Related papers: Anomalous scaling of dynamical large deviations
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…
Systems out of equilibrium, in stationary as well as in nonstationary regimes, display a linear response to energy impulses simply expressed as the sum of two specific temporal correlation functions. There is a natural interpretation of…
Using a Krylov-subspace time evolution algorithm, we simulate the real-time dynamics of translation invariant non-integrable finite spin rings to quite long times with high accuracy. We systematically study the finite-size deviation between…
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…
We analyse dynamical large deviations of quantum trajectories in Markovian open quantum systems in their full generality. We derive a {\em quantum level-2.5 large deviation principle} for these systems, which describes the joint…
Given nonstationary data from molecular dynamics simulations, a Markovian Langevin model is constructed that aims to reproduce the time evolution of the underlying process. While at equilibrium the free energy landscape is sampled,…
We present a path integral calculation of the probability distribution associated with the time-integrated moments of the Ornstein-Uhlenbeck process that includes the Gaussian prefactor in addition to the dominant path or instanton term…
This work extends the results of the recently developed theory of a rather complete thermodynamic formalism for discrete-state, continuous-time Markov processes with and without detailed balance. We aim at investigating the question that…
We discuss the effects of finite perturbations in fully developed turbulence by introducing a measure of the chaoticity degree associated to a given scale of the velocity field. This allows one to determine the predictability time for…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
We complement and extend our work on fluctuation relations arising in nonequilibrium systems in steady states driven by L\'evy noise [Phys. Rev. E 76, 020101(R) (2006)]. As a concrete example, we consider a particle subjected to a drag…
Scaling ideas and renormalization group approaches proved crucial for a deep understanding and classification of critical phenomena in thermal equilibrium. Over the past decades, these powerful conceptual and mathematical tools were…
This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…
Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…
In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner…
The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…
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…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
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…