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Information thermodynamics provides a framework for studying the effect of feedback loops on entropy production. It has enabled the understanding of novel thermodynamic systems such as the information engine which can be seen as a modern…

Statistical Mechanics · Physics 2015-12-02 Michael Maitland , Stefan Grosskinsky , Rosemary J. Harris

We revisit and extend the physical interpretation recently given to a certain identity between large--deviations rate--functions (as well as applications of this identity to Information Theory), as an instance of thermal equilibrium between…

Information Theory · Computer Science 2009-08-26 Neri Merhav

The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…

Statistical Mechanics · Physics 2012-03-01 Hugo Touchette

Large deviation theory (LDT) provides a mathematical framework to quantify the probabilities of rare events in stochastic systems. In this study, we applied LDT to model a chemical reaction system and demonstrated that the fluctuation…

Chemical Physics · Physics 2025-01-22 Tatsuaki Tsuruyama

This paper deals with rare events in a general {interacting gas} at high temperature, by means of Large Deviations Principles. The main result is an LDP for the tagged empirical field, which features the competition of an energy term and an…

Probability · Mathematics 2025-06-17 David Padilla-Garza

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

In this paper, we utilize information theory to study the fundamental performance limitations of generic feedback systems, where both the controller and the plant may be any causal functions/mappings while the disturbance can be with any…

Systems and Control · Electrical Eng. & Systems 2021-05-10 Song Fang , Quanyan Zhu

In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…

Statistical Mechanics · Physics 2020-05-20 Robert L. Jack

Often it is desirable to stabilize a system around an optimal state. This can be effectively accomplished using feedback control, where the system deviation from the desired state is measured in order to determine the magnitude of the…

Soft Condensed Matter · Physics 2016-09-07 Aykut Argun , Giovanni Volpe

We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…

Probability · Mathematics 2020-11-17 Carlo Orrieri

The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study…

Statistical Mechanics · Physics 2011-12-13 Adrian A. Budini

Recently developed control methods with strong disturbance rejection capabilities provide a useful option for control design. The key lies in a general concept of disturbance and effective ways to estimate and compensate the disturbance.…

Optimization and Control · Mathematics 2018-01-19 Wuhua Hu , Eduardo F. Camacho , Lihua Xie

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…

Statistical Mechanics · Physics 2018-09-14 Hugo Touchette , Rosemary J. Harris

We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…

Probability · Mathematics 2020-01-07 Paul Dupuis , Vaios Laschos , Kavita Ramanan

Feedback is a most important concept in control systems, its main purpose is to deal with internal and/or external uncertainties in dynamical systems, by using the on-line observed information. Thus, a fundamental problem in control theory…

Optimization and Control · Mathematics 2007-05-23 Lei Guo

A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…

Probability · Mathematics 2014-10-17 Markus Fischer

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

Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…

Probability · Mathematics 2019-05-01 Amarjit Budhiraja , Wai-Tong Louis Fan , Ruoyu Wu

Large deviation theory offers a powerful and general statistical framework to study the asymptotic dynamical properties of rare events. The application of the formalism to concrete experimental situations is, however, often restricted by…

Statistical Mechanics · Physics 2023-09-13 Maxime Debiossac , Nikolai Kiesel , Eric Lutz

We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…

Statistical Mechanics · Physics 2014-03-12 Takahiro Nemoto , Shin-ichi Sasa
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