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UID:0-1117@lptms.universite-paris-saclay.fr
DTSTART;TZID=Europe/Paris:20260624T140000
DTEND;TZID=Europe/Paris:20260624T173000
DTSTAMP:20260612T123957Z
URL:http://www.lptms.universite-paris-saclay.fr/seminars/soutenance-de-the
 se-de-ivan-burenev/
SUMMARY:Soutenance de thèse de Ivan Burenev - Petit amphi\, bâtiment Pasc
 al n° 530 - 24 Juin 26 14:00
DESCRIPTION:Rare events in one dimension: transport and first passage.\nIva
 n Burenev\n&nbsp\;\n\nThis thesis studies the statistics of rare events in
  one-dimensional stochastic systems. We focus on two physical systems: a s
 ystem of non-interacting Brownian particles on the line with a steplike in
 itial condition\, and a jump-drift process. For each\, we combine analytic
 al and numerical methods to obtain precise quantitative results that go fa
 r beyond what Gaussian approximations can provide. In addition\, we develo
 p an importance sampling strategy\, the local tilt\, for the numerical stu
 dy of counting statistics in one-dimensional systems.\n\nFor the Brownian 
 particle system\, we focus on two observables: the local time density at t
 he origin and the occupation time on the positive half line. A peculiar fe
 ature of such systems is that the statistics retain a long-time memory of 
 the initialization\, which persists even at arbitrary large observation ti
 mes. We compute the means and variances of both observables and derive the
  corresponding large deviation rate functions for the quenched and anneale
 d averaging schemes.\n\nFor the jump-drift process\, we study the first-pa
 ssage properties. We introduce a mapping onto an effective discrete-time r
 andom walk and obtain the joint distribution of the first-passage time and
  the number of jumps. We establish a phase diagram with two regimes separa
 ted by a critical point: the survival (weak drift) regime where the proces
 s has a finite probability of never crossing the origin\, and the absorpti
 on (strong drift) regime where first passage surely occurs. We confirm tha
 t this behavior holds for arbitrary light-tailed distributions.\n\n&nbsp\;
 \n\nJury : Roberto Artuso\, Olivier Bénichou\, Denis Grebenkov (rapporteu
 r)\, Michael Kearney (invité)\, Satya Majumdar (directeur de thèse)\, C
 écile Monthus\, Clément Sire (rapporteur)
CATEGORIES:seminars
LOCATION:Petit amphi\, bâtiment Pascal n° 530\, rue André Rivière\, Ors
 ay\, 91405\, France
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=rue André Rivière\, Orsay
 \, 91405\, France;X-APPLE-RADIUS=100;X-TITLE=Petit amphi\, bâtiment Pasca
 l n° 530:geo:0,0
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DTSTART:20260329T030000
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