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We derive general results on the small deviation behavior for some classes of iterated processes. This allows us, in particular, to calculate the rate of the small deviations for $n$-iterated Brownian motions and, more generally, for the…

Probability · Mathematics 2010-06-22 Frank Aurzada , Mikhail Lifshits

Fluctuations in parameters that are typically treated as fixed play a crucial role in the behavior of complex systems. However, to date, we lack a general non-equilibrium thermodynamic treatment of such a complex system. In this Letter, to…

Statistical Mechanics · Physics 2026-03-31 Tuan Pham , Deepak Gupta

For a quantum state undergoing unitary Schr\"odinger time evolution, the von Neumann entropy is constant. Yet the second law of thermodynamics, and our experience, show that entropy increases with time. Ingarden introduced the quantum…

Quantum Physics · Physics 2019-07-03 Craig S. Lent

We examine the chaotic behavior of certain continuous linear operators on infinite-dimensional Banach spaces, and provide several equivalent characterizations of when these operators have infinite topological entropy. For example, it is…

Dynamical Systems · Mathematics 2019-08-02 Will Brian , James P. Kelly

We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…

Probability · Mathematics 2020-01-07 Paul Dupuis , Vaios Laschos , Kavita Ramanan

In this paper we present a rare combination of abstract results on the spectral properties of slanted matrices and some of their very specific applications to frame theory and sampling problems. We show that for a large class of slanted…

Functional Analysis · Mathematics 2007-05-31 A. Aldroubi , A. Baskakov , I. Krishtal

This article proposes a co-variance operator for Banach valued random elements using the concept of $U$-statistic. We then study the asymptotic distribution of the proposed co-variance operator along with related large sample properties.…

Statistics Theory · Mathematics 2023-11-20 Suprio Bhar , Subhra Sankar Dhar

We study the metric entropy of the metric space $B_n$ of all n-dimensional Banach spaces (the so-called Banach-Mazur compactum) equipped with the Banach-Mazur (multiplicative) "distance" $d$. We are interested either in estimates…

Functional Analysis · Mathematics 2019-02-20 Gilles Pisier

In statistical physics, entropy is generally logarithm of probability. Therefore, if dynamics is decomposed by log, entropy production should be decomposed properly. In the present work, log-decomposition of dynamics is introduced. By which…

Statistical Mechanics · Physics 2014-04-30 Jang-il Sohn

The paper presents high-order accurate, energy-, and entropy-stable discretizations constructed from summation-by-parts (SBP) operators. Notably, the discretizations assemble global SBP operators and use continuous solutions, unlike…

Numerical Analysis · Mathematics 2020-02-13 Jason E. Hicken

There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…

Statistical Mechanics · Physics 2007-05-23 C. Maes , K. Netocny

In this article, we consider the linear operator equation in a Banach space. The relative perturbation of the solution x corresponding to the perturbation of y, the perturbation of A and the perturbation of both A, y are characterized from…

Spectral Theory · Mathematics 2020-01-14 Krishna Kumar. G

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

Probability · Mathematics 2015-04-23 Konstantinos Spiliopoulos

Understanding the asymptotic behavior of physical quantities in the thermodynamic limit is a fundamental problem in statistical mechanics. In this paper, we study how fast the eigenstate expectation values of a local operator converge to a…

Mathematical Physics · Physics 2023-07-04 Yichen Huang

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

This work contains two single-letter upper bounds on the entropy rate of a discrete-valued stationary stochastic process, which only depend on second-order statistics, and are primarily suitable for models which consist of relatively large…

Information Theory · Computer Science 2022-03-11 Ran Tamir

Using the graphical calculus and integration techniques introduced by the authors, we study the statistical properties of outputs of products of random quantum channels for entangled inputs. In particular, we revisit and generalize models…

Quantum Physics · Physics 2012-02-17 Benoit Collins , Ion Nechita

The incidence of rare events in fast-slow systems is investigated via analysis of the large deviation principle (LDP) that characterizes the likelihood and pathway of large fluctuations of the slow variables away from their mean behavior --…

Statistical Mechanics · Physics 2016-02-17 Freddy Bouchet , Tobias Grafke , Tomás Tangarife , Eric Vanden-Eijnden

We study the small deviation problem $\log\mathbb{P}(\sup_{t\in[0,1]}|X_t|\leq\varepsilon)$, as $\varepsilon\to0$, for general L\'{e}vy processes $X$. The techniques enable us to determine the asymptotic rate for general real-valued…

Probability · Mathematics 2009-09-25 Frank Aurzada , Steffen Dereich

The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…

Statistical Mechanics · Physics 2012-03-01 Hugo Touchette
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