Moderate deviations for the determinant of Wigner matrices

We establish a moderate deviations principle (MDP) for the log-determinant $\log | \det (M_n) |$ of a Wigner matrix $M_n$ matching four moments with either the GUE or GOE ensemble. Further we establish Cram\'er--type moderate deviations and Berry-Esseen bounds for the log-determinant for the GUE and GOE ensembles as well as for non-symmetric and non-Hermitian Gaussian random matrices (Ginibre ensembles), respectively.Comment: 20 pages, one missing reference added; Limit Theorems in Probability, Statistics and Number Theory, Springer Proceedings in Mathematics and Statistics, 201

Asymptotics for the Wiener sausage among Poissonian obstacles

We consider the Wiener sausage among Poissonian obstacles. The obstacle is called hard if Brownian motion entering the obstacle is immediately killed, and is called soft if it is killed at certain rate. It is known that Brownian motion conditioned to survive among obstacles is confined in a ball near its starting point. We show the weak law of large numbers, large deviation principle in special cases and the moment asymptotics for the volume of the corresponding Wiener sausage. One of the consequence of our results is that the trajectory of Brownian motion almost fills the confinement ball.Comment: 19 pages, Major revision made for publication in J. Stat. Phy

Self-intersection local time of planar Brownian motion based on a strong approximation by random walks

The main purpose of this work is to define planar self-intersection local time by an alternative approach which is based on an almost sure pathwise approximation of planar Brownian motion by simple, symmetric random walks. As a result, Brownian self-intersection local time is obtained as an almost sure limit of local averages of simple random walk self-intersection local times. An important tool is a discrete version of the Tanaka--Rosen--Yor formula; the continuous version of the formula is obtained as an almost sure limit of the discrete version. The author hopes that this approach to self-intersection local time is more transparent and elementary than other existing ones.Comment: 36 pages. A new part on renormalized self-intersection local time has been added and several inaccuracies have been corrected. To appear in Journal of Theoretical Probabilit

Duality and fluctuation relations for statistics of currents on cyclic graphs

We consider stochastic motion of a particle on a cyclic graph with arbitrarily periodic time dependent kinetic rates. We demonstrate duality relations for statistics of currents in this model and in its continuous version of a diffusion in one dimension. Our duality relations are valid beyond detailed balance constraints and lead to exact expressions that relate statistics of currents induced by dual driving protocols. We also show that previously known no-pumping theorems and some of the fluctuation relations, when they are applied to cyclic graphs or to one dimensional diffusion, are special consequences of our duality.Comment: 2 figure, 6 pages (In twocolumn). Accepted by JSTA

Large deviations for a damped telegraph process

In this paper we consider a slight generalization of the damped telegraph process in Di Crescenzo and Martinucci (2010). We prove a large deviation principle for this process and an asymptotic result for its level crossing probabilities (as the level goes to infinity). Finally we compare our results with the analogous well-known results for the standard telegraph process

Dynamic Phase Transitions in Cell Spreading

We monitored isotropic spreading of mouse embryonic fibroblasts on fibronectin-coated substrates. Cell adhesion area versus time was measured via total internal reflection fluorescence microscopy. Spreading proceeds in well-defined phases. We found a power-law area growth with distinct exponents a_i in three sequential phases, which we denote basal (a_1=0.4+-0.2), continous (a_2=1.6+-0.9) and contractile (a_3=0.3+-0.2) spreading. High resolution differential interference contrast microscopy was used to characterize local membrane dynamics at the spreading front. Fourier power spectra of membrane velocity reveal the sudden development of periodic membrane retractions at the transition from continous to contractile spreading. We propose that the classification of cell spreading into phases with distinct functional characteristics and protein activity patterns serves as a paradigm for a general program of a phase classification of cellular phenotype. Biological variability is drastically reduced when only the corresponding phases are used for comparison across species/different cell lines.Comment: 4 pages, 5 figure

A numerical approach to copolymers at selective interfaces

We consider a model of a random copolymer at a selective interface which undergoes a localization/delocalization transition. In spite of the several rigorous results available for this model, the theoretical characterization of the phase transition has remained elusive and there is still no agreement about several important issues, for example the behavior of the polymer near the phase transition line. From a rigorous viewpoint non coinciding upper and lower bounds on the critical line are known. In this paper we combine numerical computations with rigorous arguments to get to a better understanding of the phase diagram. Our main results include: - Various numerical observations that suggest that the critical line lies strictly in between the two bounds. - A rigorous statistical test based on concentration inequalities and super-additivity, for determining whether a given point of the phase diagram is in the localized phase. This is applied in particular to show that, with a very low level of error, the lower bound does not coincide with the critical line. - An analysis of the precise asymptotic behavior of the partition function in the delocalized phase, with particular attention to the effect of rare atypical stretches in the disorder sequence and on whether or not in the delocalized regime the polymer path has a Brownian scaling. - A new proof of the lower bound on the critical line. This proof relies on a characterization of the localized regime which is more appealing for interpreting the numerical data.Comment: accepted for publication on J. Stat. Phy

Long time, large scale limit of the Wigner transform for a system of linear oscillators in one dimension

We consider the long time, large scale behavior of the Wigner transform W_\eps(t,x,k) of the wave function corresponding to a discrete wave equation on a 1-d integer lattice, with a weak multiplicative noise. This model has been introduced in Basile, Bernardin, and Olla to describe a system of interacting linear oscillators with a weak noise that conserves locally the kinetic energy and the momentum. The kinetic limit for the Wigner transform has been shown in Basile, Olla, and Spohn. In the present paper we prove that in the unpinned case there exists $\gamma_0>0$ such that for any $\gamma\in(0,\gamma_0]$ the weak limit of W_\eps(t/\eps^{3/2\gamma},x/\eps^{\gamma},k), as \eps\ll1, satisfies a one dimensional fractional heat equation $\partial_t W(t,x)=-\hat c(-\partial_x^2)^{3/4}W(t,x)$ with $\hat c>0$. In the pinned case an analogous result can be claimed for W_\eps(t/\eps^{2\gamma},x/\eps^{\gamma},k) but the limit satisfies then the usual heat equation

Bose--Einstein Condensation in the Large Deviations Regime with Applications to Information System Models

We study the large deviations behavior of systems that admit a certain form of a product distribution, which is frequently encountered both in Physics and in various information system models. First, to fix ideas, we demonstrate a simple calculation of the large deviations rate function for a single constraint (event). Under certain conditions, the behavior of this function is shown to exhibit an analogue of Bose--Einstein condensation (BEC). More interestingly, we also study the large deviations rate function associated with two constraints (and the extension to any number of constraints is conceptually straightforward). The phase diagram of this rate function is shown to exhibit as many as seven phases, and it suggests a two--dimensional generalization of the notion of BEC (or more generally, a multi--dimensional BEC). While the results are illustrated for a simple model, the underlying principles are actually rather general. We also discuss several applications and implications pertaining to information system models

Current fluctuations in stochastic systems with long-range memory

We propose a method to calculate the large deviations of current fluctuations in a class of stochastic particle systems with history-dependent rates. Long-range temporal correlations are seen to alter the speed of the large deviation function in analogy with long-range spatial correlations in equilibrium systems. We give some illuminating examples and discuss the applicability of the Gallavotti-Cohen fluctuation theorem.Comment: 10 pages, 1 figure. v2: Minor alterations. v3: Very minor alterations for consistency with published version appearing at http://stacks.iop.org/1751-8121/42/34200