Related papers: Concurrent Donsker-Varadhan and hydrodynamical lar…
In this paper we address the derivation of causal relativistic hydrodynamics, formulated within the framework of Divergence Type Theories (DTTs), from kinetic theory for spinless particles obeying Fermi-Dirac statistics. The approach leads…
We investigate the Large Deviation behavior in small time of continuous Gaussian processes. We introduce a general procedure allowing to derive Large Deviation Principles in small time starting from the well understood context of Large…
We study large deviations of a ratio observable in discrete-time reset processes. The ratio takes the form of a current divided by the number of reset steps and as such it is not extensive in time. A large deviation rate function can be…
We study a totally asymmetric simple exclusion process where jumps happen at rate one, except at the origin where the rate is lower. We prove a hydrodynamic scaling limit to a macroscopic profile described by a variational formula. The…
The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…
In a system made up of independent random walks, fluctuations of order $n^{1/4}$ from the hydrodynamic limit come from particle current across characteristics. We show that a two-parameter space-time particle current process converges to a…
We consider a continuous time Markov chain on a countable state space and prove a joint large deviation principle for the empirical measure and the empirical flow, which accounts for the total number of jumps between pairs of states. We…
We consider a stochastic interacting vortex system of $N$ particles, approximating the vorticity formulation of 2-D Navier-Stokes equation on torus. The singular interaction kernel is given by the Biot-Savart law. We only require the…
We study the weakly asymmetric simple exclusion process in one dimension. We prove sample path moderate deviation principles for the current and the tagged particle when the process starts from one of its stationary measures. We simplify…
We present an algorithm to evaluate the large deviation functions associated to history-dependent observables. Instead of relying on a time discretisation procedure to approximate the dynamics, we provide a direct continuous-time algorithm,…
This article considers some classes of models dealing with the dynamics of discrete curves subjected to stochastic deformations. It turns out that the problems of interest can be set in terms of interacting exclusion processes, the ultimate…
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
Using a generalisation of the detailed balance for systems maintained out of equilibrium by contact with 2 reservoirs at unequal temperatures or at unequal densities, we recover the fluctuation theorem for the large deviation funtion of the…
The one-dimensional totally asymmetric simple exclusion process (TASEP) with $N$ particles on a periodic lattice of $L$ sites is an interacting particle system with hopping rates breaking detailed balance. The total time-integrated current…
The purpose of this short note is to give a variation on the classical Donsker-Varadhan inequality, which bounds the first eigenvalue of a second-order elliptic operator on a bounded domain $\Omega$ by the largest mean first exit time of…
We prove the dynamical large deviations for a particle system in which particles may have different velocities. We assume that we have two infinite reservoirs of particles at the boundary: this is the so-called boundary driven process. The…
We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…
Based on deleting-item central limit theory, the classical Donsker's theorem of partial-sum process of independent and identically distributed (i.i.d.) random variables is extended to incomplete partial-sum process. The incomplete…
In this paper, a statistical physical derivation of thermodynamically consistent fluid mechanical equations is presented for non-isothermal viscous molecular fluids. The coarse-graining process is based on (i) the adiabatic expansion of the…
We prove a large deviation principle for the point process of large Poisson $k$-nearest neighbor balls in hyperbolic space. More precisely, we consider a stationary Poisson point process of unit intensity in a growing sampling window in…