相关论文: Large deviations for empirical path measures in cy…

We investigate the typical sizes and shapes of sets of points obtained by irregularly tracking two-dimensional Brownian bridges. The tracking process consists of observing the path location at the arrival times of a non-homogeneous Poisson…

We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the…

Random walk in a dynamic i.i.d. beta random environment, conditioned to escape at an atypical velocity, converges to a Doob transform of the original walk. The Doob-transformed environment is correlated in time, i.i.d. in space, and its…

Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…

We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions.…

We establish large deviations properties valid for almost every sample path of a class of stationary mixing processes $(X_1,..., X_n,...)$. These properties are inherited from those of $S_n=\sum_{i=1}^nX_i$ and describe how the local…

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

This paper studies probabilistic mean-field models for interacting bosons at a positive temperature in the thermodynamic limit with random particle density. In particular, we prove large deviation principles for empirical cycle counts in…

Let $M_{l,n}$ be the number of blocks with frequency $l$ in the exchangeable random partition induced by a sample of size $n$ from the Ewens-Pitman sampling model. We show that, as $n$ tends to infinity, $n^{-1}M_{l,n}$ satisfies a large…

We compute analytically the probability $S(t)$ that a set of $N$ Brownian paths do not cross each other and stay below a moving boundary $g(\tau)= W \sqrt{\tau}$ up to time $t$. We show that for large $t$ it decays as a power law $S(t) \sim…

Transition paths are rare events occurring when a system, thanks to the effect of fluctuations, crosses successfully from one stable state to another by surmounting an energy barrier. Even though they are of great significance in many…

This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…

The article shows a bridge representation for the joint density of a system of stochastic processes consisting of a Brownian motion with drift coupled with a correlated fractional Brownian motion with drift. As a result, a small time…

We study the fluctuation properties of the local time density, ${\rho _T} = \frac{1}{T}\int_0^T {\delta ( {r(t) - 1} )} dt$, spent by a $d$-dimensional Brownian particle at a spherical shell of unit radius, where $r(t)$ denotes the radial…

We study periodic Brownian paths, wrapped around the surface of a cylinder. One characteristic of such a path is its width square, $w^2$, defined as its variance. Though the average of $w^2$ over all possible paths is well known, its full…

A wave function exposed to measurements undergoes pure state dynamics, with deterministic unitary and probabilistic measurement induced state updates, defining a quantum trajectory. For many-particle systems, the competition of these…

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical integrals obtained in [46,47]. As examples, we obtain 1. a…

We introduce a two-dimensional walk model in which a random walker can only move on the first quarter of a two-dimensional plane. We calculate the partition function of this walk model using a transfer matrix method and show that the model…

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…