Article
Physics, Fluids & Plasmas
Daniel Nickelsen, Hugo Touchette
Summary: In this article, we present a path integral calculation of the probability distribution associated with the time-integrated moments of the Ornstein-Uhlenbeck process. We discovered that the logarithm of the distribution of these moments scales nonlinearly with the integration time, indicating anomalous large deviations. By introducing a Gaussian prefactor and defining an instanton variance, we gain insights into how these anomalous large deviations are generated in time. Our results are compared with simulations based on importance sampling, and we explain why standard analytical and numerical methods fail in the case of anomalous large deviations.
Article
Physics, Fluids & Plasmas
Naftali R. Smith
Summary: In this study, we investigate the distribution of A = LT xn(t)dt, where x(t) is an Ornstein-Uhlenbeck process. We find that for n > 2, the long-time scaling form of the distribution exhibits an anomalous behavior. By calculating the exact rate function, we identify a first-order dynamical phase transition that separates the Gaussian distribution of typical fluctuations from the condensed phase describing the tails of the distribution.
Article
Physics, Mathematical
Otto Pulkkinen, Juha Merikoski
Summary: This article analyzes the existence and size of the giant component in a Markovian model for bipartite multigraphs, as well as its behavior at different parameter ranges. The specific example of Evans interaction is considered, and the impact of the critical exponent on the growth of the giant component is investigated.
JOURNAL OF STATISTICAL PHYSICS
(2023)
Article
Mathematics, Applied
Xiaoqiang Wang, Chunmao Huang
Summary: This article investigates a branching random walk with immigration in a time-dependent environment. By decomposing the family tree and using sums to characterize the upper bounds of the moments of Biggins's martingale, the change rates of the moments EWn(t)s are studied, and sufficient conditions for the finiteness of supn EWn(t)s are given. Based on these moment results, large and moderate deviation principles are established for log Zn(t).
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
(2023)
Article
Statistics & Probability
Jingjia Liu, Quirin Vogel
Summary: We prove an upper large deviation bound on the scale of the mean for a symmetric random walk in the plane satisfying certain moment conditions. This result complements previous studies restricted to dimension three and higher, adding to the research on random walk range and the volume of the Wiener sausage.
JOURNAL OF THEORETICAL PROBABILITY
(2021)
Article
Materials Science, Multidisciplinary
K. Nestmann, M. R. Wegewijs
Summary: There are two canonical approaches to describe open quantum systems, the Nakajima-Zwanzig quantum master equation with a time-nonlocal memory kernel K, and the time-convolutionless equation with a time-local generator G. A recent study has revealed a fixed-point relation connecting these key quantities, allowing for a recursive relation between their perturbative expansions. This provides an elegant way to compute the generator using standard memory-kernel techniques for strongly interacting open systems and allows for an unbiased comparison of time-local and time-nonlocal approaches.
Article
Statistics & Probability
Giancarlos Oviedo, Gonzalo Panizo, Alejandro F. Ramirez
Summary: This study proves that Beta random walk exhibits cubic fluctuations for arbitrary parameter values and removes previous restrictions on their values. It also demonstrates the persistence of GUE Tracy-Widom fluctuations in the intermediate disorder regime.
ELECTRONIC JOURNAL OF PROBABILITY
(2022)
Article
Computer Science, Interdisciplinary Applications
Charles S. do Amaral
Summary: This paper presents a numerical analysis of the average value of the Maximum Local Time, L-n*, in the Simple Random Walk on the square lattice. It is known from previous studies that the sequence ?(n):=((logn)2)(Ln)* converges to p. The author found numerical evidence showing that the average value of ?(n) (?n over bar ) increases until a certain value of n, referred to as n(c), after which it decreases and approaches p. Furthermore, estimates for nc and ?(n)c are provided.
INTERNATIONAL JOURNAL OF MODERN PHYSICS C
(2023)
Article
Physics, Fluids & Plasmas
Zhenqi Lu, Johan Wahlstrom, Arye Nehorai
Summary: The study focuses on spreading phenomena in networks, especially disease transmission, and proposes a method to effectively contain and suppress epidemic outbreaks through a combination of antidote distribution and partial quarantine. By improving existing antidote distribution schemes based on personalized PageRank, the study shows that the probability of infection spreading to the whole network is bounded, and the infection inside the subnetwork will disappear after a period proportional to the logarithm of the initially infected nodes. The strategy is dependent only on infection rate, recovery rate, and the topology around initially infected nodes, regardless of the rest of the network.
Article
Mechanics
Erion-Stelios Boci, Cecile Mailler
Summary: Stochastic processes with random reinforced relocations have been used to model animal foraging behaviour. A quenched large deviation principle is proved for the value of the process at large times. The non-Markovian nature of the process due to relocations and the random inter-relocation times acting as a random environment pose challenges in proving this result.
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
(2023)
Article
Mathematics, Applied
Amine Asselah, Bruno Schapira
Summary: We prove a large deviations principle for the number of intersections of two independent infinite-time ranges in dimension 5 and greater, improving upon previous research. This study settles a conjecture in the discrete setting and combines tools from other studies. Furthermore, we show that most of the intersections occur in a box where the paths have similar occupation densities.
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS
(2023)
Article
Statistics & Probability
Amine Asselah, Bruno Schapira
Summary: The study focuses on obtaining sharp upper and lower bounds for the downward moderate deviations of the volume of the range of a random walk in dimension five and larger, which includes two regimes: a Gaussian regime for small deviations and a stretched exponential regime for larger deviations. In the latter regime, the walk folds a small part of its range in a ball-like subset, and new path properties are provided in dimension three as well. It introduces two original ideas of general interest, strengthening the approach developed in Asselah and Schapira (2017).
PROBABILITY THEORY AND RELATED FIELDS
(2021)
Article
Statistics & Probability
Rodrigo Bazaes, Chiranjib Mukherjee, Alejandro F. Ramirez, Santiago Saglietti
Summary: In this study, we investigate the random walk on a d-dimensional lattice grid with low disorder in the environment. The quenched and annealed large deviation rate functions are shown to agree on compact sets within the boundary of their domain. We also find a phase transition in the equality of the rate functions based on the strength of disorder in a general parametrized family of environments.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
(2023)
Article
Physics, Multidisciplinary
Stefan Adams, Matthew Dickson
Summary: This paper studies models for random combinatorial partitions and their limiting free energies, with a focus on the minimizer of various Gibbsian ensembles. Critical behavior is observed in models with unique minimizers for rate functions, including the probabilistic version of the Huang-Yang-Luttinger model.
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL
(2022)
Article
Mathematics
Guangyu Dan, Weiguo Li, Zheng Zhong, Kaibao Sun, Qingfei Luo, Richard L. Magin, Xiaohong Joe Zhou, M. Muge Karaman
Summary: The CTRW model introduces fractional order time and space derivatives to characterize diffusion behavior, which are believed to be dependent on diffusion times. Studies on the time dependency of these parameters are limited, but have shown strong time dependency at longer diffusion times.
Article
Biophysics
Jason M. D. Kalapothakis, Ryan J. Morris, Juraj Szavits-Nossan, Kym Eden, Sam Covill, Sean Tabor, Jay Gillam, Perdita E. Barran, Rosalind J. Allen, Cait E. MacPhee
BIOPHYSICAL JOURNAL
(2015)
Article
Mechanics
J. Szavits-Nossan, M. R. Evans
JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT
(2015)
Article
Physics, Multidisciplinary
Juraj Szavits-Nossan, Luca Ciandrini, M. Carmen Romano
PHYSICAL REVIEW LETTERS
(2018)
Article
Physics, Multidisciplinary
Juraj Szavits-Nossan
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL
(2013)
Article
Physics, Multidisciplinary
Juraj Szavits-Nossan, Martin R. Evans, Satya N. Majumdar
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL
(2014)
Article
Physics, Multidisciplinary
Juraj Szavits-Nossan, Kym Eden, Ryan J. Morris, Cait E. MacPhee, Martin R. Evans, Rosalind J. Allen
PHYSICAL REVIEW LETTERS
(2014)
Article
Physics, Multidisciplinary
Juraj Szavits-Nossan, Martin R. Evans, Satya N. Majumdar
PHYSICAL REVIEW LETTERS
(2014)
Article
Biochemistry & Molecular Biology
Juraj Szavits-Nossan, Luca Ciandrini
NUCLEIC ACIDS RESEARCH
(2020)
Article
Physics, Multidisciplinary
Juraj Szavits-Nossan, Ramon Grima
Summary: This study provides a mathematical model to accurately predict the distribution of nascent RNA based on transcriptional activity. The model takes into account the non-Markovian nature of transcriptional elongation, which is difficult to solve analytically. The model is validated through simulations and live cell imaging data.
PHYSICAL REVIEW RESEARCH
(2023)
Article
Physics, Fluids & Plasmas
Juraj Szavits-Nossan, Ramon Grima
Summary: In this study, a stochastic model of gene switching and mRNA life cycle stages is considered. A mean-field approach is constructed to obtain steady-state distributions of transcript molecules at each stage. The results indicate that any bimodality gradually disappears in a population of identical cells as mRNA progresses through its life cycle.
Article
Physics, Fluids & Plasmas
J. Szavits-Nossan, B. Waclaw
Article
Biochemistry & Molecular Biology
S. Scott, J. Szavits-Nossan
Article
Physics, Fluids & Plasmas
Juraj Szavits-Nossan, Martin R. Evans
Article
Physics, Fluids & Plasmas
Juraj Szavits-Nossan, M. Carmen Romano, Luca Ciandrini