相关论文: Quenched large deviations for one dimensional nonl…

Quenched chiral perturbation theory is extended to include heavy-light mesons. Non-analytic corrections to the decay constants, Isgur-Wise function and masses and mixing of heavy mesons are then computed. The results are used to estimate…

We consider a diffusion in a Gaussian random environment that is white in time and study the large-scale behavior of the quenched density with respect to the Lebesgue measure. We show that under diffusive rescaling, the fluctuations of the…

The impact of quenched disorder on deterministic diffusion in chaotic dynamical systems is studied. As a simple example, we consider piecewise linear maps on the line. In computer simulations we find a complicated scenario of multiple…

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.…

The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

The nature of the interplay between fluctuations and quenched random disorder is a long-standing open problem, particularly in systems with a continuous order parameter. This lack of a full theoretical treatment has been underscored by…

Let $X^{(\delta)}$ be a Wishart process of dimension $\delta$, with values in the set of positive matrices of size $m$. We are interested in the large deviations for a family of matrix-valued processes $\{\delta^{-1} X_t^{(\delta)}, t \leq…

We derive rigorously the non-linear macroscopic system associated to a microscopic system of coupled quintic Schr\"odinger equations in the framework of discrete wave turbulence under a particular scaling law that describes the limiting…

We prove a {\it{quenched}} large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster on $\Z^d$, $d\geq 2$.. We take the point of view of the moving particle and first prove a quenched LDP for the…

We study the long-time behavior of a particle in $\mathbb{R}^d$, $d \geq 2$, subject to molecular diffusion and advection by a random incompressible flow. The velocity field is the divergence of a stationary random stream matrix $\mathbf{k}…

We consider a diffusion process on $\mathbb R^n$ and prove a large deviation principle for the empirical process in the joint limit in which the time window diverges and the noise vanishes. The corresponding rate function is given by the…

A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer…

In this article, we improve the Strichartz estimates obtained in [12] for the Schr\"odinger equation with white noise dispersion in one dimension. This allows us to prove global well posedness when a quintic critical nonlinearity is added…

We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…

We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…

We prove general nonlinear large deviation estimates similar to Chatterjee-Dembo's original bounds except that we do not require any second order smoothness. Our approach relies on convex analysis arguments and is valid for a broad class of…

The aim of this paper is to develop tractable large deviation approximations for the empirical measure of a small noise diffusion. The starting point is the Freidlin-Wentzell theory, which shows how to approximate via a large deviation…

Multivariate distributions are explored using the joint distributions of marginal sample quantiles. Limit theory for the mean of a function of order statistics is presented. The results include a multivariate central limit theorem and a…

Let $\xi_1, \xi_2,\ldots$ be a sequence of independent and identically distributed random variables with zero mean, finite second moment and regularly varying right distribution tail. Motivated by a stop-loss insurance model, we consider a…