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We formulate large deviations principle (LDP) for diffusion pair $(X^\epsilon,\xi^\epsilon)=(X_t^\epsilon,\xi_t^\epsilon)$, where first component has a small diffusion parameter while the second is ergodic Markovian process with fast time.…

Probability · Mathematics 2007-05-23 R. Liptser

The long time behavior of a couple of interacting asymmetric exclusion processes of opposite velocities is investigated in one space dimension. We do not allow two particles at the same site, and a collision effect (exchange) takes place…

Probability · Mathematics 2009-11-10 Jozsef Fritz , Balint Toth

We introduce a novel generalization of entropy and conditional entropy from which most definitions from the literature can be derived as particular cases. Within this general framework, we investigate the problem of designing…

Information Theory · Computer Science 2018-11-27 MHR Khouzani , Pasquale Malacaria

Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the…

Mathematical Physics · Physics 2025-08-26 Hong Qian , Zhongwei Shen

We extend Hochman's work on exponentially separated self-similar measures on $\mathbb{R}$ to the real analytic setting. More precisely, let $\Phi=\left\{ \varphi_{i}\right\} _{i\in\Lambda}$ be an iterated function system on $I:=[0,1]$…

Dynamical Systems · Mathematics 2025-01-13 Ariel Rapaport

We revisit entropic formulations of the uncertainty principle for an arbitrary pair of positive operator-valued measures (POVM) $A$ and $B$, acting on finite dimensional Hilbert space. Salicr\'u generalized $(h,\phi)$-entropies, including…

Quantum Physics · Physics 2015-06-18 S. Zozor , G. M. Bosyk , M. Portesi

We consider the case of hyperbolic basic sets $\Lambda$ of saddle type for holomorphic maps $f: \mathbb P^2\mathbb C \to \mathbb P^2\mathbb C$. We study equilibrium measures $\mu_\phi$ associated to a class of H\"older potentials $\phi$ on…

Dynamical Systems · Mathematics 2012-03-15 John Erik Fornaess , Eugen Mihailescu

We show that for any set $A\subseteq [0,1]^n$ with $\text{Vol}(A)\ge 1/2$ there exists a line $\ell $ such that the one-dimensional Lebesgue measure of $\ell \cap A$ is at least $\Omega ( n^{1/4} )$. The exponent $1/4$ is tight. More…

Probability · Mathematics 2023-09-20 Dor Elboim , Bo'az Klartag

A semi-implicit in time, entropy stable finite volume scheme for the compressible barotropic Euler system is designed and analyzed and its weak convergence to a dissipative measure-valued (DMV) solution [E. Feireisl et al., Dissipative…

Numerical Analysis · Mathematics 2023-12-07 K. R. Arun , Amogh Krishnamurthy

In this paper, we prove the moderate deviations principle (MDP) for a general system of slow-fast dynamics. We provide a unified approach, based on weak convergence ideas and stochastic control arguments, that cover both the averaging and…

Probability · Mathematics 2017-06-02 Matthew R. Morse , Konstantinos Spiliopoulos

In this paper we present an upper bound for the decay of correlation for the stationary stochastic process associated with the Entropy Penalized Method. Let $L(x, v):\Tt^n\times\Rr^n\to \Rr$ be a Lagrangian of the form L(x,v) = {1/2}|v|^2 -…

Dynamical Systems · Mathematics 2007-05-23 Diogo A. Gomes , Artur O. Lopes

We investigate the large deviation principle (LDP) of the stationary solutions of stochastic functional differential equations (SFDEs) with infinite delay under small random perturbation. First, we demonstrate the existence and uniqueness…

Probability · Mathematics 2026-05-18 Yong Liu , Bin Tang

We consider $n\times n$ Hermitian matrices with i.i.d. entries $X_{ij}$ whose tail probabilities $\mathbb {P}(|X_{ij}|\geq t)$ behave like $e^{-at^{\alpha}}$ for some $a>0$ and $\alpha \in(0,2)$. We establish a large deviation principle for…

Probability · Mathematics 2014-10-29 Charles Bordenave , Pietro Caputo

One says that the local large deviation principle (LLDP) is satisfied for a family of random vectors $\{\zeta_T\}_{T\ge 0}$ in $\mathbb R^d,$ $d\ge 1,$ if there exists a function $D:\mathbb R^d\to [0,\infty],$ $D\not \equiv \infty,$ such…

Probability · Mathematics 2026-04-27 Konstantin Borovkov

In this paper we establish the large deviation principle for the the two-dimensional stochastic Navier-Stokes equations with anisotropic viscosity both for small noise and for short time. The proof for large deviation principle is based on…

Probability · Mathematics 2020-06-01 Bingguang Chen , Xiangchan Zhu

We introduce generalized $(\alpha,\beta)$-transformations, which include all $(\alpha,\beta)$ and generalized $\beta$-transformations, and prove that all transitive generalized $(\alpha,\beta)$-transformations satisfy the level-2 large…

Dynamical Systems · Mathematics 2022-06-22 Mao Shinoda , Kenichiro Yamamoto

We derive the spatially homogeneous Landau equation for Maxwellian molecules from a natural stochastic interacting particle system. More precisely, we control the relative entropy between the joint law of the particle system and the…

Analysis of PDEs · Mathematics 2024-10-01 José Antonio Carrillo , Xuanrui Feng , Shuchen Guo , Pierre-Emmanuel Jabin , Zhenfu Wang

Borrowing the idea of topological pressure determining measure-theoretical entropy in topological dynamical systems, we establish a variational principle for upper metric mean dimension with potential in terms of upper measure-theoretical…

Dynamical Systems · Mathematics 2024-12-30 Rui Yang , Ercai Chen , Xiaoyao Zhou

In this paper, we establish a moderate deviation principle for an abstract nonlinear equation forced by random noise of L\'evy type. This type of equation covers many hydrodynamical models, including stochastic 2D Navier-Stokes equations,…

Probability · Mathematics 2025-02-12 Yue Li , Shijie Shang

We establish multi-scale convergence theory for a class of Hamilton-Jacobi PDEs in space of probability measures. They arise from context of hydrodynamic limit of N-particle deterministic action minimizing (global) Lagrangian dynamics. From…

Analysis of PDEs · Mathematics 2025-12-25 Jin Feng