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Related papers: The Mather measure and a Large Deviation Principle…

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In this paper we prove existence and uniqueness of an entropy solution to the A-obstacle problem, for L^1 data. We also extend the Lewy-Stampacchia inequalities to the general framework of L^1 data, and show convergence and stability…

Analysis of PDEs · Mathematics 2010-03-12 S. Challal , A. Lyaghfouri , J. F. Rodrigues

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

Probability · Mathematics 2024-03-11 Wei Hong , Wei Liu , Luhan Yang

We investigate the initial-value problem for the relativistic Euler equations governing isothermal perfect fluid flows, and generalize an approach introduced by LeFloch and Shelukhin in the non-relativistic setting. We establish the…

Analysis of PDEs · Mathematics 2007-05-23 Philippe G. LeFloch , Mitsuru Yamazaki

We develop a variational method for constructing positive entropy invariant measures of Lagrangian systems without assuming transversal intersections of stable and unstable manifolds, and without restrictions to the size of non-integrable…

Dynamical Systems · Mathematics 2016-06-23 Sinisa Slijepcevic

We investigate the behavior of the Gibbs-Shannon entropy of the stationary nonequilibrium measure describing a one-dimensional lattice gas, of L sites, with symmetric exclusion dynamics and in contact with particle reservoirs at different…

Statistical Mechanics · Physics 2015-05-13 B. Derrida , J. L. Lebowitz , E. R. Speer

We investigate the relation between the small deviation problem for a symmetric $\alpha$-stable random vector in a Banach space and the metric entropy properties of the operator generating it. This generalizes former results due to Li and…

Probability · Mathematics 2010-01-20 Frank Aurzada , Mikhail Lifshits , Werner Linde

We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…

Probability · Mathematics 2007-05-23 Fabrice Gamboa , Li-Vang Lozada-Chang

The large time behavior of entropy solution to the compressible Euler equations for polytropic gas (the pressure $p(\rho)=\kappa\rho^{\gamma}, \gamma>1$) with time dependent damping like $-\frac{1}{(1+t)^\lambda}\rho u$ ($0<\lambda<1$) is…

Analysis of PDEs · Mathematics 2022-08-30 Geng Shifeng , Huang Feimin , Wu Xiaochun

We give a new proof of the large deviation principle from the hydrodynamic limit for the Ginzberg-Landau model studied in Donsker and Varadhan (1989) using techniques from the theory of stochastic control and weak convergence methods. The…

Probability · Mathematics 2018-03-28 Sayan Banerjee , Amarjit Budhiraja , Michael Perlmutter

We examine the minimization of information entropy for measures on the phase space of bounded domains, subject to constraints that are averages of grand canonical distributions. We describe the set of all such constraints and show that it…

Mathematical Physics · Physics 2019-10-02 Stamatis Dostoglou , Alexander Hughes , Jianfei Xue

Minimum divergence estimators provide a natural choice of estimators in a statistical inference problem. Different properties of various families of these divergence measures such as Hellinger distance, power divergence, density power…

Statistics Theory · Mathematics 2025-07-08 Subhrajyoty Roy , Supratik Basu , Abhik Ghosh , Ayanendranath Basu

In this paper we introduce three notions of measure theoretical entropy of a measurable cover U in a measure theoretical dynamical system. Two of them were already introduced in [R] and the new one is defined only in the ergodic case. We…

Dynamical Systems · Mathematics 2008-10-24 Uri Shapira

In this paper, we show that the empirical measure of mean-field model satisfies the large deviation principle with respect to the weak convergence topology or the stronger Wasserstein metric, under the strong exponential integrability…

Probability · Mathematics 2019-02-20 Wei Liu , Liming Wu

We give two examples of periodic Gaussian processes, having entropy numbers of exactly same order but radically different small deviations. Our construction is based on classical Knopp's result yielding of existence of continuous nowhere…

Probability · Mathematics 2017-07-13 Michel Weber

Let $A$ be a transition probability kernel on a finite state space $\Delta^o =\{1, \ldots , d\}$ such that $A(x,y)>0$ for all $x,y \in \Delta^o$. Consider a reinforced chain given as a sequence $\{X_n, \; n \in \mathbb{N}_0\}$ of…

Probability · Mathematics 2022-05-20 Amarjit Budhiraja , Adam Waterbury

We investigate the minimal error in approximating a general probability measure $\mu$ on $\mathbb{R}^d$ by the uniform measure on a finite set with prescribed cardinality $n$. The error is measured in the $p$-Wasserstein distance. In…

Probability · Mathematics 2024-08-26 Filippo Quattrocchi

In this paper we discuss a stochastic analog of Aubry-Mather theory in which a deterministic control problem is replaced by a controlled diffusion. We prove the existence of a minimizing measure (Mather measure) and discuss its main…

Analysis of PDEs · Mathematics 2007-05-23 Diogo Aguiar Gomes

We establish the well-posedness of stationary solutions for a class of SPDEs with locally monotone coefficients, and prove the Freidlin--Wentzell large deviation principle (LDP) for these stationary solutions. The LDP for the associated…

Probability · Mathematics 2026-04-27 Yong Liu , Bin Tang , Rangrang Zhang

We discuss the Kolmogorov's entropy and Sinai's definition of it; and then define a deformation of the entropy, called {\it scaling entropy}; this is also a metric invariant of the measure preserving actions of the group, which is more…

Dynamical Systems · Mathematics 2010-04-21 A. Vershik

We establish a convergence theorem for the vanishing discount problem for a weakly coupled system of Hamilton-Jacobi equations. The crucial step is the introduction of Mather measures and their relatives for the system, which we call…

Analysis of PDEs · Mathematics 2020-06-25 Hitoshi Ishii
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