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In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…

Probability · Mathematics 2023-04-24 Marco Zamparo

The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…

Statistical Mechanics · Physics 2017-07-04 Erez Aghion , David A. Kessler , Eli Barkai

Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary…

Statistical Mechanics · Physics 2025-04-09 Martin R. Evans , John C. Sunil

By considering subexponential contributions in large deviation theory, we determine the fine structure in the probability distribution of the observable displacement of a bead coupled to a molecular motor. More generally, for any stochastic…

Statistical Mechanics · Physics 2014-07-11 Patrick Pietzonka , Eva Zimmermann , Udo Seifert

We investigate large deviations for the empirical measure of the forward and backward recurrence time processes associated with a classical renewal process with arbitrary waiting-time distribution. The Donsker-Varadhan theory cannot be…

Probability · Mathematics 2010-09-22 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.

Probability · Mathematics 2013-02-21 Yuri Kifer , S. R. S. Varadhan

The existence of fluctuations of temperature has been a somewhat controversial topic in thermodynamics but nowadays it is recognized that they must be taken into account in small, finite systems. Although for nonequilibrium steady states…

Statistical Mechanics · Physics 2022-01-05 Sergio Davis

Large deviation theory provides a framework to understand macroscopic fluctuations and collective phenomena in many-body nonequilibrium systems in terms of microscopic dynamics. In these lecture notes we discuss the large deviation…

Statistical Mechanics · Physics 2025-01-17 Pablo I. Hurtado

Universal scaling laws of fluctuations (the $\Delta$-scaling laws) can be derived for equilibrium and off-equilibrium systems when combined with the finite-size scaling analysis. In any system in which the second-order critical behavior can…

High Energy Physics - Phenomenology · Physics 2009-10-31 Robert Botet , Marek Ploszajczak

The large deviation principle is proved for a class of $L^2$-valued processes that arise from the coarse-graining of a random field. Coarse-grained processes of this kind form the basis of the analysis of local mean-field models in…

Mathematical Physics · Physics 2007-05-23 R. S. Ellis , K. Haven , B. Turkington

The large deviation principle on phase space is proved for a class of Markov processes known as random population dynamics with catastrophes. In the paper we study the process which corresponds to the random population dynamics with linear…

Probability · Mathematics 2019-11-18 A. Logachov , O. Logachova , A. Yambartsev

The large deviation function obtained recently by Derrida and Lebowitz for the totally asymmetric exclusion process is generalized to the partially asymmetric case in the scaling limit. The asymmetry parameter rescales the scaling variable…

Statistical Mechanics · Physics 2009-10-31 Deok-Sun Lee , Doochul Kim

The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…

Chaotic Dynamics · Physics 2007-05-23 Boris Chirikov , Oleg Zhirov

Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…

Probability · Mathematics 2013-05-28 Sunder Sethuraman , S. R. S. Varadhan

We establish a link between the phenomenon of Taylor dispersion and the theory of empirical distributions. Using this connection, we derive, upon applying the theory of large deviations, an alternative and much more precise description of…

Statistical Mechanics · Physics 2017-02-01 Marcel Kahlen , Andreas Engel , Christian Van den Broeck

Statistical physics has proven to be a very fruitful framework to describe phenomena outside the realm of traditional physics. The last years have witnessed the attempt by physicists to study collective phenomena emerging from the…

Physics and Society · Physics 2009-05-11 Claudio Castellano , Santo Fortunato , Vittorio Loreto

In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we…

Statistical Mechanics · Physics 2021-05-12 Cecile Monthus

We investigate the Large Deviation behavior in small time of continuous Gaussian processes. We introduce a general procedure allowing to derive Large Deviation Principles in small time starting from the well understood context of Large…

Probability · Mathematics 2023-01-11 Paolo Baldi , Barbara Pacchiarotti

We establish large deviations properties valid for almost every sample path of a class of stationary mixing processes $(X_1,..., X_n,...)$. These properties are inherited from those of $S_n=\sum_{i=1}^nX_i$ and describe how the local…

Probability · Mathematics 2011-12-08 Julien Barral , Patrick Loiseau
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