Related papers: Physics of Large Deviation
In these notes we present a pedagogical account of the population dynamics methods recently introduced to simulate large deviation functions of dynamical observables in and out of equilibrium. After a brief introduction on large deviation…
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…
This is a brief pedagogical introduction to the theory of large deviations. It appeared in the ICTS Newsletter 2017 (Volume 3, Issue 2), goo.gl/pZWA6X.
Large deviations quantify the occurrence of events that depart from the average behavior of a system. In this note we derive an exact expression for their moment generating function. This expression offers a new tool to investigate the…
We consider lattice gas diffusive dynamics with creation-annihilation in the bulk and maintained out of equilibrium by two reservoirs at the boundaries. This stochastic particle system can be viewed as a toy model for granular gases where…
Large deviation functions are an essential tool in the statistics of rare events. Often they can be obtained by contraction from a so-called level 2 large deviation {\em functional} characterizing the empirical density of the underlying…
A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…
Non-equilibrium stationary fluctuations may exhibit a special symmetry called fluctuation relations (FR). Here, we show that this property is always satisfied by the subtraction of two random and independent variables related by a…
We investigate the non-equilibrium large deviations function of the particle densities in two steady-state driven systems exchanging particles at a vanishing rate. We first derive through a systematic multi-scale analysis the coarse-grained…
We consider a class of deterministic local collisional dynamics, showing how to approximate them by means of stochastic models and then studying the fluctuations of the current of energy. We show first that the variance of the…
A mathematical framework for the physics of nonequilibrium phenomena is gradually being developed. This review is meant to shed light on some aspects of Response Theory, on the theory of Fluctuation Relations, on the so-called "t-mixing"…
In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…
We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…
We study a system of interacting particles that randomly react to form new particles. The reaction flux is the rescaled number of reactions that take place in a time interval. We prove a dynamic large-deviation principle for the reaction…
We study the large deviation behaviour of $S_n=\sum_{j=1}^n W_jZ_j$, where $(W_j)_{j \in \mathbb N}$ and $(Z_j)_{j \in \mathbb N}$ are sequences of real-valued, independent and identically distributed random variables satisfying certain…
The link between Tauberian theorems and large deviations is surveyed, with particular reference to regular variation.
In the recent development in a various disciplines of physics, it is noted the need for including the deformed versions of the exponential functions. In this paper, we consider the deformations which have two purposes: to have them like…
The study of chaotic systems, where rare events play a pivotal role, is essential for understanding complex dynamics due to their sensitivity to initial conditions. Recently, tools from large deviation theory, typically applied in the…
Two-dimensional turbulent flows, and to some extent, geophysical flows, are systems with a large number of degrees of freedom, which, albeit fluctuating, exhibit some degree of organization: coherent structures emerge spontaneously at large…