English
Related papers

Related papers: Recurrence times and large deviations

200 papers

Understanding transport processes in complex nanoscale systems, like ionic conductivities in nanofluidic devices or heat conduction in low dimensional solids, poses the problem of examining fluctuations of currents within nonequilibrium…

Mesoscale and Nanoscale Physics · Physics 2021-08-04 David T. Limmer , Chloe Y. Gao , Anthony R. Poggioli

Large language models perform text generation through high-dimensional internal dynamics, yet the temporal organisation of these dynamics remains poorly understood. Most interpretability approaches emphasise static representations or causal…

Artificial Intelligence · Computer Science 2026-01-21 Hassan Ugail , Newton Howard

We develop a rigorously controlled multi-time scale averaging technique; the averaging is done on a finite time interval, properly chosen, and then, via iterations and normal form transformations, the time intervals are scaled to arbitrary…

Mathematical Physics · Physics 2013-08-16 Shmuel Fishman , Avy Soffer

We study a topologically exact, negative Schwarzian unimodal map whose critical point is non-recurrent and flat. Assuming the critical order is either logarithmic or polynomial, we establish the Large Deviation Principle and give a partial…

Dynamical Systems · Mathematics 2017-12-19 Yong Moo Chung , Hiroki Takahasi

The aim of this study is tree-fold. First, we investigate the thermodynamics of the Ising models with respect to 2-multiple Hamiltonians. This extends the previous results of [Chazotte and Redig, Electron. J. Probably., 2014] to…

Probability · Mathematics 2022-03-18 Jung-Chao Ban , Wen-Guei Hu , Guan-Yu Lai

Complex systems are commonly modeled using nonlinear dynamical systems. These models are often high-dimensional and chaotic. An important goal in studying physical systems through the lens of mathematical models is to determine when the…

Computational Geometry · Computer Science 2014-03-25 Jesse Berwald , Marian Gidea , Mikael Vejdemo-Johansson

We consider large random trees under Gibbs distributions and prove a Large Deviation Principle (LDP) for the distribution of degrees of vertices of the tree. The LDP rate function is given explicitly. An immediate consequence is a Law of…

Probability · Mathematics 2009-11-13 Yuri Bakhtin , Christine Heitsch

The large deviations principles are established for a class of multidimensional degenerate stochastic differential equations with reflecting boundary conditions. The results include two cases where the initial conditions are adapted and…

Probability · Mathematics 2007-05-23 Zongxia Liang

In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…

Probability · Mathematics 2013-01-29 Konstantinos Spiliopoulos

We show the existence of equivalence classes for large deviations. Stochastic dynamics within an equivalence class share the same large deviation properties.

Statistical Mechanics · Physics 2012-12-11 David Andrieux

We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation…

Probability · Mathematics 2024-03-11 Yanyan Hu , Richard C. Kraaij , Fubao Xi

In order to develop systems capable of modeling artificial life, we need to identify, which systems can produce complex behavior. We present a novel classification method applicable to any class of deterministic discrete space and time…

Cellular Automata and Lattice Gases · Physics 2020-09-01 Barbora Hudcova , Tomas Mikolov

The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.

Probability · Mathematics 2013-02-21 Yuri Kifer , S. R. S. Varadhan

We present two examples of a large deviations principle where the rate function is not strictly convex. This is motivated by a model used in mathematical finance (the Heston model), and adds a new item to the zoology of non strictly convex…

Probability · Mathematics 2016-04-19 Stefano De Marco , Antoine Jacquier , Patrick Roome

We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme which treat the nonlinear term explicitly (backward differentiation formula with a one-leg method). Uniform bounds on…

Numerical Analysis · Mathematics 2014-02-28 Florentina Tone , Xiaoming Wang , Djoko Wirosoetisno

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

Probability · Mathematics 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

Using a generalisation of the detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, we recover the fluctuation theorem for the large deviation funtion of the…

Statistical Mechanics · Physics 2009-11-13 T. Bodineau , B. Derrida

In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…

Analysis of PDEs · Mathematics 2014-03-05 Stefan Adams , Nicolas Dirr , Mark A. Peletier , Johannes Zimmer

Inferring network topology from dynamical observations is a fundamental problem pervading research on complex systems. Here, we present a simple, direct method to infer the structural connection topology of a network, given an observation…

Chaotic Dynamics · Physics 2015-05-19 Srinivas Gorur Shandilya , Marc Timme