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We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

概率论 · 数学 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

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 introduce the concept of matrix liberation process, a random matrix counterpart of the liberation process in free probability, and prove a large deviation upper bound for its empirical distribution with several properties on its rate…

概率论 · 数学 2019-05-21 Yoshimichi Ueda

We consider a one-dimensional exclusion dynamics in mild contact with boundary reservoirs. In the diffusive scale, the particles' density evolves as the solution of the heat equation with non-linear Robin boundary conditions. For…

概率论 · 数学 2024-11-27 Claudio Landim , João Pedro Mangi , Beatriz Salvador

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

统计理论 · 数学 2010-02-24 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

We consider the one-dimensional partially asymmetric zero range process where the hopping rates as well as the easy direction of hopping are random variables. For this type of disorder there is a condensation phenomena in the thermodynamic…

统计力学 · 物理学 2009-11-11 Róbert Juhász , Ludger Santen , Ferenc Iglói

We consider the branching process in random environment $\{Z_n\}_{n\geq 0}$, which is a~population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We…

概率论 · 数学 2020-07-30 Dariusz Buraczewski , Piotr Dyszewski

In this article, we investigate the condensation phenomena for a class of nonreversible zero-range processes on a fixed finite set. By establishing a novel inequality bounding the capacity between two sets, and by developing a robust…

概率论 · 数学 2019-02-20 Insuk Seo

We consider the superposition of a symmetric simple exclusion dynamics, speeded-up in time, with a spin-flip dynamics in a one-dimensional interval with periodic boundary conditions. We prove the hydrostatics and the dynamical large…

概率论 · 数学 2016-10-14 Claudio Landim , Kenkichi Tsunoda

We consider a one-dimensional continuous time random walk with transition rates depending on an underlying autonomous simple symmetric exclusion process starting out of equilibrium. This model represents an example of a random walk in a…

概率论 · 数学 2016-11-26 Luca Avena , Tertuliano Franco , Milton Jara , Florian Völlering

In this paper, we study an exact solution of the asymmetric simple exclusion process on a periodic lattice of finite sites with two typical updates, i.e., random and parallel. Then, we find that the explicit formulas for the partition…

统计力学 · 物理学 2009-05-19 Masahiro Kanai , Katsuhiro Nishinari , Tetsuji Tokihiro

We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…

概率论 · 数学 2025-10-23 Jaroslav I. Borodavka , Sebastian Krumscheid

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

概率论 · 数学 2020-09-23 Grégoire Ferré , Gabriel Stoltz

We consider a general class of statistical mechanical models of coherent structures in turbulence, which includes models of two-dimensional fluid motion, quasi-geostrophic flows, and dispersive waves. First, large deviation principles are…

概率论 · 数学 2007-05-23 R. S. Ellis , K. Haven , B. Turkington

For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…

统计力学 · 物理学 2021-08-17 Cecile Monthus

We investigate the mixing time of the asymmetric Zero Range process on the segment with a non-decreasing rate. We show that the cutoff holds in the totally asymmetric case with a convex flux, and also with a concave flux if the asymmetry is…

概率论 · 数学 2024-10-08 Ons Rameh

In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…

概率论 · 数学 2018-11-29 J. Gajda , A. Wylomanska , H. Kantz , A. V. Chechkin , G. Sikora

We study large deviations for measurable averaging operators on state spaces of dynamical systems. Our main motivation is the Hecke operators on the modular curve Y_0(p^n) and their generalization to higher rank S-arithmetic quotients. We…

动力系统 · 数学 2019-02-27 Ilya Khayutin

We establish a process level large deviation principle for systems of interacting Bessel-like diffusion processes. By establishing weak uniqueness for the limiting non-local SDE of McKean-Vlasov type, we conclude that the latter describes…

概率论 · 数学 2013-03-14 Tomoyuki Ichiba , Mykhaylo Shkolnikov