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The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…

Probability · Mathematics 2017-08-25 Arnab Ganguly

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

Probability · Mathematics 2007-05-23 F. Klebaner , R. Liptser

We analyze the fluctuations of the dissipated energy in a simple and general model where dissipation, diffusion and driving are the key ingredients. The large deviation function for the dissipation follows from hydrodynamic fluctuation…

Statistical Mechanics · Physics 2011-10-06 A. Prados , A. Lasanta , Pablo I. Hurtado

This book provides a modern review of Fluctuation Relations and Fluctuation Theorems in nonequilibrium statistical mechanics. It focuses on the pioneering perspectives of Gallavotti and Cohen, according to which a fluctuation theorem…

Mathematical Physics · Physics 2026-02-13 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…

Statistical Mechanics · Physics 2010-12-09 David Andrieux

We introduce a numerical procedure to evaluate directly the probabilities of large deviations of physical quantities, such as current or density, that are local in time. The large-deviation functions are given in terms of the typical…

Statistical Mechanics · Physics 2009-11-11 Cristian Giardina' , Jorge Kurchan , Luca Peliti

We study the large deviations of the time-integrated current for a driven diffusion on the circle, often used as a model of nonequilibrium systems. We obtain the large deviation functions describing the current fluctuations using a…

Statistical Mechanics · Physics 2016-09-28 Pelerine Tsobgni Nyawo , Hugo Touchette

Large deviation theory provides a framework to understand macroscopic fluctuations and collective phenomena in many-body nonequilibrium systems in terms of microscopic dynamics. In these lecture notes we discuss the large deviation…

Statistical Mechanics · Physics 2025-01-17 Pablo I. Hurtado

The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…

Chaotic Dynamics · Physics 2007-05-23 Boris Chirikov , Oleg Zhirov

In this Letter we show that the analysis of Lyapunov-exponents fluctuations contributes to deepen our understanding of high-dimensional chaos. This is achieved by introducing a Gaussian approximation for the large deviation function that…

Chaotic Dynamics · Physics 2012-03-28 Pavel V. Kuptsov , Antonio Politi

Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…

Statistical Mechanics · Physics 2017-07-04 Erez Aghion , David A. Kessler , Eli Barkai

A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…

Statistical Mechanics · Physics 2009-11-13 Sumiyoshi Abe , Christian Beck , E. G. D. Cohen

We show that the large deviations of nonequilibrium systems are determined by the fluctuations of associated equilibrium dynamics. In particular, this implies that numerical calculations and experimental measurements of nonequilibrium…

Statistical Mechanics · Physics 2012-12-11 David Andrieux

Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…

Soft Condensed Matter · Physics 2016-11-17 A. Lasanta , Pablo I. Hurtado , A. Prados

We consider lattice gas diffusive dynamics with creation-annihilation in the bulk and maintained out of equilibrium by two reservoirs at the boundaries. This stochastic particle system can be viewed as a toy model for granular gases where…

Statistical Mechanics · Physics 2015-05-14 T. Bodineau , M. Lagouge

We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…

Analysis of PDEs · Mathematics 2022-08-26 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond , Sergio Simonella

We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…

Mathematical Physics · Physics 2007-05-23 Joel L. Lebowitz , Marco Lenci , Herbert Spohn

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erd\"os-R\'enyi random graphs, and construct a modified, biased random walk that explains how these…

Statistical Mechanics · Physics 2019-03-06 Francesco Coghi , Jules Morand , Hugo Touchette

The large deviation principle is proved for a class of $L^2$-valued processes that arise from the coarse-graining of a random field. Coarse-grained processes of this kind form the basis of the analysis of local mean-field models in…

Mathematical Physics · Physics 2007-05-23 R. S. Ellis , K. Haven , B. Turkington

We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…

Statistical Mechanics · Physics 2015-06-17 Himani Sachdeva , Mustansir Barma