Large deviations of the front in a one-dimensional model of X+Y 2X
From MaRDI portal
Publication:984441
Abstract: We investigate the probabilities of large deviations for the position of the front in a stochastic model of the reaction on the integer lattice in which particles do not move while particles move as independent simple continuous time random walks of total jump rate . For a wide class of initial conditions, we prove that a large deviations principle holds and we show that the zero set of the rate function is the interval , where is the velocity of the front given by the law of large numbers. We also give more precise estimates for the rate of decay of the slowdown probabilities. Our results indicate a gapless property of the generator of the process as seen from the front, as it happens in the context of nonlinear diffusion equations describing the propagation of a pulled front into an unstable state.
Recommendations
- Large deviations for the dynamic \(\phi ^{2n}_d\) model
- scientific article; zbMATH DE number 2062303
- Front propagation and quasi-stationary distributions for one-dimensional Lévy processes
- scientific article; zbMATH DE number 4026475
- Large deviations for one-dimensional SDE with discontinuous diffusion coefficient
- Large deviations in total variation of occupation measures of one-dimensional diffusions
- Large deviations for solutions of one dimensional Itô equations
- Large deviations for one dimensional diffusions with a strong drift
Cites work
- scientific article; zbMATH DE number 48363 (Why is no real title available?)
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- scientific article; zbMATH DE number 3029581 (Why is no real title available?)
- Association of Random Variables, with Applications
- Asymptotic behavior of a stochastic combustion growth process
- Convergence of solutions of the Kolmogorov equation to travelling waves
- Fluctuations of the front in a one dimensional model of $X+Y\to 2X$
- Fluctuations of the front in a stochastic combustion model
- Front propagation into unstable states
- Front propagation into unstable states: Universal algebraic convergence towards uniformly translating pulled fronts
- Large deviation principle for random walk in a quenched random environment in the flow speed regime
- Large deviations for random walks under subexponentiality: The big-jump domain
- Large deviations of heavy-tailed sums with applications in insurance
- Precise large deviation estimates for a one-dimensional random walk in a random environment
- Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
- The shape theorem for the frog model
- The spread of a rumor or infection in a moving population
Cited in
(10)- Asymptotic behavior of a stochastic combustion growth process
- Spread of infections in a heterogeneous moving population
- Spread of an infection on the zero range process
- Linear and superlinear spread for stochastic combustion growth process
- First passage time of the frog model has a sublinear variance
- Asymptotic shape and propagation of fronts for growth models in dynamic random environment
- A stochastic combustion model with thresholds on trees
- Fluctuations of the front in a one-dimensional model for the spread of an infection
- Fluctuations of the front in a one dimensional model of $X+Y\to 2X$
- Criticality of a randomly-driven front
This page was built for publication: Large deviations of the front in a one-dimensional model of \(X+Y\rightarrow 2X\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q984441)