Packets of diffusing particles exhibit universal exponential tails

E Barkai, S Burov - Physical review letters, 2020 - APS
Brownian motion is a Gaussian process described by the central limit theorem. However,
exponential decays of the positional probability density function P (X, t) of packets of …

Large deviations for continuous time random walks

W Wang, E Barkai, S Burov - Entropy, 2020 - mdpi.com
Recently observation of random walks in complex environments like the cell and other
glassy systems revealed that the spreading of particles, at its tails, follows a spatial …

Biomass gasification and applied intelligent retrieval in modeling

M Meena, H Kumar, ND Chaturvedi, AA Kovalev… - Energies, 2023 - mdpi.com
Gasification technology often requires the use of modeling approaches to incorporate
several intermediate reactions in a complex nature. These traditional models are …

Statistical fluctuations under resetting: rigorous results

M Zamparo - Journal of Physics A: Mathematical and Theoretical, 2022 - iopscience.iop.org
In this paper we investigate the normal and the large fluctuations of additive functionals
associated with a stochastic process under a general non-Poissonian resetting mechanism …

Large deviations in renewal models of statistical mechanics

M Zamparo - Journal of Physics A: Mathematical and Theoretical, 2019 - iopscience.iop.org
Abstract In Zamparo (2019 (arXiv: 1903.03527)) the author has recently established sharp
large deviation principles for cumulative rewards associated with a discrete-time renewal …

Large deviations in discrete-time renewal theory

M Zamparo - Stochastic Processes and their Applications, 2021 - Elsevier
We establish sharp large deviation principles for cumulative rewards associated with a
discrete-time renewal model, supposing that each renewal involves a broad-sense reward …

Limit theorems for Hawkes processes including inhibition

P Cattiaux, L Colombani, M Costa - Stochastic Processes and their …, 2022 - Elsevier
In this paper we consider some non linear Hawkes processes with signed reproduction
function (or memory kernel) thus exhibiting both self-excitation and inhibition. We provide a …

Exponential tails and asymmetry relations for the spread of biased random walks

S Burov, W Wang, E Barkai - arXiv preprint arXiv:2209.03410, 2022 - arxiv.org
Exponential, and not Gaussian, decay of probability density functions was studied by
Laplace in the context of his analysis of errors. Such Laplace propagators for the diffusive …

From uniform renewal theorem to uniform large and moderate deviations for renewal-reward processes

B Tsirelson - 2013 - projecteuclid.org
A uniform key renewal theorem is deduced from the uniform Blackwell's renewal theorem. A
uniform LDP (large deviation principle) for renewal-reward processes is obtained, and MDP …

Large deviation principles for renewal–reward processes

M Zamparo - Stochastic Processes and their Applications, 2023 - Elsevier
We establish a sharp large deviation principle for renewal–reward processes, supposing
that each renewal involves a broad-sense reward taking values in a real separable Banach …