相关论文: Large Deviation Function of the Partially Asymmetr…
We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…
We introduce a numerical procedure to evaluate directly the probabilities of large deviations of physical quantities, such as current or density, that are local in time. The large-deviation functions are given in terms of the typical…
We obtain large deviation bounds for the measure of deviation sets associated to asymptotically additive and sub-additive potentials under some weak specification properties. In particular a large deviation principle is obtained in the case…
Large and moderate deviation probabilities play an important role in many applied areas, such as insurance and risk analysis. This paper studies the exact moderate and large deviation asymptotics in non-logarithmic form for linear processes…
We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…
We study the partially asymmetric exclusion process with open boundaries. We generalise the matrix approach previously used to solve the special case of total asymmetry and derive exact expressions for the partition sum and currents valid…
We study the large deviations principle (LDP) for stationary solutions of a class of stochastic differential equations (SDE) in infinite time intervals by the weak convergence approach, and then establish the LDP for the invariant measures…
Reviewing the semiclassical theory for the parametric level density fluctuations, we show that for large parametric changes the density correlation function, after rescaling, becomes universal and coincides with the leading asymptotic term…
We present an extensive analysis of relative deviation bounds, including detailed proofs of two-sided inequalities and their implications. We also give detailed proofs of two-sided generalization bounds that hold in the general case of…
Several methods to extract an asymmetry parameter in an event distribution function are discussed and compared in terms of statistical precision and applicability. These methods are: simple counting rate asymmetries, event weighting…
Exclusive diffusion on a one-dimensional lattice is studied. In the model particles hop stochastically into both directions with different rates. At the ends of the lattice particles are injected and removed. The exact stationary…
We present a general technique for computing large deviations of nonlinear functions of independent Bernoulli random variables. The method is applied to compute the large deviation rate functions for subgraph counts in sparse random graphs.…
We study the fluctuations of the total current for the partially asymmetric exclusion process in the scaling of a weak asymmetry (asymmetry of order the inverse of the size of the system) using Bethe Ansatz. Starting from the functional…
Starting from a microscopic particle model whose hydrodynamic limit under hyperbolic space-time scaling is a 1D conservation law, we derive the large deviation rate function encoding the probability to observe a density profile which is a…
In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…
We study symmetry-breaking line defects in the Wilson-Fisher theory with $O(2N+1)$ global symmetry near four dimensions and symmetry-preserving surface defects in a cubic model with $O(2N)$ global symmetry near six dimensions. We introduce…
In a recent study, the finite-time ($t$) and -population size ($N_c$) scalings in the evaluation of a large deviation function (LDF) estimator were analyzed by means of the cloning algorithm. These scalings provide valuable information…
An integrable asymmetric exclusion process with impurities is formulated. The model displays the full spectrum of the stochastic asymmetric XXZ chain plus new levels. We derive the Bethe equations and calculate the spectral gap for the…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
We study Donsker-Watanabe's delta functions associated with strongly hypoelliptic diffusion processes indexed by a small parameter. They are finite Borel measures on the Wiener space and admit a rough path lift. Our main result is a large…