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We establish a strong law of large numbers for one-dimensional continuous-time random walks in dynamic random environments under two main assumptions: the environment is required to satisfy a decoupling inequality that can be interpreted as…

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

概率论 · 数学 2022-10-19 Christian Hirsch , Takashi Owada

We study an agent-based model of animals marking their territory and evading adversarial territory in one dimension, with respect to the distribution of the size of the resulting territories. In particular, we use sophisticated sampling…

统计力学 · 物理学 2021-01-04 Hendrik Schawe , Alexander K. Hartmann

We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…

概率论 · 数学 2025-08-29 Yuri Bakhtin , Renaud Raquépas , Lai-Sang Young

We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…

介观与纳米尺度物理 · 物理学 2025-04-02 Nilotpal Chakraborty , Markus Heyl , Roderich Moessner

Distributions of the resilience of transport networks are studied numerically, in particular the large-deviation tails. Thus, not only typical quantities like average or variance but the distributions over the (almost) full support can be…

物理与社会 · 物理学 2015-06-18 Alexander K. Hartmann

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…

概率论 · 数学 2022-05-24 Shuo Yan

We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…

化学物理 · 物理学 2022-10-10 Denis S. Grebenkov

We obtain large deviations estimates for the self-intersection local times for a symmetric random walk in dimension 3. Also, we show that the main contribution to making the self-intersection large, in a time period of length $n$, comes…

概率论 · 数学 2007-05-23 Amine Asselah

What does an Erdos-Renyi graph look like when a rare event happens? This paper answers this question when p is fixed and n tends to infinity by establishing a large deviation principle under an appropriate topology. The formulation and…

概率论 · 数学 2011-04-05 Sourav Chatterjee , S. R. S. Varadhan

We consider a tracer particle performing a random walk on a two-dimensional lattice in the presence of immobile hard obstacles. Starting from equilibrium, a constant force pulling on the particle is switched on, driving the system to a new…

统计力学 · 物理学 2024-09-05 Dan Shafir , Alessio Squarcini , Stanislav Burov , Thomas Franosch

Large scale features of a randomly isotropically forced incompressible and unbounded rotating fluid are examined in perturbation theory. At first order in both the random force amplitude and the angular velocity we find two types of…

流体动力学 · 物理学 2009-11-10 Jose Gaite , David Hochberg , Carmen Molina-Paris

We establish large deviations properties valid for almost every sample path of a class of stationary mixing processes $(X_1,..., X_n,...)$. These properties are inherited from those of $S_n=\sum_{i=1}^nX_i$ and describe how the local…

概率论 · 数学 2011-12-08 Julien Barral , Patrick Loiseau

We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…

概率论 · 数学 2007-05-23 R. Liptser

In this paper, we present large deviation theory that characterizes the exponential estimate for rare events of stochastic dynamical systems in the limit of weak noise. We aim to consider next-to-leading-order approximation for more…

机器学习 · 统计学 2023-06-21 Yang Li , Shenglan Yuan , Linghongzhi Lu , Xianbin Liu

We prove a large deviations principle for the empirical measure of the one dimensional symmetric simple exclusion process in contact with reservoirs. The dynamics of the reservoirs is slowed down with respect to the dynamics of the system,…

概率论 · 数学 2021-07-16 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

For first passage percolation on $\mathbb{Z}^2$ with i.i.d. bounded edge weights, we consider the upper tail large deviation event; i.e., the rare situation where the first passage time between two points at distance $n$, is macroscopically…

概率论 · 数学 2017-12-05 Riddhipratim Basu , Shirshendu Ganguly , Allan Sly

Repulsion between individuals within a finite radius is encountered in numerous applications, including cell exclusion, i.e. avoidance of overlapping cells, bird flocks, or microscopic pedestrian models. We define such individual based…

偏微分方程分析 · 数学 2023-10-06 Michael Fischer , Laura Kanzler , Christian Schmeiser

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

概率论 · 数学 2019-05-02 Wenqing Hu , Michael Salins , Konstantinos Spiliopoulos

Large deviation rates are obtained for suspension flows over symbolic dynamical systems with a countable alphabet. The method is that of the first author and follows that of L.-S. Young. A corollary of the main results is a large deviation…

动力系统 · 数学 2011-08-19 V. Araujo , A. Bufetov