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Large deviation theory quantifies the occurence of events that deviate from the average behavior of a system. Such events arise from non-typical trajectories of the dynamics. In this note we derive the time evolution of these rare…

Statistical Mechanics · Physics 2012-12-11 David Andrieux

Depending on context, the term entropy is used for a thermodynamic quantity, a~measure of available choice, a quantity to measure information, or, in the context of statistical inference, a maximum configuration predictor. For systems in…

Statistical Mechanics · Physics 2018-11-14 Rudolf Hanel , Stefan Thurner

The objective of this dissertation is to prove a scaling limit for the exit of a domain problem of a small noise system with underlying hyperbolic dynamics. In this case, Large Deviation kind of estimates fail to provide a complete picture…

Probability · Mathematics 2011-10-12 Sergio Angel Almada Monter

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

Information plays a pivotal role in the thermodynamics of nonequilibrium processes with feedback. However, much remains to be learned about the nature of information fluctuations in small scale devices and their relation with fluctuations…

Statistical Mechanics · Physics 2016-12-21 Martin Luc Rosinberg , Jordan M. Horowitz

The excess work required to drive a stochastic system out of thermodynamic equilibrium through a time-dependent external perturbation is directly related to the amount of entropy produced during the driving process, allowing excess work and…

Statistical Mechanics · Physics 2021-03-15 Steven J Large , Jannik Ehrich , David A Sivak

Many theoretical expressions of dissipation along non-equilibrium processes have been proposed. However, they have not been fully verified by experiments. Especially for systems strongly interacting with environments the connection between…

Statistical Mechanics · Physics 2019-12-03 Ketan Goyal , Xian He , Ryoichi Kawai

In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…

Analysis of PDEs · Mathematics 2014-03-05 Stefan Adams , Nicolas Dirr , Mark A. Peletier , Johannes Zimmer

Entropy is one of the key thermodynamic variables reflecting changes in the state of matter. Unlike other thermodynamic variables, it is well-defined also for nonequilibrium steady states through its relation to information. Applying this…

Statistical Mechanics · Physics 2026-04-15 Haim Diamant , Gil Ariel

A finite cycle time information engine based on a two-level system in contact with a thermal reservoir is studied analytically. The model for the engine incorporates an error in measuring the system's state and time delay between the…

Statistical Mechanics · Physics 2024-05-13 Kiran V , Toby Joseph

We study a system of N particles with logarithmic, Coulomb or Riesz pairwise interactions, confined by an external potential. We examine a microscopic quantity, the tagged empirical field, for which we prove a large deviation principle at…

Probability · Mathematics 2017-05-11 Thomas Leblé , Sylvia Serfaty

Fluctuation relations are powerful equalities that hold far from equilibrium. However, the standard approach to include measurement and feedback schemes may become inapplicable in certain situations, including continuous measurements,…

Mesoscale and Nanoscale Physics · Physics 2019-09-05 Patrick P. Potts , Peter Samuelsson

Feedback optimization has emerged as an effective strategy for steady-state optimization of dynamical systems. By exploiting models of the steady-state input-output sensitivity, methods of this type are often sample efficient, and their use…

Optimization and Control · Mathematics 2025-09-17 Kristian Lindbäck Løvland , Lars Struen Imsland , Bjarne Grimstad

This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…

Probability · Mathematics 2021-06-24 Sarath Yasodharan , Rajesh Sundaresan

The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of…

Statistical Mechanics · Physics 2015-12-03 Ian J. Ford

In the context of control and estimation under information constraints, restoration entropy measures the minimal required data rate above which the state of a system can be estimated so that the estimation quality does not degrade over time…

Optimization and Control · Mathematics 2020-09-22 C. Kawan , A. Matveev , A. Pogromsky

We study the design of autonomous agents that are capable of deceiving outside observers about their intentions while carrying out tasks in stochastic, complex environments. By modeling the agent's behavior as a Markov decision process, we…

Artificial Intelligence · Computer Science 2021-09-15 Yagiz Savas , Christos K. Verginis , Ufuk Topcu

In this paper, we present large deviation theory that characterizes the exponential estimate for rare events of stochastic dynamical systems in the limit of weak noise. We aim to consider next-to-leading-order approximation for more…

Machine Learning · Statistics 2023-06-21 Yang Li , Shenglan Yuan , Linghongzhi Lu , Xianbin Liu

We consider a system of diffusion processes that interact through their empirical mean and have a stabilizing force acting on each of them, corresponding to a bistable potential. There are three parameters that characterize the system: the…

Risk Management · Quantitative Finance 2012-08-31 Josselin Garnier , George Papanicolaou , Tzu-Wei Yang

Information theory is an outstanding framework to measure uncertainty, dependence and relevance in data and systems. It has several desirable properties for real world applications: it naturally deals with multivariate data, it can handle…

Machine Learning · Statistics 2024-10-30 Valero Laparra , J. Emmanuel Johnson , Gustau Camps-Valls , Raul Santos-Rodríguez , Jesus Malo