Related papers: Fluctuation symmetry in a two-state Markov model
We study the evolution leading to (or regressing from) a large fluctuation in a Statistical Mechanical system. We introduce and study analytically a simple model of many identically and independently distributed microscopic variables $n_m$…
We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…
Birkner et al. obtained necessary and sufficient conditions for the frequency between two independent and identically distributed continuous-state branching processes time-changed by a functional of the total mass process to be a Markov…
The evolution of many stochastic systems is accurately described by random walks on graphs. We here explore the close connection between local steady-state fluctuations of random walks and the global structure of the underlying graph.…
This contribution presents a review of our present theoretical as well as experimental knowledge of different fluctuation observables relevant to nuclear multifragmentation. The possible connection between the presence of a fluctuation peak…
The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…
We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…
In this work, we focus on the stationary analysis of a specific class of continuous time Markov-modulated reflected random walks in the quarter plane with applications in the modelling of two-node Markov-modulated queueing networks with…
A convergence theorem is obtained for quantum random walks with particles in an arbitrary normal state. This result unifies and extends previous work on repeated-interactions models, including that of the author (2010, J. London Math. Soc.…
We study fluctuations of conductance of two connected in series dots in the Coulomb blockade regime. The pattern of the fluctuations turns out to be extremely sensitive to a magnetic field. These conductance fluctuations also provide…
We consider a class of quantum dissipative semigroup on a von-Neumann algebra which admits a normal invariant state. We investigate asymptotic behavior of the dissipative dynamics and their relation to that of the canonical Markov shift. In…
Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…
We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…
A theoretical study is reported of electron transport at finite temperature in a double quantum dot (DQD) capacitively coupled to a quantum point contact (QPC). Starting from a Hamiltonian model, a master equation is obtained for the…
We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…
A rigorous connection between large deviations theory and Gamma-convergence is established. Applications include representations formulas for rate functions, a contraction principle for measurable maps, a large deviations principle for…
We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of…
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
We consider mesoscopic fluctuations of the Coulomb drag coefficient $\rho_D$ in the system of two separated two-dimensional electron gases. It is shown that at low temperatures sample to sample fluctuations of $\rho_D$ exceed its ensemble…
Dunkl processes are generalizations of Brownian motion obtained by using the differential-difference operators known as Dunkl operators as a replacement of spatial partial derivatives in the heat equation. Special cases of these processes…