相关论文: Likely path to extinction for simple branching mod…
In this paper, we prove the large deviation principle (LDP) for stochastic differential equations driven by stochastic integrals in one dimension. The result can be proved with a minimal use of rough path theory, and this implies the LDP…
We consider a multi-type Galton-Watson branching processes, where the largest in magnitude positive eigenvalue $\rho$ of the first moments matrix is close to unity. Specifically, we examine the random vector representing the number of…
Extinction times in resampling processes are fundamental yet often intractable, as previous formulas scale as $2^M$ with the number of states $M$ present in the initial probability distribution. We solve this by treating multinomial updates…
Consider a supercritical branching random walk in a time-inhomogeneous random environment. We impose a selection (called barrier) on survival in the following way. The position of the barrier may depend on the generation and the…
A properly scaled critical Galton-Watson process converges to a continuous state critical branching process $\xi(\cdot)$ as the number of initial individuals tends to infinity. We extend this classical result by allowing for overlapping…
We study sample-path large deviations for L\'evy processes and random walks with heavy-tailed jump-size distributions that are of Weibull type. Our main results include an extended form of an LDP (large deviations principle) in the $J_1$…
We consider the Markovian supermarket model with growing choices, where jobs arrive at rate $n\lambda_n$ and each of $n$ parallel servers processes jobs in its queue at rate $1$. Each incoming job joins the shortest among $d_n \in…
We consider large random trees under Gibbs distributions and prove a Large Deviation Principle (LDP) for the distribution of degrees of vertices of the tree. The LDP rate function is given explicitly. An immediate consequence is a Law of…
The theory of finite-size scaling explains how the singular behavior of thermodynamic quantities in the critical point of a phase transition emerges when the size of the system becomes infinite. Usually, this theory is presented in a…
A branching process in random environment $(Z_n, n \in \N)$ is a generalization of Galton Watson processes where at each generation the reproduction law is picked randomly. In this paper we give several results which belong to the class of…
This paper is concerned with an extended Galton-Watson process so as to allow individuals to live and reproduce for more than one unit time. We assume that each individual can live $k$ seasons (time-units) with probability $h_k$, and…
We study a model of stochastic evolutionary game dynamics in which the probabilities that agents choose suboptimal actions are dependent on payoff consequences. We prove a sample path large deviation principle, characterizing the rate of…
The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…
This article discusses modelling of the tail of a multivariate distribution function by means of a large deviation principle (LDP), and its application to the estimation of the probability of a multivariate extreme event from a sample of n…
We consider the critical Galton-Watson process with overlapping generations stemming from a single founder. Assuming that both the variance of the offspring number and the average generation length are finite, we establish the convergence…
A population genetics model based on a multitype branching process, or equivalently a Galton-Watson branching process for multiple alleles, is pre- sented. The diffusion limit forward Kolmogorov equation is derived for the case of neutral…
In this work, we establish the Freidlin--Wentzell large deviations principle (LDP) of the stochastic Cahn--Hilliard equation with small noise, which implies the one-point LDP. Further, we give the one-point LDP of the spatial finite…
Consider a catalytic super-Brownian motion $X=X^\Gamma$ with finite variance branching. Here `catalytic' means that branching of the reactant $X$ is only possible in the presence of some catalyst. Our intrinsic example of a catalyst is a…
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 aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-reward processes. These processes cumulate independent random…