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Let $\Delta^o$ be a finite set and, for each probability measure $m$ on $\Delta^o$, let $G(m)$ be a transition probability kernel on $\Delta^o$. Fix $x_0 \in \Delta^o$ and consider the chain $\{X_n, \; n \in \mathbb{N}_0\}$ of…

Probability · Mathematics 2025-07-15 Amarjit Budhiraja , Adam Waterbury , Pavlos Zoubouloglou

We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…

Probability · Mathematics 2020-09-28 Daniel Lacker , Kavita Ramanan , Ruoyu Wu

The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…

Mathematical Physics · Physics 2012-12-18 M. Fedele

Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\mathbf {R}^m$ in the presence of a random environment and…

Probability · Mathematics 2014-07-03 Eric Luçon , Wilhelm Stannat

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu

We study an inhomogeneous sparse random graph on [N] = {1, . . . , N } as introduced in a seminal paper by Bollobas, Janson and Riordan (2007): vertices have a type (here in a compact metric space S), and edges between different vertices…

Probability · Mathematics 2023-08-21 Luisa Andreis , Wolfgang König , Heide Langhammer , Robert I. A. Patterson

We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…

Probability · Mathematics 2019-07-18 Nils Detering , Jean-Pierre Fouque , Tomoyuki Ichiba

We study large deviations principles for $ N $ random processes on the lattice $ \Z^d $ with finite time horizon $ [0,\beta] $ under a symmetrised measure where all initial and terminal points are uniformly given by a random permutation.…

Mathematical Physics · Physics 2007-05-23 Stefan Adams , Tony Dorlas

We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…

Statistical Mechanics · Physics 2015-01-20 Naoto Shiraishi

We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using large deviation theory. To this end, we consider a simplified yet Earth-like general circulation model of…

Statistical Mechanics · Physics 2019-05-22 Vera Melinda Galfi , Valerio Lucarini , Jeroen Wouters

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…

chao-dyn · Physics 2021-04-28 Brian R. La Cour , William C. Schieve

We study a spin-flip model with Kac type interaction, in the presence of a random field given by i.i.d. bounded random variables. The system, spatially inhomogeneous, evolves according to a non conservative (Glauber) dynamics. We show an…

Probability · Mathematics 2012-12-05 Olivier Benois , Mustapha Mourragui , Enza Orlandi , Ellen Saada , Livio Triolo

We consider a system of particles experiencing diffusion and mean field interaction, and study its behaviour when the number of particles goes to infinity. We derive non-asymptotic large deviation bounds measuring the concentration of the…

Probability · Mathematics 2013-09-19 François Bolley

The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling…

Probability · Mathematics 2020-09-29 Jun Gao , Jie Ding

For a $d-$regular random model, we assign to vertices $q-$state spins. From this model, we define the \emph{empirical co-operate measure}, which enumerates the number of co-operation between a given couple of spins, and \emph{ empirical…

Probability · Mathematics 2017-11-15 U. Ibrahim , A. Lotsi , K. Doku-Amponsah

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

We consider a lattice gas on the discrete d-dimensional torus $(\mathbb{Z}/N\mathbb{Z})^d$ with a generic translation invariant, finite range interaction satisfying a uniform strong mixing condition. The lattice gas performs a Kawasaki…

Mathematical Physics · Physics 2013-02-13 Lorenzo Bertini , Alessandra Faggionato , Davide Gabrielli

We combine hydrodynamic and modulated energy techniques to study the large deviations of systems of particles with pairwise singular repulsive interactions and additive noise. Specifically, we examine periodic Riesz interactions indexed by…

Probability · Mathematics 2024-08-20 Elias Hess-Childs

We consider a homogeneous plasma composed of $N$ particles of the same electric charge which interact through a Coulomb potential. In the large plasma parameter limit, classical kinetic theories justify that the empirical density is the…

Statistical Mechanics · Physics 2021-06-16 Ouassim Feliachi , Freddy Bouchet