First occurrence time of a large density fluctuation for a system of independent random walks

Amine Asselah; Paolo Dai Pra

Annales de l'I.H.P. Probabilités et statistiques (2000)

  • Volume: 36, Issue: 3, page 367-393
  • ISSN: 0246-0203

How to cite

top

Asselah, Amine, and Dai Pra, Paolo. "First occurrence time of a large density fluctuation for a system of independent random walks." Annales de l'I.H.P. Probabilités et statistiques 36.3 (2000): 367-393. <http://eudml.org/doc/77663>.

@article{Asselah2000,
author = {Asselah, Amine, Dai Pra, Paolo},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {independent random walks; exponential approximation; tail estimates},
language = {eng},
number = {3},
pages = {367-393},
publisher = {Gauthier-Villars},
title = {First occurrence time of a large density fluctuation for a system of independent random walks},
url = {http://eudml.org/doc/77663},
volume = {36},
year = {2000},
}

TY - JOUR
AU - Asselah, Amine
AU - Dai Pra, Paolo
TI - First occurrence time of a large density fluctuation for a system of independent random walks
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2000
PB - Gauthier-Villars
VL - 36
IS - 3
SP - 367
EP - 393
LA - eng
KW - independent random walks; exponential approximation; tail estimates
UR - http://eudml.org/doc/77663
ER -

References

top
  1. [1] Asselah A., Preprint 98. 
  2. [2] Asselah A., Dai Pra P., Occurrence of rare events in ergodic interacting spin systems, Ann. Inst. H. Poincaré Probab. Statist.33 (6) (1997) 727-751. Zbl0890.60089MR1484539
  3. [3] Asselah A., Dai Pra P., Sharp estimates for occurrence time of rare events for simple symmetric exclusion, Stochastic Process. Appl.71 (2) (1997) 259-273. Zbl0942.60094MR1484163
  4. [4] Bobkov S.G., Ledoux M., On modified Logarithmic Sobolev inequality for Bernoulli and Poisson measures, J. Functional Analysis156 (1998) 347-365. Zbl0920.60002MR1636948
  5. [5] Bramson M., Lebowitz J., Asymptotic behavior of densities for two-particle annihilating random walks, J. Stat. Phys.62 (1-2) (1991) 297-372. Zbl0739.60091MR1105266
  6. [6] Brémaud P., Point Processes and Queues, Springer, Berlin, 1981. Zbl0478.60004MR636252
  7. [7] Cassandro M., Galves A., Olivieri E., Vares M.E., Metastable behavior of stochastic dynamics: a pathwise approach, J. Stat. Phys.35 (1984) 603-633. Zbl0591.60080MR749840
  8. [8] Cogburn R., On the distribution of first passage and return times for small sets, Ann. Probab.13 (1985) 1219-1223. Zbl0591.60063MR806219
  9. [9] Comets F., Nucleation for a long range magnetic model, Ann. I.H. Poincaré23 (1987) 135-178. Zbl0633.60110MR891708
  10. [10] De Masi A., Presutti E., Mathematical Methods for Hydrodynamic Limits, Lecture Notes in Math., Vol. 1501, Springer, Berlin, 1991. Zbl0754.60122MR1175626
  11. [11] Ferrari P.A., Galves A., Landim C., Exponential waiting time for a big gap in a one-dimensional zero-range process, Ann. Probab.22 (1) (1994) 284-288. Zbl0793.60108MR1258878
  12. [12] Ferrari P.A., Galves A., Liggett T.M., Exponential waiting time for filling a large interval in the symmetric simple exclusion process, Ann. Inst. H. PoincaréProbab. Statist.31 (1) (1995) 155-175. Zbl0819.60095MR1340035
  13. [13] Ferrari P.A., Kesten H., Martinez S., Picco P., Existence of quasi-stationary distributions. A renewal dynamical approach, Ann. Probab.23 (2) (1995) 501-521. Zbl0827.60061MR1334159
  14. [14] Harris T.E., First passage and recurrence distribution, Trans. Amer. Math. Soc.73 (1952)471-486. Zbl0048.36301MR52057
  15. [15] Keilson J., Markov Chains Models—Rarity and Exponentiality, Springer, New York, 1979. Zbl0411.60068MR528293
  16. [16] Koroliuk D.V., Silvestrov D.S., Entry times into asymptotically receding domains for ergodic Markov chains, Theory Probab. Appl.19 (1984) 432-442. Zbl0533.60079
  17. [17] Koroliuk D.V., Silvestrov D.S., Entry times into asymptotically receding regions for processes with semi-Markov switchings, Theory Probab. Appl.19 (1984) 558-563. Zbl0568.60082
  18. [18] Lebowitz J.L., Schonmann R.H., On the asymtotics of occurrence times of rare events for stochastic spin systems, J. Stat. Phys.48 (3/4) (1987) 727-751. Zbl1084.82521MR914904
  19. [19] Martinelli F., Olivieri E., Scoppola E., Metastability and exponential approach to equilibrium for low temperature stochastic Ising models, J. Stat. Phys.61 (1990) 1105. Zbl0739.60096MR1083898
  20. [20] Neves E.J., Schonmann R.H., Critical droplets and metastability for a Glauber dynamics at very low temperatures, Comm. Math. Phys.137 (1991) 209-230. Zbl0722.60107MR1101685
  21. [21] Neves E.J., Schonmann R.H., Behavior of droplets for a class of Glauber dynamics at very low temperatures, Probab. Theory Related Fields91 (1992) 331. Zbl0739.60101MR1151800
  22. [22] Simonis A., Filling the hypercube in the supercritical contact process in equilibrium, Markov Proc. Related Fields1 (1998) 113-130. Zbl0907.60077MR1625015
  23. [23] Varadhan S.R.S., Regularity of self-diffusion coefficient, in: The Dynkin Festschrift, Progr. Probab., 34, Birkhäuser, Boston, 1994, pp. 387-397. Zbl0822.60089MR1311731

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.