Related papers: A large deviation perspective on ratio observables…

The large deviation function for entropy production is calculated for a particle driven along a periodic potential by solving a time-independent eigenvalue problem. In an intermediate force regime, the large deviation function shows…

The large deviation principle is proved for a class of $L^2$-valued processes that arise from the coarse-graining of a random field. Coarse-grained processes of this kind form the basis of the analysis of local mean-field models in…

This work establishes a large deviation principle for the spectral measure of the Lax matrix associated to the periodic Toda chain of $N$ particles, subject to a generalised Gibbs measure. This large deviation principle is governed by a…

We develop a fast algorithm to construct the robustness degradation function, which describes quantitatively the relationship between the proportion of systems guaranteeing the robustness requirement and the radius of the uncertainty set.…

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

Empirical researchers often trim observations with small denominator A when they estimate moments of the form E[B/A]. Large trimming is a common practice to mitigate variance, but it incurs large trimming bias. This paper provides a novel…

The purpose of this paper is to point out a new connection between information theory and dynamical systems. In the information theory side, we consider rate distortion theory, which studies lossy data compression of stochastic processes…

In this paper, we establish a large deviation principle for the conservative stochastic partial differential equations, whose solutions are related to stochastic differential equations with interaction. The weak convergence method and the…

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

We present a complete framework for determining the asymptotic (or logarithmic) efficiency of estimators of large deviation probabilities and rate functions based on importance sampling. The framework relies on the idea that importance…

Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…

The variance and fractional variance on a fixed time window (variously known as "rms percent" or "modulation index") are commonly used to characterize the variability of astronomical sources. We summarize properties of this statistic for a…

In this paper we prove large and moderate deviations principles for the recursive kernel estimators of a probability density function defined by the stochastic approximation algorithm introduced by Mokkadem et al. [2009. The stochastic…

The objective of this article is to investigate the asymptotic behavior of the persistence diagrams of a random cubical filtration as the window size tends to infinity. Here, a random cubical filtration is an increasing family of random…

Variational inference using the reparameterization trick has enabled large-scale approximate Bayesian inference in complex probabilistic models, leveraging stochastic optimization to sidestep intractable expectations. The reparameterization…

We establish the weak large deviations principle for empirical measures of Markov chains on $\mathbb R^d$ under mild assumptions. In particular, no irreducibility is assumed and the initial measure may be arbitrary. The proof is entirely…

A set of core features is set forth as the essence of a thermodynamic description, which derive from large-deviation properties in systems with hierarchies of timescales, but which are \emph{not} dependent upon conservation laws or…

We propose a method for determining the most likely cause, in terms of conventional generator outages and renewable fluctuations, of power system frequency reaching a predetermined level that is deemed unacceptable to the system operator.…