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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

For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…

Statistical Mechanics · Physics 2023-07-06 Cecile Monthus

Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…

Statistical Mechanics · Physics 2017-03-29 Juan P. Garrahan

We provide Large Deviation estimates for the bridge of a $d$-dimensional general diffusion process as the conditioning time tends to $0$ and apply these results to the evaluation of the asymptotics of its exit time probabilities. We are…

Probability · Mathematics 2014-06-19 Paolo Baldi , Lucia Caramellino , Maurizia Rossi

We study a precise large deviation principle for a stationary regularly varying sequence of random variables. This principle extends the classical results of A.V. Nagaev (1969) and S.V. Nagaev (1979) for iid regularly varying sequences. The…

Statistics Theory · Mathematics 2012-06-11 Thomas Mikosch , Olivier Wintenberger

In a growing number of strongly disordered and dense systems, the dynamics of a particle pulled by an external force field exhibits super-diffusion. In the context of glass forming systems, super cooled glasses and contamination spreading…

Statistical Mechanics · Physics 2019-12-18 Wanli Wang , Alessandro Vezzani , Raffaella Burioni , Eli Barkai

The work treats systems combining slow and fast motions depending on each other where fast motions are perturbations of families of either dynamical systems or Markov processes with freezed slow variable. In the first case we consider…

Dynamical Systems · Mathematics 2013-02-21 Yuri Kifer

Understanding transport processes in complex nanoscale systems, like ionic conductivities in nanofluidic devices or heat conduction in low dimensional solids, poses the problem of examining fluctuations of currents within nonequilibrium…

Mesoscale and Nanoscale Physics · Physics 2021-08-04 David T. Limmer , Chloe Y. Gao , Anthony R. Poggioli

We develop a space-time large-deviation point of view on Gibbs-non-Gibbs transitions in spin systems subject to a stochastic spin-flip dynamics. Using the general theory for large deviations of functionals of Markov processes outlined in…

Probability · Mathematics 2015-03-17 Aernout van Enter , Roberto Fernández , Frank den Hollander , Frank Redig

We prove limit theorems for rescaled occupation time fluctuations of a (d,alpha,beta)-branching particle system (particles moving in R^d according to a spherically symmetric alpha-stable Levy process, (1+beta)-branching, 0<beta<1, uniform…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…

Statistical Mechanics · Physics 2021-06-22 Emil Mallmin , Johan du Buisson , Hugo Touchette

We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…

Probability · Mathematics 2015-04-23 Konstantinos Spiliopoulos

We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…

Probability · Mathematics 2012-04-13 Martin G. Riedler , Michèle Thieullen , Gilles Wainrib

We revisit classic ergodic large-deviation principles: for the occupation measure (Donsker-Varadhan), and for the empirical flux. We show that these problems can be embedded into a more general, discrete-time framework. A conditioning and…

Probability · Mathematics 2024-07-02 D. R. Michiel Renger

The problem of sums of independent, identically distributed random variables with stretched-exponential tails exhibits a dynamical phase transition and has recently reemerged in the context of active transport and condensation phenomena. We…

Statistical Mechanics · Physics 2026-05-11 Alberto Bassanoni , Omer Hamdi

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 study the large deviations of Markov chains under the sole assumption that the state space is discrete. In particular, we do not require any of the usual irreducibility and exponential tightness assumptions. Using subadditive arguments,…

Probability · Mathematics 2026-05-15 Léo Daures

The large deviations at various levels that are explicit for Markov jump processes satisfying detailed-balance are revisited in terms of the supersymmetric quantum Hamiltonian $H$ that can be obtained from the Markov generator via a…

Statistical Mechanics · Physics 2024-07-15 Cecile Monthus

For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large…

Statistical Mechanics · Physics 2019-10-02 Bernard Derrida , Tridib Sadhu

The large deviations properties of trajectory observables for chaotic non-invertible deterministic maps as studied recently by N. R. Smith, Phys. Rev. E 106, L042202 (2022) and by R. Gutierrez, A. Canella-Ortiz, C. Perez-Espigares,…

Statistical Mechanics · Physics 2024-01-30 Cecile Monthus