Related papers: Large deviations
We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…
I present a brief update on the transverse polarization distributions, focusing on model calculations and phenomenological perspectives.
A fundamental notion of distance between train and test distributions from the field of domain adaptation is discrepancy distance. While in general hard to compute, here we provide the first set of provably efficient algorithms for testing…
Comment on Phys. Rev. Lett. 86, 2086 (2001)
In my thesis I study mesoscopic corrections on diffuse transport. I first describe the diffuse transport of light, using the scalar approximation and the radiative transfer approach. Next, I focus on the correlations in transmission, I…
We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…
We study large deviations in the context of stochastic gradient descent for one-hidden-layer neural networks with quadratic loss. We derive a quenched large deviation principle, where we condition on an initial weight measure, and an…
We revisit Wschebor's theorems on small increments for processes with scaling and stationary properties and deduce large deviation principles.
We consider a multinomial distribution, where the number of cells increases and the cell-probabilities decreases as the number of observations grows. The probabilities of large deviations of statistics, which has form of a sum of Borel…
We study the large deviation estimates for the short time asymptotic behavior of a strongly degenerate diffusion process. Assuming a nilpotent structure of the Lie algebra generated by the driving vector fields, we obtain a graded large…
We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…
These are notes for a very rapid introduction to the basics of exterior differential systems and their connection with what is now known as Lie theory, together with some typical and not-so-typical applications to illustrate their use.
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…
We discuss the relationships between large deviations in stochastic systems, and "effective interactions" that induce particular rare events. We focus on the nature of these effective interactions in physical systems with many interacting…
We review the theory of information cascades and social learning. Our goal is to describe in a relatively integrated and accessible way the more important themes, insights and applications of the literature as it has developed over the last…
We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…
We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $% \beta_n$ and an energy…
We derive some large deviation bounds for events related to the "true self-repelling motion", a one-dimensional self-interacting process introduced by Toth and Werner, that has very different path properties than usual diffusion processes.…
In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…
We obtain large deviation results for a two time-scale model of jump-diffusion processes. The processes on the two time scales are fully inter-dependent, the slow process has small perturbative noise and the fast process is ergodic. Our…