We investigate analytically the distribution tails of the area A and perimeter L of a convex hull for different types of planar random walks. For N noninteracting Brownian motions of duration T we find that the large-L and A tails behave as $\mathcal{P}\left(L\right)\sim e^{-b_{N}L^{2}/DT}$ and $\mathcal{P}\left(A\right)\sim e^{-c_{N}A/DT}$, while the small-$L$ and $A$ tails behave as $\mathcal{P}\left(L\right)\sim e^{-d_{N}DT/L^{2}}$ and $\mathcal{P}\left(A\right)\sim e^{-e_{N}DT/A}$, where $D$ is the diffusion coefficient. We calculated all of the coefficients ($b_N, c_N, d_N, e_N$) exactly. Strikingly, we find that $b_N$ and $c_N$ are independent of N, for $N\geq 3$ and $N \geq 4$, respectively. We find that the large-L (A) tails are dom...
AbstractFor the perimeter length and the area of the convex hull of the first n steps of a planar ra...
We study the effect of randomly distributed diffusivities and speeds in two models for active partic...
AbstractWe generalize a result by Kozlov on large deviations of branching processes (Zn) in an i.i.d...
We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $...
We study the convex hulls of random walks establishing both law of large numbers and weak convergenc...
In the thesis at hand Monte Carlo methods originating from statistical physics are applied to study ...
10 pages, 8 figuresInternational audienceA global picture of a random particle movement is given by ...
It has been shown recently that the optimal fluctuation method -- essentially geometrical optics -- ...
The Pearson family of ergodic diffusions with a quadratic diffusion coefficient and a linear force a...
In the framework of a stochastic picture for the one-dimensional branching Brownian motion, we compu...
For the perimeter length and the area of the convex hull of the first n steps of a planar random wal...
These lecture notes are devoted to present several uses of Large Deviation asymptotics in Branching ...
The large deviations analysis of solutions to stochastic differential equations and related processe...
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally per...
For the perimeter length and the area of the convex hull of the first n steps of a planar random wal...
AbstractFor the perimeter length and the area of the convex hull of the first n steps of a planar ra...
We study the effect of randomly distributed diffusivities and speeds in two models for active partic...
AbstractWe generalize a result by Kozlov on large deviations of branching processes (Zn) in an i.i.d...
We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $...
We study the convex hulls of random walks establishing both law of large numbers and weak convergenc...
In the thesis at hand Monte Carlo methods originating from statistical physics are applied to study ...
10 pages, 8 figuresInternational audienceA global picture of a random particle movement is given by ...
It has been shown recently that the optimal fluctuation method -- essentially geometrical optics -- ...
The Pearson family of ergodic diffusions with a quadratic diffusion coefficient and a linear force a...
In the framework of a stochastic picture for the one-dimensional branching Brownian motion, we compu...
For the perimeter length and the area of the convex hull of the first n steps of a planar random wal...
These lecture notes are devoted to present several uses of Large Deviation asymptotics in Branching ...
The large deviations analysis of solutions to stochastic differential equations and related processe...
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally per...
For the perimeter length and the area of the convex hull of the first n steps of a planar random wal...
AbstractFor the perimeter length and the area of the convex hull of the first n steps of a planar ra...
We study the effect of randomly distributed diffusivities and speeds in two models for active partic...
AbstractWe generalize a result by Kozlov on large deviations of branching processes (Zn) in an i.i.d...