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We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…

Probability · Mathematics 2026-05-25 Giampaolo Cristadoro , Gaia Pozzoli

We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…

Statistical Mechanics · Physics 2011-04-07 Anupam Kundu , Sanjib Sabhapandit , Abhishek Dhar

The modeling and simulation of dynamical systems is a necessary step for many control approaches. Using classical, parameter-based techniques for modeling of modern systems, e.g., soft robotics or human-robot interaction, is often…

Systems and Control · Electrical Eng. & Systems 2021-12-01 Thomas Beckers , Sandra Hirche

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We study the distribution of the time-integrated current in an exactly-solvable toy model of heat conduction, both analytically and numerically. The simplicity of the model allows us to derive the full current large deviation function and…

Statistical Mechanics · Physics 2009-11-13 Pablo I. Hurtado , Pedro L. Garrido

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Statistical Mechanics · Physics 2014-09-15 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Population annealing is a powerful tool for large-scale Monte Carlo simulations. We adapt this method to molecular dynamics simulations and demonstrate its excellent accelerating effect by simulating the folding of a short peptide commonly…

Computational Physics · Physics 2019-02-27 Henrik Christiansen , Martin Weigel , Wolfhard Janke

Recently, it has been proven that evolutionary algorithms produce good results for a wide range of combinatorial optimization problems. Some of the considered problems are tackled by evolutionary algorithms that use a representation which…

Neural and Evolutionary Computing · Computer Science 2013-01-18 Benjamin Doerr , Anton Eremeev , Frank Neumann , Madeleine Theile , Christian Thyssen

We study the interplay of population growth and evolutionary dynamics using a stochastic model based on birth and death events. In contrast to the common assumption of an independent population size, evolution can be strongly affected by…

Populations and Evolution · Quantitative Biology 2012-06-05 Jonas Cremer , Anna Melbinger , Erwin Frey

This paper aims to develop practical applications of the model for the highly technical measure-valued populations developed by the authors in \cite{FanEtal20}. We consider the problem of estimation of parameters in the general age and…

Statistics Theory · Mathematics 2025-06-30 Jie Yen Fan , Kais Hamza , Fima C. Klebaner , Ziwen Zhong

We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…

Probability · Mathematics 2022-05-10 Julien Barré , Bastien Fernandez , Grégoire Panel

We provide general methods for explicitly constructing strict Lyapunov functions for fully nonlinear slowly time-varying systems. Our results apply to cases where the given dynamics and corresponding frozen dynamics are not necessarily…

Optimization and Control · Mathematics 2007-05-23 Frederic Mazenc , Michael Malisoff

Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error…

Machine Learning · Computer Science 2020-05-05 Lukas Hewing , Elena Arcari , Lukas P. Fröhlich , Melanie N. Zeilinger

In panel experiments, we randomly assign units to different interventions, measuring their outcomes, and repeating the procedure in several periods. Using the potential outcomes framework, we define finite population dynamic causal effects…

Methodology · Statistics 2021-05-28 Iavor Bojinov , Ashesh Rambachan , Neil Shephard

The large-scale dynamics of a two-fluid system with a time dependent interaction is studied analytically and numerically. We show how a rapid transition can significantly suppress the large-scale curvature perturbation and present…

Astrophysics · Physics 2009-11-11 T. Multamaki , J. Sainio , I. Vilja

In this paper, we consider a series of events observed at spaced time intervals and present a method of representation of the series. To explain an idea, by dealing with a set of gene expression data, which could be obtained from…

Computational Complexity · Computer Science 2007-05-23 Gene Kim , MyungHo Kim

Over the past years several authors have used the approach of generalized modeling to study the dynamics of food chains and food webs. Generalized models come close to the efficiency of random matrix models, while being as directly…

Populations and Evolution · Quantitative Biology 2011-04-18 Justin D. Yeakel , Dirk Stiefs , Mark Novak , Thilo Gross

The delta method is a popular and elementary tool for deriving limiting distributions of transformed statistics, while applications of asymptotic distributions do not allow one to obtain desirable accuracy of approximation for tail…

Statistics Theory · Mathematics 2011-05-19 Fuqing Gao , Xingqiu Zhao

This paper addresses mechanisms for boundedly rational decision makers in discrete choice problem. First, we introduce two mathematical models of population dynamics with conformity biases. We next analyze the models in terms of…

Systems and Control · Electrical Eng. & Systems 2021-11-23 Shunya Yamashita , Kodai Irifune , Takeshi Hatanaka , Yasuaki Wasa , Kenji Hirata , Kenko Uchida

Singularities of dynamical large-deviation functions are often interpreted as the signal of a dynamical phase transition and the coexistence of distinct dynamical phases, by analogy with the correspondence between singularities of free…

Statistical Mechanics · Physics 2021-04-13 Stephen Whitelam , Daniel Jacobson