English
Related papers

Related papers: Equilibrium large deviations for mean-field system…

200 papers

This paper studies the Gibbs measure of an interacting particle system with a general interaction kernel at various temperature regimes. We are particularly interested in fine features of the convergence to the mean-field density as the…

Probability · Mathematics 2025-06-17 David Padilla-Garza

Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…

Statistical Mechanics · Physics 2014-07-31 Marco Zannetti , Federico Corberi , Giuseppe Gonnella

A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…

Statistical Mechanics · Physics 2013-01-22 Lorenzo Campos Venuti , Paolo Zanardi

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

Probability · Mathematics 2020-09-23 Grégoire Ferré , Gabriel Stoltz

Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…

Statistics Theory · Mathematics 2025-11-04 Zhou Fan , Justin Ko , Bruno Loureiro , Yue M. Lu , Yandi Shen

In this work, we consider one-dimensional particles interacting in mean-field type through a bounded kernel. In addition, when particles hit some barrier (say zero), they are removed from the system. This absorption of particles is…

Probability · Mathematics 2026-04-07 Gaoyue Guo , Maxime Latypov , Milica Tomasevic

The mean-field limit of systems of rank-based interacting diffusions is known to be described by a nonlinear diffusion process. We obtain a similar description at the level of stationary distributions. Our proof is based on explicit…

Probability · Mathematics 2015-01-21 Julien Reygner

We examine deviations from Boltzmann-Gibbs statistics for partially equilibrated systems of finite size. We find that such systems are characterized by the Levy distribution whose non-extensivity parameter is related to the number of…

Nuclear Theory · Physics 2007-05-23 Athanasios N. Petridis

A sudden change of the Hamiltonian parameter drives a quantum system out of equilibrium. For a finite-size system, expectations of observables start fluctuating in time without converging to a precise limit. A new equilibrium state emerges…

Quantum Physics · Physics 2013-03-21 Lorenzo Campos Venuti , Paolo Zanardi

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

We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…

Probability · Mathematics 2023-03-03 Alexander Stolyar

We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…

Mathematical Physics · Physics 2015-06-15 Tanguy Cabana , Jonathan Touboul

We consider a class of particle systems described by differential equations (both stochastic and deterministic), in which the interaction network is determined by the realization of an Erd\H{o}s-R\'enyi graph with parameter $p_n\in (0, 1]$,…

Probability · Mathematics 2019-08-06 Fabio Coppini , Helge Dietert , Giambattista Giacomin

The standard Large Deviation Theory (LDT) is mathematically illustrated by the Boltzmann-Gibbs factor which describes the thermal equilibrium of short-range-interacting many-body Hamiltonian systems, the velocity distribution of which is…

Statistical Mechanics · Physics 2021-12-24 Ugur Tirnakli , Constantino Tsallis , Nihat Ay

We study the equilibrium fluctuations for a gradient exclusion process with conductances in random environments, which can be viewed as a central limit theorem for the empirical distribution of particles when the system starts from an…

Probability · Mathematics 2011-04-08 Jonathan Farfan , Alexandre B. Simas , Fabio J. Valentim

When driven by nonequilibrium fluctuations, particle systems may display phase transitions and physical behaviour with no equilibrium counterpart. We study a two-dimensional particle model initially proposed to describe driven non-Brownian…

Statistical Mechanics · Physics 2023-08-23 Leonardo Galliano , Michael E. Cates , Ludovic Berthier

This paper is mainly concerned with the large deviation principle of the fractional McKean-Vlasov stochastic reaction-diffusion equation defined on R^n with polynomial drift of any degree. We first prove the well-posedness of the underlying…

Probability · Mathematics 2024-06-18 Zhang Chen , Bixiang Wang

The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in…

Probability · Mathematics 2009-02-06 Sanda N. Socoll , A. D. Barbour

We investigate the equilibration of an isolated macroscopic quantum system in the sense that deviations from a steady state become unmeasurably small for the overwhelming majority of times within any sufficiently large time interval. The…

Statistical Mechanics · Physics 2012-04-20 Peter Reimann , Michael Kastner
‹ Prev 1 3 4 5 6 7 10 Next ›