Related papers: Large deviations for voter model occupation times …
We investigate the coarsening kinetics in a long-range variant of the Persistent Voter Model in space dimension $d=1$ and 2. In this model agents can hold two confidence levels, normal and zealot. If normal, agents take the opinion of…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
Realized statistics based on high frequency returns have become very popular in financial economics. In recent years, different non-parametric estimators of the variation of a log-price process have appeared. These were developed by many…
At high temperature, the overlap of two particles chosen independently according to the Gibbs measure of the branching Brownian motion converges to zero as time goes to infinity. We investigate the precise decay rate of the probability to…
The configuration model is a sequence of random graphs constructed such that in the large network limit the degree distribution converges to a pre-specified probability distribution. The component structure of such random graphs can be…
This paper is concerned with the large time behavior of solutions to the Euler-Fourier system with damping in $\mathbb{R}^{d}~(d\geq1)$. A time-weighted energy argument has been developed within the $L^2$ framework to derive the optimal…
The usage of a spot volatility estimate based on a volatility decomposition in a time-changed price-model according to the trading times is investigated. In this model clock-time volatility splits up into the product of tick-time volatility…
In this paper we investigate the survival probability, \theta_n, in high-dimensional statistical physical models, where \theta_n denotes the probability that the model survives up to time n. We prove that if the r-point functions scale to…
Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment governed by a Gaussian noise $W=\{W(t, x),t\geq 0,x\in\mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g$. We consider the occupation time process…
A $\delta$ once-reinforced random walk ($\delta$-ORRW) on connected graph is a self-interacting random walk which moves to its neighbors at each step according to the weights of the edges at that time, where the weights are $1$ on edges…
This paper considers an infinite system of instantaneously coalescing rate one simple random walks on $\mathbb{Z}^2$, started from the initial condition with all sites in $\mathbb{Z}^2$ occupied. We show that the correlation functions of…
Let $(X_t,t\geq 0)$ be a random walk on $\mathbb{Z}^d$. Let $ l_t(x)= \int_0^t \delta_x(X_s)ds$ be the local time at site $x$ and $ I_t= \sum\limits_{x\in\mathbb{Z}^d} l_t(x)^p $ the p-fold self-intersection local time (SILT). Becker and…
We calculate the so-called hard spectator corrections in ${\cal O} (\alpha_s)$ in the leading-twist approximation to the decay widths for $B \to K^{*} \gamma$ and $B \to \rho \gamma$ decays and their charge conjugates, using the Large…
We study fractional stochastic volatility models in which the volatility process is a positive continuous function $\sigma$ of a continuous Gaussian process $\widehat{B}$. Forde and Zhang established a large deviation principle for the…
We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…
We study the voter model and related random-copying processes on arbitrarily complex network structures. Through a representation of the dynamics as a particle reaction process, we show that a quantity measuring the degree of order in a…
We study the nature of melting of a two dimensional (2D) Lennard-Jones solid using large scale Monte Carlo simulation. We use systems of up to 102,400 particles to capture the decay of the correlation functions associated with translational…
In this paper, we study the energy decay for the thermoelastic Bresse system in the whole line with two different dissipative mechanism, given by heat conduction (Types I and III). We prove that the decay rate of the solutions are very…
The decay of a moving system is studied in case the system is initially prepared in a two-mass unstable quantum state. The survival probability $\mathcal{P}_p(t)$ is evaluated over short and long times in the reference frame where the…
The transition rate for a two-state system interacting with a bosonic heat bath, from the initial state `up' at time t=0 to `down' at time t>0, was derived formally in the seminal paper [12] by Leggett, Chakravarty, Dorsey, Fisher, Garg and…