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We study the large deviations statistics of the intensive work done by changing globally a control parameter in a thermally isolated quantum many-body system. We show that, upon approaching a critical point, large deviations well below the…

Statistical Mechanics · Physics 2012-12-27 Andrea Gambassi , Alessandro Silva

The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…

Statistical Mechanics · Physics 2009-08-20 Hugo Touchette

We consider in this paper, a few important issues in non-equilibrium work fluctuations and their relations to equilibrium free energies. First we show that Jarzynski identity can be viewed as a cumulant expansion of work. For a switching…

Statistical Mechanics · Physics 2015-05-20 M Suman Kalyan , G Anjan Prasad , V S S Sastry , K P N Murthy

We investigate the large deviation behaviour of a point process sequence based on a stationary symmetric stable non-Gaussian discrete-parameter random field using the framework of Hult and Samorodnitsky (2010). Depending on the ergodic…

Probability · Mathematics 2014-10-21 Vicky Fasen , Parthanil Roy

Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…

Statistical Mechanics · Physics 2023-10-02 D. R. Michiel Renger , Upanshu Sharma

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

Dynamical Systems · Mathematics 2017-09-15 Getachew K. Befekadu

Many applications in computational sciences and statistical inference require the computation of expectations with respect to complex high-dimensional distributions with unknown normalization constants, as well as the estimation of these…

Statistics Theory · Mathematics 2022-10-26 Yu Cao , Eric Vanden-Eijnden

Understanding relaxation processes is an important unsolved problem in many areas of physics. A key challenge in studying such non-equilibrium dynamics is the scarcity of experimental tools for characterizing their complex transient states.…

We study the dynamics of the statistics of the energy transferred across a point along a quantum chain which is prepared in the inhomogeneous initial state obtained by joining two identical semi-infinite parts thermalized at two different…

Statistical Mechanics · Physics 2020-10-28 Gabriele Perfetto , Andrea Gambassi

We consider critical one dimensional quantum systems initially prepared in their groundstate and perturbed by a smooth noise coupled to the energy density. By using conformal field theory, we deduce a universal description of the…

Statistical Mechanics · Physics 2023-04-04 Alexios Christopoulos , Pierre Le Doussal , Denis Bernard , Andrea De Luca

Non-equilibrium dynamics of classical random Ising spin chains are studied using asymptotically exact real space renormalization group. Specifically the random field Ising model with and without an applied field (and the Ising spin glass…

Condensed Matter · Physics 2009-10-31 Daniel S. Fisher , Pierre Le Doussal , Cecile Monthus

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

Machine Learning · Statistics 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

The fluctuation-dissipation relation for the classical definition of work is extended to thermally isolated systems, in classical and quantum realms. From this, the optimal work variance is calculated, showing it achieves its minimum…

Statistical Mechanics · Physics 2023-11-01 Pierre Nazé

We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…

Statistical Mechanics · Physics 2023-03-30 Francesco Coghi , Hugo Touchette

Active matter generates order or patterns through nonequilibrium dynamics. An open research challenge is to determine how efficiently a nonequilibrium self-organising system can convert consumed energy into macroscopic order. We study an…

Adaptation and Self-Organizing Systems · Physics 2026-05-07 Qianyang Chen , Mikhail Prokopenko

We initiate the study of proper losses for evaluating generative models in the discrete setting. Unlike traditional proper losses, we treat both the generative model and the target distribution as black-boxes, only assuming ability to draw…

Machine Learning · Computer Science 2022-11-08 Rafael Frongillo , Dhamma Kimpara , Bo Waggoner

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

Probability · Mathematics 2012-04-05 Paul Dupuis , Konstantinos Spiliopoulos

The random field Ising model with Gaussian disorder is studied using a new Monte Carlo algorithm. The algorithm combines the advantanges of the replica exchange method and the two-replica cluster method and is much more efficient than the…

Statistical Mechanics · Physics 2009-10-31 Jon Machta , Mark Newman , Lincoln Chayes

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