First occurrence time of a large density fluctuation for a system of independent random walks
Annales de l'I.H.P. Probabilités et statistiques (2000)
- Volume: 36, Issue: 3, page 367-393
- ISSN: 0246-0203
Access Full Article
topHow to cite
topAsselah, 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] Asselah A., Preprint 98.
- [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] 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] Bobkov S.G., Ledoux M., On modified Logarithmic Sobolev inequality for Bernoulli and Poisson measures, J. Functional Analysis156 (1998) 347-365. Zbl0920.60002MR1636948
- [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] Brémaud P., Point Processes and Queues, Springer, Berlin, 1981. Zbl0478.60004MR636252
- [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] Cogburn R., On the distribution of first passage and return times for small sets, Ann. Probab.13 (1985) 1219-1223. Zbl0591.60063MR806219
- [9] Comets F., Nucleation for a long range magnetic model, Ann. I.H. Poincaré23 (1987) 135-178. Zbl0633.60110MR891708
- [10] De Masi A., Presutti E., Mathematical Methods for Hydrodynamic Limits, Lecture Notes in Math., Vol. 1501, Springer, Berlin, 1991. Zbl0754.60122MR1175626
- [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] 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] 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] Harris T.E., First passage and recurrence distribution, Trans. Amer. Math. Soc.73 (1952)471-486. Zbl0048.36301MR52057
- [15] Keilson J., Markov Chains Models—Rarity and Exponentiality, Springer, New York, 1979. Zbl0411.60068MR528293
- [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] 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] 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] 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] 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] 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] Simonis A., Filling the hypercube in the supercritical contact process in equilibrium, Markov Proc. Related Fields1 (1998) 113-130. Zbl0907.60077MR1625015
- [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 ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.