activity
20052026
most citedLarge deviations for infinite dimensional stochastic dynamical systems

232 citations · 701 across the 83 of their papers we have counts for

collaborators
Showing math.PRShow all

83 papers · 1 filter

math.PR2026

Long-Time Large Deviation Asymptotics for Mean-Field Granular Media Equations

Amarjit Budhiraja, Jack Sullivan

We study long-time mean-field large deviations for granular-media diffusions. Under a dissipativity assumption, for arbitrary , the occupation measure of the -part…

math.PR2026

Large deviations for long-time occupation measures of stochastic evolution equations with small, asymptotically rough noise

Amarjit Budhiraja, Sandra Cerrai

We study the long-time, small-noise behavior of a class of dissipative stochastic evolution equations in a separable Hilbert space, driven by a cylindrical Wiener process whose cov…

math.PR2026

Bi-infinite systems of singularly interacting Brownian particles and the KPZ equation

Sayan Banerjee, Amarjit Budhiraja, Peter Rudzis

We study a bi-infinite system of interacting Brownian particles on the real line with singular asymmetric interactions mediated by the collision local times. Particles perform Brow…

math.PR2026

Rank Based Routing in Large Server Systems under Extreme Congestion

Sayan Banerjee, Amarjit Budhiraja, Eva Loeser

We study parallel queues in an extreme heavy-traffic regime: each server works at rate , while jobs arrive to a dispatcher at rate , with fixed . A…

math.PR2026

Long Time Asymptotics for the Stochastic Follow-the-Leader System

Sayan Banerjee, Amarjit Budhiraja, Dilshad Imon

We introduce and analyze a class of interacting particle systems on the real line that combine features of the stochastic rat race and (deterministic) follow-the-leader models. The…

math.PR2025

Jump Processes with Self-Interactions: Large Deviation Asymptotics

Amarjit Budhiraja, Francesco Coghi

We consider a pure jump process with values in a finite state space for which the jump rates at time instant depend on the occupation m…