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The purpose of this note is to give an example of stochastic flows of kernels, which naturally interpolates between the Arratia coalescing flow associated with systems of coalescing independent Brownian particles on the circle and the…

Probability · Mathematics 2007-05-23 Yves Le Jan , Olivier Raimond

We consider a class of continuous time Markov chains on a compact metric space that admit an invariant measure strictly positive on open sets together with absorbing states. We prove the joint large deviation principle for the empirical…

Probability · Mathematics 2015-12-04 Giada Basile , Lorenzo Bertini

We consider a continuous time Markov chain on a countable state space and prove a joint large deviation principle for the empirical measure and the empirical flow, which accounts for the total number of jumps between pairs of states. We…

Probability · Mathematics 2015-01-19 Lorenzo Bertini , Alessandra Faggionato , Davide Gabrielli

We study the probability of arbitrary density profiles in conserving diffusive fields which are driven by the boundaries. We demonstrate the existence of singularities in the large-deviation functional, the direct analog of the free-energy…

Statistical Mechanics · Physics 2015-10-07 Guy Bunin , Yariv Kafri , Daniel Podolsky

We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…

Probability · Mathematics 2012-05-11 Parisa Fatheddin , Jie Xiong

Let $\mathcal{G}(N,\frac 1Nt_N)$ be the Erd\H{o}s-R\'enyi graph with connection probability $\frac 1Nt_N\sim t/N$ as $N\to\infty$ for a fixed $t\in(0,\infty)$. We derive a large-deviations principle for the empirical measure of the sizes of…

Probability · Mathematics 2021-04-26 Luisa Andreis , Wolfgang König , Robert I. A. Patterson

Nonlinear diffusion $\partial_t \rho = \Delta(\Phi(\rho))$ is considered for a class of nonlinearities $\Phi$. It is shown that for suitable choices of $\Phi$, an associated Lyapunov functional can be interpreted as thermodynamics entropy.…

Mathematical Physics · Physics 2016-08-24 Nicolas Dirr , Marios Stamatakis , Johannes Zimmer

We study the large deviations of the time-integrated current for a driven diffusion on the circle, often used as a model of nonequilibrium systems. We obtain the large deviation functions describing the current fluctuations using a…

Statistical Mechanics · Physics 2016-09-28 Pelerine Tsobgni Nyawo , Hugo Touchette

We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…

Statistical Mechanics · Physics 2023-02-01 Johan du Buisson

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

Statistical Mechanics · Physics 2021-08-23 Cecile Monthus

Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

The paper deals with a family of jump Markov process defined in a medium with a periodic or locally periodic microstructure. We assume that the generator of the process is a zero order convolution type operator with rapidly oscillating…

Probability · Mathematics 2020-06-22 Andrey Piatnitski , Sergei Pirogov , Elena Zhizhina

We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…

Probability · Mathematics 2025-05-13 Siragan Gailus , Ioannis Gasteratos

We study the symmetry of large deviation functions associated with time-integrated currents in Markov pure jump processes. One current known to have this symmetry is the fluctuating entropy production and this is the content of the…

Statistical Mechanics · Physics 2012-12-03 A. C. Barato , R. Chetrite

Oscillatory flows have become an indispensable tool in microfluidics, inducing inertial effects for displacing and manipulating fluid-borne objects in a reliable, controllable, and label-free fashion. However, the quantitative description…

We prove a Large Deviation Principle for {\color{blue} jump-Markov } Processes on sparse large disordered network with disordered connectivity. The network is embedded in a geometric space, with the probability of a connection a (scaled)…

Probability · Mathematics 2026-02-02 James MacLaurin

Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…

Statistical Mechanics · Physics 2026-05-06 K. S. Rodríguez-Vigil , M. A. Bastarrachea-Magnani , J. I. Jiménez-Aquino

We derive a large deviation principle for the empirical currents of lattice gas dynamics which combine a fast stirring mechanism (Symmetric Simple Exclusion Process) and creation/annihilation mechanisms (Glauber dynamics). Previous results…

Probability · Mathematics 2010-09-03 T. Bodineau , M. Lagouge

In the field of machine learning, comprehending the intricate training dynamics of neural networks poses a significant challenge. This paper explores the training dynamics of neural networks, particularly whether these dynamics can be…

Machine Learning · Computer Science 2024-08-16 Yeachan Park

We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…

Analysis of PDEs · Mathematics 2023-10-02 Martin Burger , Simon Schulz
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