Related papers: A formal view on 2.5 large deviations and fluctuat…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
We calculate the large deviations for the length of the longest alternating subsequence and for the length of the longest increasing subsequence in a uniformly random permutation that avoids a pattern of length three. We treat all six…
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…
We study the fluctuations of a stochastic Maxwell-Lorentz particle model driven by an external field to determine the extent to which fluctuation relations are related to large deviations. Focusing on the total entropy production of this…
This work studies a two-time-scale functional system given by two jump-diffusions under the scale separation by a small parameter $\varepsilon \rightarrow 0$. The coefficients of the equations that govern the dynamics of the system depend…
While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…
We study the role of finiteness and fluctuations about average quantities for basic structural properties of growing networks. We first determine the exact degree distribution of finite networks by generating function approaches. The…
We analyze the fluctuation of the loss from default around its large portfolio limit in a class of reduced-form models of correlated firm-by-firm default timing. We prove a weak convergence result for the fluctuation process and use it for…
Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…
We discuss a one-dimensional model of a fluctuating interface with a dynamic exponent $z=1$. The events that occur are adsorption, which is local, and desorption which is non-local and may take place over regions of the order of the system…
This paper is concerned with the maximum principle and dynamic programming principle for mean-variance portfolio selection of jump diffusions and their relationship. First, the optimal portfolio and efficient frontier of the problem are…
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…
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…
We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We analyse the large time behaviour of the rate function that describes the probability of large fluctuations of an underlying microscopic model associated to the homogeneous Boltzmann equation, such as the Kac walk. We consider in…
We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…
Two-dimensional (2D) spectroscopy provides information about dissipative processes subsequent to electronic excitation, which play a functional role in energy harvesting materials and devices. This technique is particularly sensitive to…
We complement and extend our work on fluctuation relations arising in nonequilibrium systems in steady states driven by L\'evy noise [Phys. Rev. E 76, 020101(R) (2006)]. As a concrete example, we consider a particle subjected to a drag…