Related papers: Numerical Estimation of the Current Large Deviatio…
The Asymmetric Simple Exclusion Process is one of the most extensively studied models in non-equilibrium statistical mechanics. The macroscopic particle current produced in its steady state is directly related to the breaking of detailed…
We study the large deviations of sums of correlated random variables described by a matrix product ansatz, which generalizes the product structure of independent random variables to matrices whose non-commutativity is the source of…
The so-called 'Level 2.5' general result for the large deviations of the joint probability of the density and of the currents for Markov Jump processes is applied to the case of $N$ independent particles on a ring with random transition…
We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…
The zero range process is of particular importance as a generic model for domain wall dynamics of one-dimensional systems far from equilibrium. We study this process in one dimension with rates which induce an effective attraction between…
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…
Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…
We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…
Finite-size scaling expressions for the current near the continuous phase transition, and for the local density near the first-order transition, are found in the steady state of the one-dimensional fully asymmetric simple-exclusion process…
Near equilibrium, small current fluctuations are described by a Gaussian with a linear-response variance regulated by the dissipation. Here, we demonstrate that dissipation still plays a dominant role in structuring large fluctuations…
We show that the variance of the Monte Carlo estimator that is importance sampled from an exponential family is a convex function of the natural parameter of the distribution. With this insight, we propose an adaptive importance sampling…
We consider the weakly asymmetric exclusion process on the $d$-dimensional torus. We prove a large deviations principle for the time averaged empirical density and current in the joint limit in which both the time interval and the number of…
Totally asymmetric simple exclusion processes, consisting of two coupled parallel lattice chains with particles interacting with hard-core exclusion and moving along the channels and between them, are considered. In the limit of strong…
We discuss the long-time limit of the integrated current distribution for the one-dimensional zero-range process with open boundaries. We observe that the current fluctuations become site-dependent above some critical current and argue that…
We present a large-deviations/thermodynamic approach to the classic problem of percolation on the complete graph. Specifically, we determine the large-deviation rate function for the probability that the giant component occupies a fixed…
We derive a large deviation principle for the empirical currents of lattice gas dynamics which combine a fast stirring mechanism (Symmetric Simple Exclusion Process) and creation/annihilation mechanisms (Glauber dynamics). Previous results…
Moment matching is an easy-to-implement and usually effective method to reduce variance of Monte Carlo simulation estimates. On the other hand, there is no guarantee that moment matching will always reduce simulation variance for general…
We obtain the large deviation functional of a density profile for the asymmetric exclusion process of L sites with open boundary conditions when the asymmetry scales like 1/L. We recover as limiting cases the expressions derived recently…
We present a new Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix. It extends the power method and uses a new sampling method, the sewing method, that does a large state…
We study the dynamical evolution toward steady state of the stochastic non-equilibrium model known as totally asymmetric simple exclusion process, in both uniform and non-uniform (staggered) one-dimensional systems with open boundaries.…