English
Related papers

Related papers: Large deviation principles and fluctuation theorem…

200 papers

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

We prove a sample path Large Deviation Principle (LDP) for a class of jump processes whose rates are not uniformly Lipschitz continuous in phase space. Building on it we further establish the corresponding Wentzell-Freidlin (W-F) (infinite…

Probability · Mathematics 2017-10-24 Andrea Agazzi , Amir Dembo , Jean-Pierre Eckmann

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

Current is a characteristic feature of nonequilibrium systems. In stochastic systems, these currents exhibit fluctuations constrained by the rate of dissipation in accordance with the recently discovered thermodynamic uncertainty relation.…

Statistical Mechanics · Physics 2017-10-30 Todd R. Gingrich , Jordan M. Horowitz

The large deviation properties of equilibrium (reversible) lattice gases are mathematically reasonably well understood. Much less is known in non--equilibrium, namely for non reversible systems. In this paper we consider a simple example of…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…

Statistical Mechanics · Physics 2023-03-30 Grégoire Ferré , Hugo Touchette

We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…

Statistical Mechanics · Physics 2018-10-02 Paul Chleboun , Stefan Grosskinsky , Andrea Pizzoferrato

The response of thermodynamic systems perturbed out of an equilibrium steady-state is described by the reciprocal and the fluctuation-dissipation relations. The so-called fluctuation theorems extended the study of fluctuations far beyond…

Statistical Mechanics · Physics 2020-02-21 Matteo Polettini , Massimiliano Esposito

We prove a large-deviation principle (LDP) for the sample paths of jump Markov processes in the small noise limit when, possibly, all the jump rates vanish uniformly, but slowly enough, in a region of the state space. We further discuss the…

Probability · Mathematics 2021-02-26 Andrea Agazzi , Luisa Andreis , Robert I. A. Patterson , D. R. Michiel Renger

We address the general problem of formulating the dynamical large deviations of non-Markovian systems in a closed form. Specifically, we consider a broad class of ``self-interacting'' jump processes whose dynamics depends on the past…

Statistical Mechanics · Physics 2026-03-25 Francesco Coghi , Amarjit Budhiraja , Juan P. Garrahan

We consider heat fluctuations and fluctuation theorems for systems driven by multiple reservoirs. We establish a fundamental symmetry obeyed by the joint probability distribution for the heat transfers and system coordinates. The symmetry…

Statistical Mechanics · Physics 2014-10-03 Hans C. Fogedby , Alberto Imparato

We derive a large deviation principle for the empirical currents of lattice gas dynamics which combine a fast stirring mechanism (Symmetric Simple Exclusion Process) and creation/annihilation mechanisms (Glauber dynamics). Previous results…

Probability · Mathematics 2010-09-03 T. Bodineau , M. Lagouge

The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…

Statistical Mechanics · Physics 2009-08-20 Hugo Touchette

Motivated by discrete kinetic models for non-cooperative molecular motors on periodic tracks, we consider random walks (also not Markov) on quasi one dimensional (1d) lattices, obtained by gluing several copies of a fundamental graph in a…

Statistical Mechanics · Physics 2017-04-26 Alessandra Faggionato , Vittoria Silvestri

We establish the large deviation principle for a topological Markov shift over infinite alphabet which satisfies strong combinatorial assumptions called ``finite irreducibility'' or ``finite primitiveness''. More precisely, we assume the…

Dynamical Systems · Mathematics 2019-03-19 Hiroki Takahasi

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 prove pathwise large-deviation principles of switching Markov processes by exploiting the connection to associated Hamilton-Jacobi equations, following Jin Feng's and Thomas Kurtz's method. In the limit that we consider, we show how the…

Probability · Mathematics 2021-06-08 Mark A. Peletier , Mikola C. Schlottke

We extend the work of Kurchan on the Gallavotti-Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic…

Statistical Mechanics · Physics 2015-06-25 Joel. L. Lebowitz , Herbert Spohn

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

Statistical Mechanics · Physics 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…

Statistical Mechanics · Physics 2016-03-21 Rodrigo Villavicencio-Sanchez , Rosemary J. Harris
‹ Prev 1 3 4 5 6 7 10 Next ›