be reached with perturbative series but the calculation of the modified coefficients remains a challenging problem. We show that…
A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…
We propose a new method for computing the renormalization functions, which is based on the ideas of operator product expansion and large momentum expansion. In this method, the renormalization $Z$-factors are determined by the ultraviolet…
For statistics of rare events in systems obeying a large-deviation principle, the rate function is a key quantity. When numerically estimating the rate function one is always restricted to finite system sizes. Thus, if the interest is in…
Let (X_n,Y_n) be i.i.d. random vectors. Let W(x) be the partial sum of Y_n just before that of X_n exceeds x>0. Motivated by stochastic models for neural activity, uniform convergence of the form $\sup_{c\in I}|a(c,x)\operatorname…
We consider a zero-range process $\eta^N_t(x)$ with superlinear local jump rate, which in a hydrodynamic-small particle rescaling converges to the porous medium equation $\partial_t u=\frac12\Delta u^\alpha, \alpha>1$. As a main result we…