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We study the quenched invariance principle for random conductance models with long range jumps on $\Z^d$, where the transition probability from $x$ to $y$ is, on average, comparable to $|x-y|^{-(d+\alpha)}$ with $\alpha\in (0,2)$ but is…

概率论 · 数学 2020-05-01 Xin Chen , Takashi Kumagai , Jian Wang

Large deviation principles are established for the Fleming-Viot processes with neutral mutation and selection, and the corresponding equilibrium measures as the sampling rate goes to 0. All results are first proved for the finite allele…

概率论 · 数学 2016-09-07 Donald Dawson , Shui Feng

We present results about large deviations and laws of large numbers for various polymer related quantities. In a completely general setting and strictly positive temperature, we present results about large deviations for directed polymers…

概率论 · 数学 2012-10-03 Nicos Georgiou

We consider a family of positive operator valued measures associated with representations of compact connected Lie groups. For many independent copies of a single state and a tensor power representation we show that the observed probability…

数学物理 · 物理学 2024-09-04 Alonso Botero , Matthias Christandl , Péter Vrana

Fluctuation theorem is one of the major achievements in the field of nonequilibrium statistical mechanics during the past two decades. Steady-state fluctuation theorem of sample entropy production rate in terms of large deviation principle…

概率论 · 数学 2016-08-24 Yong Chen , Hao Ge , Jie Xiong , Lihu Xu

Large deviations principles characterize the exponential decay rates of the probabilities of rare events. Cerrai and Rockner [13] proved that systems of stochastic reaction-diffusion equations satisfy a large deviations principle that is…

概率论 · 数学 2021-08-11 Michael Salins

We present a large deviation principle for some stochastic evolution equations with jumps which depend on two small parameters, when the viscosity parameter {\epsilon} tends to zero more quickly than the homogenization's one…

动力系统 · 数学 2019-10-29 C. Manga , A. Aman , A. Coulibaly , A. Diédhiou

We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…

凝聚态物理 · 物理学 2007-05-23 Gunter Schuetz , Sven Sandow

We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\V$ of functions of finite variation…

概率论 · 数学 2016-11-01 F. C. Klebaner , A. A. Mogulskii

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

概率论 · 数学 2021-09-21 Mikola C. Schlottke

We consider two reflecting diffusion processes $(X_t)_{t \ge 0}$ with a moving reflection boundary given by a non-decreasing pure jump Markov process $(R_t)_{t \ge 0}$. Between the jumps of the reflection boundary the diffusion part behaves…

概率论 · 数学 2012-02-07 Andrej Depperschmidt , Sophia Götz

We investigate the density decay in the pair-annihilation process A+A->0 in the case when the particles perform anomalous diffusion on a cubic lattice. The anomalous diffusion is realized via L\'evy flights, which are characterized by…

统计力学 · 物理学 2013-07-16 Ingo Homrighausen , Anton A. Winkler , Erwin Frey

We study reaction diffusion equations with a deterministic reaction term as well as two random reaction terms, one that acts on the interior of the domain, and another that acts only on the boundary of the domain. We are interested in the…

概率论 · 数学 2018-04-16 Sandra Cerrai , Nicholas Paskal

The position of a reaction front, propagating into an unstable state, fluctuates because of the shot noise. What is the probability that the fluctuating front moves considerably slower than its deterministic counterpart? Can the noise…

统计力学 · 物理学 2015-05-28 Baruch Meerson , Pavel Sasorov

We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…

概率论 · 数学 2012-05-11 Parisa Fatheddin , Jie Xiong

This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…

概率论 · 数学 2021-03-08 James MacLaurin

We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic large time regime is reached starting from a special propagating initial…

统计力学 · 物理学 2015-06-16 Upendra Harbola , Christian Van den Broeck , Katja Lindenberg

We prove a large deviation principle for the finite dimensional marginals of the Gibbs distribution of the macroscopic `overlap'-parameters in the Hopfield model in the case where the number of random patterns, $M$, as a function of the…

凝聚态物理 · 物理学 2007-05-23 Anton Bovier , Véronique Gayrard

We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…

概率论 · 数学 2007-09-12 Marton Balazs

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…

统计力学 · 物理学 2023-08-23 Naftali R. Smith