Related papers: Transversal fluctuations for increasing subsequenc…
The study of transversal fluctuations of the optimal path is a crucial aspect of the Kardar-Parisi-Zhang (KPZ) universality class. In this work, we establish the large deviation limit for the midpoint transversal fluctuations in a general…
We present a stochastic approach for charge transport in transistors. In this approach, the electron and hole densities are governed by diffusion-reaction stochastic differential equations satisfying local detailed balance and the electric…
In the last few decades, noise-induced large fluctuations and transition phenomena have garnered significant attention in a variety of scientific contexts. The concept of prehistory probability has been proposed within the framework of…
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…
The Hammersley problem asks for the maximal number of points in a monotonous path through a Poisson point process. It is exactly solvable and notoriously known to belong to the KPZ universality class, with a cube-root scaling for the…
The Pearcey process is a universal point process in random matrix theory and depends on a parameter $\rho \in \mathbb{R}$. Let $N(x)$ be the random variable that counts the number of points in this process that fall in the interval…
We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
The problem of a fluctuation-induced first-order transition is considered for $p $-wave superconductors. Both an $\epsilon$-expansion about $d=4$ and a large-$n$ expansion conclude that the transition for the physical case $n=6$ in $d=3$ is…
Normal approximations for descents and inversions of permutations of the set $\{1,2,...,n\}$ are well known. A number of sequences that occur in practice, such as the human genome and other genomes, contain many repeated elements. Motivated…
In last passage percolation models, the energy of a path is maximized over all directed paths with given endpoints in a random environment, and the maximizing paths are called geodesics. The geodesics and their energy can be scaled so that…
One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…
It is known that the number of points in the largest cluster of a percolating Poisson process restricted to a large finite box is asymptotically normal. In this note, we establish a rate of convergence for the statement. As each point in…
We consider the random walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. In the limit $n\to\infty$, it is well known (see [Ann.…
We formulate the non-linear field theory for a fluctuating counter-ion distribution in the presence of a fixed, arbitrary charge distribution. The Poisson-Boltzmann equation is obtained as the saddle-point, and the effects of fluctuations…
We investigate fluctuation phenomena for the graph distance and the number of cut points associated with random media arising from the range of a random walk. Our results demonstrate a sequence of dimension-dependent phase transitions in…
For many non-equilibrium dynamics driven by small noise, in physics, chemistry, biology, or economy, rare events do matter. Large deviation theory then explains that the leading order term of the main statistical quantities have an…
We report on extensive numerical simulations on the Bak-Sneppen model in high dimensions. We uncover a very rich behavior as a function of dimensionality. For d>2 the avalanche cluster becomes fractal and for d \ge 4 the process becomes…
A bijection is given between fixed point free involutions of $\{1,2,...,2N\}$ with maximum decreasing subsequence size $2p$ and two classes of vicious (non-intersecting) random walker configurations confined to the half line lattice points…
Let $S_n$ be the set of permutations on $\{1,\,\dots,\,n\}$ and $\pi\in S_n$. Let $\mathrm{d}(\pi)$ be the arithmetic average of $\{|i-\pi(i)|;\;1\le i\le n\}$. Then $\mathrm{d}(\pi)/n\in[0,\,1/2]$, the expected value of $\mathrm{d}(\pi)/n$…