Related papers: Large deviations and localization of the microcano…
In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…
We consider a general class of statistical mechanical models of coherent structures in turbulence, which includes models of two-dimensional fluid motion, quasi-geostrophic flows, and dispersive waves. First, large deviation principles are…
The asymptotic equivalence of canonical and microcanonical ensembles is a central concept in statistical physics, with important consequences for both theoretical research and practical applications. However, this property breaks down under…
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…
We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…
We develop large sample theory for merged data from multiple sources. Main statistical issues treated in this paper are (1) the same unit potentially appears in multiple datasets from overlapping data sources, (2) duplicated items are not…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We study stochastic processes in which the trajectories are constrained so that the process realises a large deviation of the unconstrained process. In particular we consider stochastic bridges and the question of inequivalence of path…
We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples…
The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…
In this paper, we draw attention to the problem of phase transitions in systems with locally affine microcanonical entropy, in which partial equivalence of (microcanonical and canonical) ensembles is observed. We focus on a very simple spin…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…
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…
Generalizations of the microcanonical and canonical ensembles for paths of Markov processes have been proposed recently to describe the statistical properties of nonequilibrium systems driven in steady states. Here we propose a theory of…
A system of identical cars on a single-lane road is treated as a microcanonical and canonical ensemble. Behaviour of the cars is characterized by the probability of car velocity as a function of distance and velocity of the car ahead. The…
In unsupervised ensemble learning, one obtains predictions from multiple sources or classifiers, yet without knowing the reliability and expertise of each source, and with no labeled data to assess it. The task is to combine these possibly…
The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…
Breaking of ensemble equivalence between the microcanonical ensemble and the canonical ensemble may occur for random graphs whose size tends to infinity, and is signaled by a non-zero specific relative entropy of the two ensembles. In [3]…
Large deviation theory offers a powerful and general statistical framework to study the asymptotic dynamical properties of rare events. The application of the formalism to concrete experimental situations is, however, often restricted by…