Large Deviations of the Front in a one dimensional model of $X+Y \to 2X$

Details Large Deviations of the Front in a one dimensional model of $X+Y \to 2X$ Large Deviations of the Front in a one dimensional model of $X+Y \to 2X$

2008-07-15

arxiv.org/abs/0807.2349v1

Mathematics

Probability

Scientific paper

We investigate the probabilities of large deviations for the position of the front in a stochastic model of the reaction $X+Y \to 2X$ on the integer lattice in which $Y$ particles do not move while $X$ particles move as independent simple continuous time random walks of total jump rate $2$. 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 $[0,v]$, where $v$ 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.

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