Related papers: Moderate deviations for the Langevin equation with…

The purpose of this paper is to investigate moderate deviations for the Durbin-Watson statistic associated with the stable first-order autoregressive process where the driven noise is also given by a first-order autoregressive process. We…

We study the underdamped Langevin dynamics with invariant measure $\mu(\,\mathrm{d}x\,\mathrm{d}v)\propto \mathrm{e}^{-U(x)-\lvert v\rvert^2/2}\,\mathrm{d}x\,\mathrm{d}v$. Assume that the position marginal $\mu_x(\,\mathrm{d}x)\propto…

We prove two Large deviations principles (LDP) in the zone of moderate deviation probabilities. First we establish LDP for the conditional distributions of moderate deviations of empirical bootstrap measures given empirical probability…

The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have…

In this paper, we focus on two kinds of large deviations principles (LDPs) of the invariant measures of Langevin equations and their numerical methods, as the noise intensity $\epsilon\to 0$ and the dissipation intensity $\nu\to\infty$…

We derive bounds on the precision of fluctuating currents, which are valid for the steady state of underdamped Langevin dynamics. These bounds provide a generalization of the overdamped thermodynamic uncertainty relation to the finite-mass…

We examine the discrete Laplacian acting on a triangular lattice, introducing long-range perturbations to both the metric and the potential. Our goal is to establish a Limiting Absorption Principle away from possible embedded eigenvalues.…

We obtain large deviation bounds for the measure of deviation sets associated to asymptotically additive and sub-additive potentials under some weak specification properties. In particular a large deviation principle is obtained in the case…

Let (X,T) be a dynamical system, where X is a compact metric space and T a continuous onto map. For weak Gibbs measures we prove large deviations estimates.

This work focuses on multivalued stochastic differential equations with jumps. First, by employing the weak convergence approach, we establish the Freidlin-Wentzell uniform large deviation principle and the Dembo-Zeitouni uniform large…

We address the problem of a microscopic derivation of the Langevin equation for a weakly relativistic Brownian particle. A non-covariant Hamiltonian model is adopted, in which the free motion of particles is described relativistically,…

In this note, we consider the underdamped Langevin dynamics with invariant measure $\mu(\mathrm{d}x\,\mathrm{d}v) \propto e^{-U(x)-|v|^2/2}\,\mathrm{d}x\,\mathrm{d}v$. Assume that the position marginal $\mu_x(\mathrm{d}x)\propto…

We present a systematic analysis of stochastic processes conditioned on an empirical measure $Q_T$ defined in a time interval $[0,T]$ for large $T$. We build our analysis starting from a discrete time Markov chain. Results for a continuous…

A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…

We consider numerical approximations of overdamped Langevin stochastic differential equations by implicit methods. We show a weak backward error analysis result in the sense that the generator associated with the numerical solution…

In this article, we consider slow-fast McKean-Vlasov stochastic differential equations driven by Brownian motions and fractional Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to…

For sampling from a log-concave density, we study implicit integrators resulting from $\theta$-method discretization of the overdamped Langevin diffusion stochastic differential equation. Theoretical and algorithmic properties of the…

Several numerical schemes are proposed for the solution of Nonequilibrium Langevin Dynamics (NELD), and the rate of convergence is analyzed. Due to the special deforming boundary conditions used, care must be taken when using standard…

We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped…

We prove the consistency of Galerkin methods to solve Poisson equations where the differential operator under consideration is the generator of the Langevin dynamics. We show in particular how the hypocoercive nature of this operator can be…