Výsledky vyhledávání - "Richard C. Kraaij"

Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton-Jacobi equation

Autor: Richard C. Kraaij

Publikováno v: Bernoulli: a journal of mathematical statistics and probability, 27(3)

We establish uniqueness for a class of first-order Hamilton-Jacobi equations with Hamiltonians that arise from the large deviations of the empirical measure and empirical flux pair of weakly interacting Markov jump processes. As a corollary we obtain

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d30482c2181d0dcdda5b8e3907c7f76c
https://doi.org/10.3150/20-bej1281

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The exponential resolvent of a Markov process and large deviations for Markov processes via Hamilton-Jacobi equations

Autor: Richard C. Kraaij

Publikováno v: Electronic Journal of Probability, 25
Electron. J. Probab.

We study the Hamilton-Jacobi equation f − λHf = h, where Hf = e−f Aef and where A is an operator that corresponds to a well-posed martingale problem. We identify an operator that gives viscosity solutions to the Hamilton-Jacobi equa-tion, and wh

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https://doi.org/10.1214/20-ejp539

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Path-space moderate deviations for a class of Curie–Weiss models with dissipation

Autor: Francesca Collet, Richard C. Kraaij

Publikováno v: Stochastic Processes and their Applications, 130(7)

We modify the spin-flip dynamics of the Curie–Weiss model with dissipation in Dai Pra, Fischer and Regoli (2013) by considering arbitrary transition rates and we analyze the phase-portrait as well as the dynamics of moderate fluctuations for macros

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http://resolver.tudelft.nl/uuid:b8af1a43-1bb2-44e3-8e8d-0c011b1a0675

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Path-space moderate deviations for a Curie-Weiss model of self-organized criticality

Autor: Francesca Collet, Richard C. Kraaij, Matthias Gorny

Publikováno v: Ann. Inst. H. Poincaré Probab. Statist. 56, no. 2 (2020), 765-781
Annales de l'Institut Henri Poincar. (B) Probabilites et Statistiques, 56(2)

The dynamical Curie-Weiss model of self-organized criticality (SOC) was introduced in \cite{Gor17} and it is derived from the classical generalized Curie-Weiss by imposing a microscopic Markovian evolution having the distribution of the Curie-Weiss m

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http://hdl.handle.net/11577/3318724

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Deriving GENERIC from a generalized fluctuation symmetry

Autor: Richard C. Kraaij, Christian Maes, Alexandre Lazarescu, Mark A. Peletier

Publikováno v: Journal of Statistical Physics, 170(3), 492-508. Springer
arXiv, 1706.10115. Cornell University Library

Much of the structure of macroscopic evolution equations for relaxation to equilibrium can be derived from symmetries in the dynamical fluctuations around the most typical trajectory. For example, detailed balance as expressed in terms of the Lagrang

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https://research.tue.nl/en/publications/4a5f4ab5-6c38-434f-8afe-90ff3aa1d4a2

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Classical large deviation theorems on complete Riemannian manifolds

Autor: Frank Redig, Richard C. Kraaij, Rik Versendaal

Publikováno v: Stochastic Processes and their Applications, 129(11)

We generalize classical large deviation theorems to the setting of complete, smooth Riemannian manifolds. We prove the analogue of Mogulskii's theorem for geodesic random walks via a general approach using viscosity solutions for Hamilton–Jacobi eq

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http://resolver.tudelft.nl/uuid:24131dc8-b6ea-48f1-83f0-fa89fa0f48ed

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Comparison Principle for Hamilton-Jacobi-Bellman Equations via a Bootstrapping Procedure

Autor: Mikola C. Schlottke, Richard C. Kraaij

Publikováno v: Nonlinear Differential Equations and Applications-NoDEA, 28(2)

We study the well-posedness of Hamilton–Jacobi–Bellman equations on subsets of $${\mathbb {R}}^d$$ R d in a context without boundary conditions. The Hamiltonian is given as the supremum over two parts: an internal Hamiltonian depending on an exte

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Well-posedness of Hamilton-Jacobi equations in population dynamics and applications to large deviations

Autor: Richard C. Kraaij, Louis Mahé

Publikováno v: Stochastic Processes and their Applications, 130(9)

We prove Freidlin–Wentzell type large deviation principles for various rescaled models in populations dynamics that have immigration and possibly harvesting: birth–death processes, Galton–Watson trees, epidemic SI models, and prey–predator mo

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http://arxiv.org/abs/1803.04525

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Large deviations of the trajectory of empirical distributions of Feller processes on locally compact spaces

Autor: Richard C. Kraaij

Publikováno v: Ann. Probab. 46, no. 2 (2018), 775-828

We study the large deviation behaviour of the trajectories of empirical distributions of independent copies of time-homogeneous Feller processes on locally compact metric spaces. Under the condition that we can find a suitable core for the generator

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https://projecteuclid.org/euclid.aop/1520586269

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