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We give a new proof of the large deviation principle from the hydrodynamic limit for the Ginzberg-Landau model studied in Donsker and Varadhan (1989) using techniques from the theory of stochastic control and weak convergence methods. The…

Probability · Mathematics 2018-03-28 Sayan Banerjee , Amarjit Budhiraja , Michael Perlmutter

In this paper, we are concerned with the reliability assessment of redundant multi-channel systems having multiple controllers with overlapping functionality -- where all controllers are required to respond optimally to the non-faulty…

Dynamical Systems · Mathematics 2015-03-27 Getachew K. Befekadu , Panos J. Antsaklis

This paper deals with Coulomb gases at an intermediate temperature regime. We define a local empirical field and identify a critical temperature scaling. We show that if the scaling of the temperature is supercritical, the local empirical…

Probability · Mathematics 2023-05-23 David Padilla-Garza

Biological and engineered systems operate by coupling function to the transfer of heat and/or particles down a thermal or chemical gradient. In idealized \textit{deterministically} driven systems, thermodynamic control can be exerted…

Statistical Mechanics · Physics 2016-01-06 Benjamin B. Machta

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

Probability · Mathematics 2007-05-23 F. Klebaner , R. Liptser

The efficiency of a feedback mechanism depends on the precision of the measurement outcomes obtained from the controlled system. Accordingly, measurement errors affect the entropy production in the system. We explore this issue in the…

Statistical Mechanics · Physics 2013-05-29 T. Munakata , M. L. Rosinberg

Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…

Statistical Mechanics · Physics 2014-04-25 Marko Znidaric

The exploration of complex physical or technological processes usually requires exploiting available information from different sources: (i) physical laws often represented as a family of parameter dependent partial differential equations…

Numerical Analysis · Mathematics 2020-02-04 Albert Cohen , Wolfgang Dahmen , Ron DeVore

Temperature of a finite-sized system fluctuates due to the thermal fluctuations. However, a systematic mathematical framework for measuring or estimating the temperature is still underdeveloped. Here, we incorporate the estimation theory in…

Statistical Mechanics · Physics 2026-03-17 Shaoyong Zhang , Zhaoyu Fei , Xiaoguang Wang

Understanding transport processes in complex nanoscale systems, like ionic conductivities in nanofluidic devices or heat conduction in low dimensional solids, poses the problem of examining fluctuations of currents within nonequilibrium…

Mesoscale and Nanoscale Physics · Physics 2021-08-04 David T. Limmer , Chloe Y. Gao , Anthony R. Poggioli

The purpose of this paper is to point out a new connection between information theory and dynamical systems. In the information theory side, we consider rate distortion theory, which studies lossy data compression of stochastic processes…

Dynamical Systems · Mathematics 2017-02-21 Elon Lindenstrauss , Masaki Tsukamoto

This paper proposes that the mathematical relationship between an entropy distribution and its limit offers some new insight into system performance. This relationship is used to quantify variation among the entities of a system, where…

Information Theory · Computer Science 2007-07-16 Ken Krechmer

Maximum entropy estimation is of broad interest for inferring properties of systems across many different disciplines. In this work, we significantly extend a technique we previously introduced for estimating the maximum entropy of a set of…

Data Analysis, Statistics and Probability · Physics 2016-01-05 Elliot A. Martin , Jaroslav Hlinka , Alexander Meinke , Filip Děchtěrenko , Jörn Davidsen

Fluctuation theorems and the second law of thermodynamics are powerful relations constraining the behavior of out-of-equilibrium systems. While there exist generalizations of these relations to feedback controlled quantum systems, their…

Quantum Physics · Physics 2024-10-07 Kacper Prech , Patrick P. Potts

Adaptive dynamical systems arise in a multitude of contexts, e.g., optimization, control, communications, signal processing, and machine learning. A precise characterization of their fundamental limitations is therefore of paramount…

Information Theory · Computer Science 2010-10-13 Maxim Raginsky

Transfer entropy provides a general tool for analyzing the magnitudes and directions---but not the \emph{kinds}---of information transfer in a system. We extend transfer entropy in two complementary ways. First, we distinguish…

Data Analysis, Statistics and Probability · Physics 2011-02-09 Paul L. Williams , Randall D. Beer

The Principle of Maximum Entropy is a rigorous technique for estimating an unknown distribution given partial information while simultaneously minimizing bias. However, an important requirement for applying the principle is that the…

Information Theory · Computer Science 2026-02-03 Kenneth Bogert , Matthew Kothe

We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…

Statistical Mechanics · Physics 2009-11-13 Shin-ichi Sasa

We often rely on probabilistic measures -- e.g. event probability or expected time -- to characterize systems' safety. However, determining these quantities for extremely low-probability events is generally challenging, as standard safety…

Optimization and Control · Mathematics 2026-02-04 Aitor R. Gomez , Manuela L. Bujorianu , Rafal Wisniewski

The aim of the paper is to establish a large deviation principle (LDP) for the empirical measure of mean-field interacting diffusions in a random environment. The point is to derive such a result once the environment has been frozen…

Probability · Mathematics 2017-03-08 Eric Luçon