Packets of diffusing particles exhibit universal exponential tails
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 …
exponential decays of the positional probability density function P (X, t) of packets of …
Large deviations for continuous time random walks
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 …
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 …
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 …
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 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 …
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 …
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
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 …
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 …
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 …
that each renewal involves a broad-sense reward taking values in a real separable Banach …