相关论文: Large deviations for many Brownian bridges with sy…

The probability distribution of the maximum $M_t$ of a single resetting Brownian motion (RBM) of duration $t$ and resetting rate $r$, properly centred and scaled, is known to converge to the standard Gumbel distribution of the classical…

We study a Schilder-type large deviation principle for sticky-reflected Brownian motion with boundary diffusion, both at the static and sample path level in the short-time limit. A sharp transition for the rate function occurs, depending on…

We study a random walk pinning model, where conditioned on a simple random walk Y on Z^d acting as a random medium, the path measure of a second independent simple random walk X up to time t is Gibbs transformed with Hamiltonian -L_t(X,Y),…

We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…

We study the asymptotic behaviour of sequences of multivariate random variables representing the number of occurrences of a given set of symbols in a word of length $n$ generated at random according to a rational stochastic model. Assuming…

We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…

Recently, a number of physical models has emerged described by a random process with increments given by a quadratic form of a fast Gaussian process. We find that the rate function which describes sample-path large deviations for such a…

We consider $N$ bosons in a box in $\mathbb {R}^d$ with volume $N/\rho$ under the influence of a mutually repellent pair potential. The particle density $\rho\in (0,\infty)$ is kept fixed. Our main result is the identification of the…

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

This paper is devoted to generalize some previous results presented in Gaioli et al., Int. J. Theor. Phys. 36, 2167 (1997). We evaluate the autocorrelation function of the stochastic acceleration and study the asymptotic evolution of the…

The first of $N$ identical independently distributed (i.i.d.) Brownian trajectories that arrives to a small target, sets the time scale of activation, which in general is much faster than the arrival to the target of only a single…

This paper gives a derivation for the large time asymptotics of the $n$-point density function of a system of coalescing Brownian motions on $\bf{R}$.

Let $\pi$ be the occupancy density of an obliquely reflected Brownian motion in the half plane and let ($\rho$, $\alpha$) be the polar coordinates of a point in the upper half plane. This work determines the exact asymptotic behavior of…

We consider a system of non-interacting Brownian particles on the line with steplike initial condition and study the statistics of the occupation time on the positive half-line. We demonstrate that this system exhibits long-lasting memory…

The quantum theory of indirect measurements in physical systems is studied. The example of an indirect measurement of an observable represented by a self-adjoint operator $\mathcal{N}$ with finite spectrum is analysed in detail. The…

We consider pairs of 3-dimensional Brownian paths, started at the origin and conditioned to have no intersections after time zero. We show that there exists a unique measure on pairs of paths that is invariant under this conditioning, while…

The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the…

We prove the Large Deviation Principle for the empirical process in a system of locally interacting Brownian motions in the nonequilibrium dynamic. Such a phenomenon has been proven only for two lattice systems: the symmetric simple…

The large time $t$ asymptotics for scalar, constant coefficient,linear, third order, dispersive equations are obtained for asymptotically time-periodic Dirichlet boundary data and zero initial data on the half-line modeling a wavemaker…

The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…