English
Related papers

Related papers: Large deviation principles and fluctuation theorem…

200 papers

The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…

Probability · Mathematics 2017-08-25 Arnab Ganguly

The large deviation principle on phase space is proved for a class of Markov processes known as random population dynamics with catastrophes. In the paper we study the process which corresponds to the random population dynamics with linear…

Probability · Mathematics 2019-11-18 A. Logachov , O. Logachova , A. Yambartsev

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Statistical Mechanics · Physics 2021-05-07 Cecile Monthus

We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic large time regime is reached starting from a special propagating initial…

Statistical Mechanics · Physics 2015-06-16 Upendra Harbola , Christian Van den Broeck , Katja Lindenberg

We derive the explicit form of the rate function for semi-Markov processes. Here, the "random time change trick" plays an essential role. Also, by exploiting the contraction principle of the large deviation theory to the explicit form, we…

Statistical Mechanics · Physics 2018-03-14 Yuki Sughiyama , Testuya J. Kobayashi

We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…

Mathematical Physics · Physics 2019-06-28 Noé Cuneo , Vojkan Jakšić , Claude-Alain Pillet , Armen Shirikyan

This paper is devoted to the problem of sample path large deviations for the Markov processes on R_+^N having a constant but different transition mechanism on each boundary set {x:x_i=0 for i\notin\Lambda, x_i>0 for i\in\Lambda}. The global…

Probability · Mathematics 2007-05-23 Irina Ignatiouk-Robert

Using a generalisation of the detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, we recover the fluctuation theorem for the large deviation funtion of the…

Statistical Mechanics · Physics 2009-11-13 T. Bodineau , B. Derrida

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

Probability · Mathematics 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

We study the large deviations of the time-integrated current for a driven diffusion on the circle, often used as a model of nonequilibrium systems. We obtain the large deviation functions describing the current fluctuations using a…

Statistical Mechanics · Physics 2016-09-28 Pelerine Tsobgni Nyawo , Hugo Touchette

We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…

Probability · Mathematics 2011-07-19 Konstantinos Spiliopoulos

The cycle current is a crucial quantity in stochastic thermodynamics. The absolute and net cycle currents of a Markovian system can be defined in the loop-erased (LE) or spanning tree (ST) manner. Here we make a comparative study between…

Statistical Mechanics · Physics 2022-10-12 Yuhao Jiang , Bingjie Wu , Chen Jia

The aim of this paper is to study the fluctuations of a general class of supercritical branching Markov processes with non-local branching mechanisms. We show the existence of three regimes according to the size of the spectral gap…

Probability · Mathematics 2025-02-27 Christopher B. C. Dean , Emma Horton

The large deviations principle for the empirical measure for both continuous and discrete time Markov processes is well known. Various expressions are available for the rate function, but these expressions are usually as the solution to a…

Probability · Mathematics 2015-06-22 Paul Dupuis , Yufei Liu

Large deviation theory is a branch of probability theory that is devoted to a study of the "rate" at which empirical estimates of various quantities converge to their true values. The object of study in this paper is the rate at which…

Statistics Theory · Mathematics 2013-09-17 Mathukumalli Vidyasagar

We present the application of a fluctuating hydrodynamic theory to study current fluctuations in diffusive systems on a semi-infinite line in contact with a reservoir with slow coupling. We show that the distribution of the time-integrated…

Statistical Mechanics · Physics 2023-08-04 Soumyabrata Saha , Tridib Sadhu

Several stochastic processes modeling molecular motors on a linear track are given by random walks (not necessarily Markovian) on quasi 1d lattices and share a common regenerative structure. Analyzing this abstract common structure, we…

Probability · Mathematics 2014-05-08 Alessandra Faggionato , Vittoria Silvestri

The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…

Probability · Mathematics 2020-04-21 Aurélien Velleret

We develop an Onsager-Machlup-type theory for nonequilibrium semi-Markov processes. Our main result is an exact large time asymptotics for the joint probability of the occupation times and the currents in the system, establishing some…

Statistical Mechanics · Physics 2015-05-13 Christian Maes , Karel Netočný , Bram Wynants

We consider Piecewise Deterministic Markov Processes (PDMPs) with a finite set of discrete states. In the regime of fast jumps between discrete states, we prove a law of large number and a large deviation principle. In the regime of fast…

Probability · Mathematics 2008-09-16 A. Faggionato , D. Gabrielli , M. Ribezzi Crivellari