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math.PR2021
Large deviations for Markov jump processes with uniformly diminishing rates
Andrea Agazzi, Luisa Andreis, Robert I. A. Patterson +1
We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly en…
math.PR2019
A large-deviations principle for all the cluster sizes of a sparse Erdős-Rényi graph
Luisa Andreis, Wolfgang König, Robert I. A. Patterson
Let be the Erdős-Rényi graph with connection probability as for a fixed . We derive a large-deviatio…
math.PR2017
Ergodicity of a system of interacting random walks with asymmetric interaction
Luisa Andreis, Amine Asselah, Paolo Dai Pra
We study N interacting random walks on the positive integers. Each particle has drift δ towards infinity, a reflection at the origin, and a drift towards particles with lower posit…