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We study the large deviations of one-dimensional excited random walks. We prove a large deviation principle for both the hitting times and the position of the random walk and give a qualitative description of the respective rate functions.…

Probability · Mathematics 2016-06-14 Jonathon Peterson

Particles traveling at high velocities through microfluidic channels migrate from their starting streamlines due to inertial lift forces. Theories predict different scaling laws for these forces and there is little experimental evidence by…

Fluid Dynamics · Physics 2017-07-06 Kaitlyn Hood , Soroush Kahkeshani , Dino Di Carlo , Marcus Roper

Consider standard first-passage percolation on $\mathbb Z^d$. We study the lower-tail large deviations of the rescaled random metric $\widehat{\mathbf T}_n$ restricted to a box. If all exponential moments are finite, we prove that…

Probability · Mathematics 2024-12-05 Julien Verges

We consider the Gaussian beta-ensemble when $\beta$ scales with $n$ the number of particles such that $\displaystyle{{n}^{-1}\ll \beta\ll 1}$. Under a certain regime for $\beta$, we show that the largest particle satisfies a large…

Probability · Mathematics 2019-04-16 Cambyse Pakzad

Thermodynamics of trajectories promises to make possible the thorough analysis of the dynamical properties of an open quantum system, a sought-after goal in modern physics. Unfortunately, calculation of the relevant quantities presents…

Quantum Physics · Physics 2016-06-14 Simon Pigeon , André Xuereb

We consider infinite particle system on the positive half-line moving independently of each other. When a particle hits the boundary it immediately disappears, and the boundary moves to the right on some fixed quantity (particle size). We…

Probability · Mathematics 2012-01-17 V. A. Malyshev , A. A. Zamyatin

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using large deviation theory. To this end, we consider a simplified yet Earth-like general circulation model of…

Statistical Mechanics · Physics 2019-05-22 Vera Melinda Galfi , Valerio Lucarini , Jeroen Wouters

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…

Statistical Mechanics · Physics 2018-04-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

We study biased random walks on dynamical percolation on $\mathbb{Z}^d$. We establish a law of large numbers and an invariance principle for the random walk using regeneration times. Moreover, we verify that the Einstein relation holds, and…

Probability · Mathematics 2024-09-26 Sebastian Andres , Nina Gantert , Dominik Schmid , Perla Sousi

We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…

Probability · Mathematics 2016-12-13 Anatolii A. Puhalskii

Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one dimensional periodic potential. Two different approaches to the large deviation…

Statistical Mechanics · Physics 2018-03-12 Lukas P. Fischer , Patrick Pietzonka , Udo Seifert

Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…

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

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

In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…

Probability · Mathematics 2009-08-21 Henrik Hult , Gennady Samorodnitsky

A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…

Statistical Mechanics · Physics 2017-10-13 Erik Aurell , Stefano Bo

The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…

Statistical Mechanics · Physics 2018-09-14 Hugo Touchette , Rosemary J. Harris

For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…

Statistical Mechanics · Physics 2021-08-17 Cecile Monthus

We apply the large-deviation method to study trajectories in dissipative quantum systems. We show that in the long time limit the statistics of quantum jumps can be understood from thermodynamic arguments by exploiting the analogy between…

Statistical Mechanics · Physics 2010-04-20 Juan P. Garrahan , Igor Lesanovsky