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In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…

Statistical Mechanics · Physics 2024-12-19 Thierry Bodineau , Bernard Derrida

Dynamical phase transitions are nonequilibrium counterparts of thermodynamic phase transitions and share many similarities with their equilibrium analogs. In continuous phase transitions, critical exponents play a key role in characterizing…

Statistical Mechanics · Physics 2025-06-09 Timo Schorlepp , Ohad Shpielberg

We analyse how the sampling dynamics of distributions evolve in score-based diffusion models using cross-fluctuations, a centered-moment statistic from statistical physics. Specifically, we show that starting from an unbiased isotropic…

Machine Learning · Computer Science 2026-05-04 Sai Niranjan Ramachandran , Manish Krishan Lal , Suvrit Sra

Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

We introduce and study a class of particle hopping models consisting of a single box coupled to a pair of reservoirs. Despite being zero-dimensional, in the limit of large particle number and long observation time, the current and activity…

Statistical Mechanics · Physics 2022-08-31 Yongjoo Baek , Yariv Kafri , Vivien Lecomte

The large-deviation method can be used to study the measurement trajectories of open quantum systems. For optical arrangements this formalism allows to describe the long time properties of the (non-equilibrium) photon counting statistics in…

Quantum Physics · Physics 2010-12-06 Adrian A. Budini

We study abrupt changes in the dynamics and/or steady state of fermionic dissipative systems produced by small changes of the system parameters. Specifically, we consider open fermionic systems whose dynamics is described by master…

Quantum Physics · Physics 2013-02-18 Birger Horstmann , J. Ignacio Cirac , Géza Giedke

For near-critical, transient Markov chains on the non-negative integers in the Lamperti regime, where the mean drift at $x$ decays as $1/x$ as $x \to \infty$, we quantify degree of transience via existence of moments for conditional return…

Probability · Mathematics 2024-05-07 Chak Hei Lo , Mikhail V. Menshikov , Andrew R. Wade

Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst…

Statistical Mechanics · Physics 2016-07-27 Mathieu Delorme , Kay Jörg Wiese

We prove strong small deviations results for Brownian motion under independent time-changes satisfying their own asymptotic criteria. We then apply these results to certain stochastic integrals which are elements of second-order homogeneous…

Probability · Mathematics 2016-11-14 Daniel Dobbs , Tai Melcher

We consider the multifractal analysis of the pointwise dimension for Gibbs measures on countable Markov shifts. Our paper analyses the set of non-analytic points or phase transitions of the multifractal spectrum. By Sarig's thermodynamic…

Dynamical Systems · Mathematics 2016-07-19 Jason Tomas Dungca

The traction on the surface of a spherical active colloid in a thermally fluctuating Stokesian fluid contains passive, active, and Brownian contributions. Here we derive these three parts systematically, by "projecting out" the fluid using…

Soft Condensed Matter · Physics 2017-09-11 Rajesh Singh , R. Adhikari

The large deviation theory has recently been applied to open quantum systems to uncover dynamical crossovers in the space of quantum trajectories associated to Markovian evolutions. Such dynamical crossovers are characterized by qualitative…

Non-Markovian dynamics are ubiquitous across physics, biology, and engineering. Yet our understanding of non-Markovian processes significantly lags that of simpler Markovian processes, due largely to a lack of tractable models. In this…

Statistical Mechanics · Physics 2025-12-23 Matthew P. Leighton , Christopher W. Lynn

Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…

Statistical Mechanics · Physics 2022-08-22 Sreekanth K Manikandan , Biswajit Das , Raunak Dey , Avijit Kundu , Ayan Banerjee , Supriya Krishnamurthy

The theoretical understanding of active matter, which is driven out of equilibrium by directed motion, is still fragmental and model oriented. Stochastic thermodynamics, on the other hand, is a comprehensive theoretical framework for driven…

Statistical Mechanics · Physics 2017-01-05 Thomas Speck

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

A new generation of experiments on dry macroscopic friction has revealed that the transition from static to dynamic friction is essentially a spatially and temporally non-uniform process, initiated by a rupture-like detachment front. We…

Materials Science · Physics 2011-11-23 Naum I. Gershenzon , Gust Bambakidis

We consider large deviations of the dynamical activity -- defined as the total number of configuration changes within a time interval -- for mean-field and one-dimensional Ising models, in the presence of a magnetic field. We identify…

Statistical Mechanics · Physics 2020-08-26 Jules Guioth , Robert Jack

Controlling dynamical fluctuations in open quantum systems is essential both for our comprehension of quantum nonequilibrium behaviour and for its possible application in near-term quantum technologies. However, understanding these…

Statistical Mechanics · Physics 2020-10-07 Federico Carollo , Carlos Pérez-Espigares
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