6 papers
Double-transform Tauberian method for precise large deviations
Giampaolo Cristadoro, Gaia Pozzoli
In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, th…
On the conservation of specific energy and entropy in infinite anharmonic systems
Gaia Pozzoli, Renaud Raquépas
We work with infinite, closed, translation-invariant, finite-range lattice systems with "unbounded classical spins", also known as anharmonic crystals, under assumptions close to t…
Precise large deviations through a uniform Tauberian theorem
Giampaolo Cristadoro, Gaia Pozzoli
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Ta…
A continuous-time random walk extension of the Gillis model
Gaia Pozzoli, Mattia Radice, Manuele Onofri +1
We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk w…
Exploring the Gillis model: a discrete approach to diffusion in logarithmic potentials
Manuele Onofri, Gaia Pozzoli, Mattia Radice +1
Gillis model, introduced more than 60 years ago, is a non-homogeneous random walk with a position dependent drift. Though parsimoniously cited both in the physical and mathematical…
Statistics of occupation time and connection to local properties of non-homogeneous random walks
Mattia Radice, Manuele Onofri, Roberto Artuso +1
We consider the statistics of occupation times, the number of visits at the origin and the survival probability for a wide class of stochastic processes, which can be classified as…