Related papers: The large deviation approach to statistical mechan…
We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…
The link between Tauberian theorems and large deviations is surveyed, with particular reference to regular variation.
The large deviation principle is established for the distributions of a class of generalized stochastic porous media equations for both small noise and short time.
In economics, construction of perfect models in a way that would be comparable to the standards customary in physical sciences is generally not feasible. In particular, the observed value for an economic equilibrium may deviate…
We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple…
Superstatistics generalizes Boltzmann statistics by assuming spatio-temporal fluctuations of the intensive variables. It has many applications in the analysis of experimental and simulated data. The fluctuation of the intensity variable is…
In a series of two papers, we investigate the large deviations and asymptotic behavior of stochastic models of brain neural networks with random interaction coefficients. In this first paper, we take into account the spatial structure of…
The climate system is a complex, chaotic system with many degrees of freedom and variability on a vast range of temporal and spatial scales. Attaining a deeper level of understanding of its dynamical processes is a scientific challenge of…
We extend the work of Kurchan on the Gallavotti-Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic…
The statistical mechanics of Gibbs is a juxtaposition of subjective, probabilistic ideas on the one hand and objective, mechanical ideas on the other. In this paper, we follow the path set out by Jaynes, including elements added…
We investigate the Large Deviation behavior in small time of continuous Gaussian processes. We introduce a general procedure allowing to derive Large Deviation Principles in small time starting from the well understood context of Large…
The present paper is meant to give a simple introduction to the problem of the connection between microscopic dynamics and statistical laws. For sake of simplicity, we mostly refer to non-dissipative dynamics, since dissipation adds…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in…
Fluctuation theorems, which have been developed over the past 15 years, have resulted in fundamental breakthroughs in our understanding of how irreversibility emerges from reversible dynamics, and have provided new statistical mechanical…
The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…
We consider a class of deterministic local collisional dynamics, showing how to approximate them by means of stochastic models and then studying the fluctuations of the current of energy. We show first that the variance of the…
In this paper we address the problem of systems under an external feedback. This is performed using a large deviation approach and rate distortion from information theory. In particular we define a lower boundary for the maximum entropy…
Fluctuations in the statistical model of heavy ion collisions are studied. The role of statistics, relativity, constraints, decaying resonances and branching processes are investigated using this model. Also studied are thermodynamic…
Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…