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Large deviation for Markov processes can be studied by Hamilton--Jacobi equation techniques. The method of proof involves three steps: First, we apply a nonlinear transform to generators of the Markov processes, and verify that limit of the…

Probability · Mathematics 2007-05-23 Jin Feng

We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…

adap-org · Physics 2009-10-22 Iqbal Adjali , José-Luis Fernández-Villacañas , Michael Gell

We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic…

Analysis of PDEs · Mathematics 2014-10-24 Vojkan Jaksic , Vahagn Nersesyan , Claude-Alain Pillet , Armen Shirikyan

We consider a general d-dimensional quantum system of non-interacting particles, with suitable statistics, in a very large (formally infinite) container. We prove that, in equilibrium, the fluctuations in the density of particles in a…

Mathematical Physics · Physics 2007-05-23 Joel L. Lebowitz , Marco Lenci , Herbert Spohn

We consider, for a diffusion process in R^n, the Gallavotti-Cohen functional, defined as the empirical power dissipated in a time interval by the non-conservative part of the drift. We prove a large deviation principle in the limit in which…

Probability · Mathematics 2010-04-15 Lorenzo Bertini , Giacomo Di Gesù

Periodic driving is used to operate machines that go from standard macroscopic engines to small non-equilibrium micro-sized systems. Two classes of such systems are small heat engines driven by periodic temperature variations and molecular…

Statistical Mechanics · Physics 2017-11-16 Somrita Ray , Andre C. Barato

We investigate large deviations for the empirical measure of the forward and backward recurrence time processes associated with a classical renewal process with arbitrary waiting-time distribution. The Donsker-Varadhan theory cannot be…

Probability · Mathematics 2010-09-22 Raphael Lefevere , Mauro Mariani , Lorenzo Zambotti

We formulate a simple additivity principle allowing to calculate the whole distribution of current fluctuations through a large one dimensional system in contact with two reservoirs at unequal densities from the knowledge of its first two…

Statistical Mechanics · Physics 2009-11-10 T. Bodineau , B. Derrida

The aim of this paper is to investigate the large deviations for a class of slow-fast mean-field diffusions, which extends some existing results to the case where the laws of fast process are also involved in the slow component. Due to the…

Probability · Mathematics 2026-04-28 Wei Hong , Wei Liu , Shiyuan Yang

We consider the boundary driven harmonic model, i.e. the Markov process associated to the open integrable XXX chain with non-compact spins. Using the factorial moments we characterize the stationary measure as a mixture of product measures.…

Probability · Mathematics 2023-10-04 Gioia Carinci , Chiara Franceschini , Rouven Frassek , Cristian Giardinà , Frank Redig

We consider the fluctuations of generalized currents in stochastic Markovian dynamics. The large deviations of current fluctuations are shown to obey a Gallavotti-Cohen (GC) type symmetry in systems with a finite state space. However, this…

Statistical Mechanics · Physics 2008-06-06 A. Rákos , R. J. Harris

The full counting statistics (FCS) of current has long provided fundamental insights into nonequilibrium systems. Recently, the FCS in quantum many-body systems has attracted growing attention, driven by rapid experimental progress in…

Statistical Mechanics · Physics 2026-05-19 Taiki Ishiyama , Kazuya Fujimoto , Tomohiro Sasamoto

We contribute an extension of large-deviation results obtained in [N.J.B. Aza, J.-B. Bru, W. de Siqueira Pedra, A. Ratsimanetrimanana, J. Math. Pures Appl. 125 (2019) 209] on conductivity theory at atomic scale of free lattice fermions in…

Mathematical Physics · Physics 2021-03-03 J. -B. Bru , W. de Siqueira Pedra , A. Ratsimanetrimanana

We put forward a relation between the static charge fluctuations and the conductance of correlated many-fermion systems at zero temperature, avoiding the use of time-dependent fluctuations as in the fluctuation-dissipation theorem. Static…

Strongly Correlated Electrons · Physics 2022-04-18 Yuchi He , Dante M. Kennes , Volker Meden

Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state…

Machine Learning · Computer Science 2023-05-19 Javier E Santos , Zachary R. Fox , Nicholas Lubbers , Yen Ting Lin

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

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

Probability · Mathematics 2016-03-08 Giovanni Conforti

The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…

Analysis of PDEs · Mathematics 2010-05-31 Naoufel Ben Abdallah , Raymond El Hajj

We present an algorithm to evaluate the large deviation functions associated to history-dependent observables. Instead of relying on a time discretisation procedure to approximate the dynamics, we provide a direct continuous-time algorithm,…

Statistical Mechanics · Physics 2007-12-03 Vivien Lecomte , Julien Tailleur

It is well-known that Brownian ratchets can exhibit current reversals, wherein the sign of the current switches as a function of the driving frequency. We introduce a spatial discretization of such a two-dimensional Brownian ratchet to…

Statistical Mechanics · Physics 2020-08-07 Nils E. Strand , Rueih-Sheng Fu , Todd R. Gingrich
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