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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

Large deviation theory quantifies the occurence of events that deviate from the average behavior of a system. Such events arise from non-typical trajectories of the dynamics. In this note we derive the time evolution of these rare…

Statistical Mechanics · Physics 2012-12-11 David Andrieux

Many physical systems are well described on domains which are relatively large in some directions but relatively thin in other directions. In this scenario we typically expect the system to have emergent structures that vary slowly over the…

Dynamical Systems · Mathematics 2016-12-15 A. J. Roberts , J. E. Bunder

We study simple models of intermittency, involving switching between two states, within the dynamical large-deviation formalism. Singularities appear in the formalism when switching is cooperative, or when its basic timescale diverges. In…

Statistical Mechanics · Physics 2018-06-13 Stephen Whitelam

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

Probability · Mathematics 2021-09-21 Mikola C. Schlottke

Large deviation inequalities for ergodic sums is an important subject since the seminal contribution of Bernstein for independent random variables with finite variances, followed by the Chernoff method and the Hoefding result for…

Probability · Mathematics 2025-12-12 Miguel Abadi

Systems with long range interactions in general are not additive, which can lead to an inequivalence of the microcanonical and canonical ensembles. The microcanonical ensemble may show richer behavior than the canonical one, including…

Statistical Mechanics · Physics 2015-06-24 Freddy Bouchet , Julien Barre

A variety of techniques have been proposed to train machine learning classifiers that are independent of a given feature. While this can be an essential technique for enabling background estimation, it may also be useful for reducing…

High Energy Physics - Phenomenology · Physics 2022-02-09 Aishik Ghosh , Benjamin Nachman

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu

We study the stochastic block model which is often used to model community structures and study community-detection algorithms. We consider the case of two blocks in regard to its largest connected component and largest biconnected…

Physics and Society · Physics 2020-11-11 Hendrik Schawe , Alexander K. Hartmann

Breaking of equivalence between the microcanonical ensemble and the canonical ensemble, describing a large system subject to hard and soft constraints, respectively, was recently shown to occur in large random graphs. Hard constraints must…

Probability · Mathematics 2017-06-06 Diego Garlaschelli , Frank den Hollander , Andrea Roccaverde

In systems of diffusing particles, we investigate large deviations of a time-averaged measure of clustering around one particle. We focus on biased ensembles of trajectories, which realise large-deviation events. The bias acts on a single…

Statistical Mechanics · Physics 2021-06-02 Jakub Dolezal , Robert L. Jack

We consider the Microcanonical Variational Principle for the vortex system in a bounded domain. In particular we are interested in the thermodynamic properties of the system in domains of second kind, i.e. for which the equivalence of…

Mathematical Physics · Physics 2023-12-27 Dario Benedetto , Emanuele Caglioti , Margherita Nolasco

Methods for unsupervised anomaly detection suffer from the fact that the data is unlabeled, making it difficult to assess the optimality of detection algorithms. Ensemble learning has shown exceptional results in classification and…

Machine Learning · Statistics 2016-10-26 Edward Yu , Parth Parekh

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

Statistics Theory · Mathematics 2010-02-24 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

The thermodynamics of the discrete nonlinear Schr\"odinger equation in the vicinity of infinite temperature is explicitly solved in the microcanonical ensemble by means of large-deviation techniques. A first-order phase transition between a…

Statistical Mechanics · Physics 2021-06-08 Giacomo Gradenigo , Stefano Iubini , Roberto Livi , Satya N. Majumdar

We study the large deviations principle for locally periodic stochastic differential equations with small noise and fast oscillating coefficients. There are three possible regimes depending on how fast the intensity of the noise goes to…

Probability · Mathematics 2012-04-05 Paul Dupuis , Konstantinos Spiliopoulos

The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…

Probability · Mathematics 2020-04-21 Aurélien Velleret

Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…

Probability · Mathematics 2014-04-08 Yunjiao Hu , Guangqiang Lan