Large deviations of the front in a one-dimensional model of X+Y→2X
نویسندگان
چکیده
منابع مشابه
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15 صفحه اولLarge Deviations of the Front in a One
We investigate the probabilities of large deviations for the position of the front in a stochastic model of the reaction X + Y → 2X on the integer lattice in which Y particles do not move while X particles move as independent simple continuous time random walks of total jump rate 2. For a wide class of initial conditions, we prove that a large deviations principle holds and we show that the zer...
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Large Deviations for the One - Dimensional Edwards Model
ONE-DIMENSIONAL EDWARDS MODEL Mar h 6, 2002 Rem o van der Hofstad 1 2 Frank den Hollander 3 Wolfgang K onig 4 Abstra t: In this paper we prove a large deviation prin iple for the empiri al drift of a onedimensional Brownian motion with self-repellen e alled the Edwards model. Our results extend earlier work in whi h a law of large numbers, respe tively, a entral limit theorem were derived. In ...
متن کامل2 Large Deviations for the One - Dimensional Edwards Model
In this paper we prove a large deviation principle for the empirical drift of a onedimensional Brownian motion with self-repellence called the Edwards model. Our results extend earlier work in which a law of large numbers, respectively, a central limit theorem were derived. In the Edwards model a path of length T receives a penalty eT , where HT is the self-intersection local time of the path a...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2010
ISSN: 0091-1798
DOI: 10.1214/09-aop502