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An infinite particle system of independent jumping particles in infinite volume is considered. Their construction is recalled,further properties are derived, the relation with hierarchical equations, Poissonian analysis, and second…

We prove the hydrodynamic limit of mean zero condensing Zero Range Processes with bounded local jump rate, for sub-critical initial profiles. The proof is based on H.T. Yau's relative entropy method and is made possible by a generalisation…

概率论 · 数学 2015-06-18 Marios-Georgios Stamatakis

In this paper, we give the moderate deviation principle from the hydrodynamic limit of the simple exclusion process on $1$-dimensional torus starting from a nonequilibrium state, which extends the result given in Gao and Quastel (2003)…

概率论 · 数学 2023-05-16 Xiaofeng Xue

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

概率论 · 数学 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

We obtain large deviation results for a two time-scale model of jump-diffusion processes. The processes on the two time scales are fully inter-dependent, the slow process has small perturbative noise and the fast process is ergodic. Our…

概率论 · 数学 2016-09-19 Rohini Kumar , Lea Popovic

We consider the large deviations from the hydrodynamic limit of the Totally Asymmetric Simple Exclusion Process (TASEP). This problem was studied in Jensen (2000) and Varadhan (2004) and was shown to be related to entropy production in the…

概率论 · 数学 2024-11-26 Jeremy Quastel , Li-Cheng Tsai

We study a totally asymmetric simple exclusion process where jumps happen at rate one, except at the origin where the rate is lower. We prove a hydrodynamic scaling limit to a macroscopic profile described by a variational formula. The…

概率论 · 数学 2007-05-23 Timo Seppalainen

We give a new proof of the large deviation principle from the hydrodynamic limit for the Ginzberg-Landau model studied in Donsker and Varadhan (1989) using techniques from the theory of stochastic control and weak convergence methods. The…

概率论 · 数学 2018-03-28 Sayan Banerjee , Amarjit Budhiraja , Michael Perlmutter

We study asymmetric zero-range processes on Z with nearest-neighbour jumps and site disorder. The jump rate of particles is an arbitrary but bounded nondecreasing function of the number of particles. We prove quenched strong local…

概率论 · 数学 2018-04-18 Christophe Bahadoran , T. Mountford , K. Ravishankar , E Saada

We investigate the long-time evolution of branching diffusion processes (starting with a finite number of particles) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. In the…

概率论 · 数学 2011-08-23 Leonid Koralov

Current fluctuations in boundary-driven diffusive systems are, in many cases, studied using hydrodynamic theories. Their predictions are then expected to be valid for currents which scale inversely with the system size. To study this…

统计力学 · 物理学 2016-05-26 Yongjoo Baek , Yariv Kafri , Vivien Lecomte

We obtain error rates for large deviations of sums of i.i.d. random variables in, a particular case, of the domain of a non-symmetric infinite mean $\alpha=1$-stable law. The focus of this work is on the method of proof via analytic…

概率论 · 数学 2025-06-17 Jonny Imbierski , Dalia Terhesiu

We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space. We further discuss the…

The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…

概率论 · 数学 2020-04-21 Aurélien Velleret

We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…

概率论 · 数学 2020-11-17 Carlo Orrieri

We identify the upper large deviation probability for the number of edges in scale-free geometric random graph models as the space volume goes to infinity. Our result covers the models of scale-free percolation, the Boolean model with…

The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…

统计力学 · 物理学 2018-09-14 Hugo Touchette , Rosemary J. Harris

The mean absolute deviation about the mean is an alternative to the standard deviation for measuring dispersion in a sample or in a population. For stationary, ergodic time series with a finite first moment, an asymptotic expansion for the…

统计方法学 · 统计学 2014-06-18 Johan Segers

We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production…

数学物理 · 物理学 2017-05-26 Horacio González Duhart , Peter Mörters , Johannes Zimmer

We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…

概率论 · 数学 2007-05-23 Fabrice Gamboa , Li-Vang Lozada-Chang