Related papers: Towards a large deviation theory for statistical-m…
Introducing the Boltzmann distribution very early in a statistical thermodynamics course (in the spirit of Feynmann) has many didactic advantages, in particular that of easily deriving the Gibbs entropy formula. In this note, a short…
This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…
Non-extensive systems do not allow to go to the thermodynamic limit. Therefore we have to reformulate statistical mechanics without invoking the thermodynamical limit. I.e. we have to go back to Pre-Gibbsian times. We show that Boltzmann's…
Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…
We consider an inhomogeneous Erd\H{o}s-R\'enyi random graph $G_N$ with vertex set $[N] = \{1,\dots,N\}$ for which the pair of vertices $i,j \in [N]$, $i\neq j$, is connected by an edge with probability $r(\tfrac{i}{N},\tfrac{j}{N})$,…
Certain fluctuations in particle number at fixed total energy lead exactly to a cut-power law distribution in the one-particle energy, via the induced fluctuations in the phase-space volume ratio. The temperature parameter is expressed…
Symmetries play a conspicuous role in the large-scale behavior of critical systems. While in equilibrium they allow to classify asymptotics into different universality classes, out of equilibrium they can emerge, some times unexpectedly, as…
We study the stochastic block model which is often used to model community structures and study community-detection algorithms. We consider the case of two blocks in regard to its largest connected component and largest biconnected…
We numerically study a one-dimensional system of $N$ classical localized planar rotators coupled through interactions which decay with distance as $1/r^\alpha$ ($\alpha \ge 0$). The approach is a first principle one (\textit{i.e.}, based on…
We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic…
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…
We investigate the small deviation probabilities of a class of very smooth stationary Gaussian processes playing an important role in Bayesian statistical inference. Our calculations are based on the appropriate modification of the entropy…
We advance scale-invariance arguments for systems that are governed (or approximated) by a $q-$Gaussian distribution, i.e., a power law distribution with exponent $Q=1/(1-q); q \in \mathbb{R}$. The ensuing line of reasoning is then compared…
Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…
We investigate multiscale Gibbs measures from a variational and probabilistic viewpoint, focusing on the structural asymmetry among conditional entropies that characterizes their construction. We show how this asymmetry emerges both from…
The probability of large deviations of the smallest Schmidt eigenvalue for random pure states of bipartite systems, denoted as $A$ and $B$, is computed analytically using a Coulomb gas method. It is shown that this probability, for large…
The analytic inference, e.g. predictive distribution being in closed form, may be an appealing benefit for machine learning practitioners when they treat wide neural networks as Gaussian process in Bayesian setting. The realistic widths,…
A generalization of the Gibbs-von Neumann relative entropy is proposed based on the quantum BBGKY [Bogolyubov-Born-Green-Kirkwood-Yvon] hierarchy as the nonequilibrium entropy for an N-body system. By using a generalization of the…
A weak law of large numbers is established for a sequence of systems of N classical point particles with logarithmic pair potential in $\bbR^n$, or $\bbS^n$, $n\in \bbN$, which are distributed according to the configurational microcanonical…
One of the main contributions of this paper is to illustrate how large deviation theory can be used to determine the equilibrium distribution of a basic droplet model that underlies a number of important models in material science and…