Related papers: Large deviations for quadratic functionals of stab…
For overdamped Langevin systems subjected to weak thermal noise and nonconservative forces, we establish a connection between Freidlin-Wentzell large deviations theory and stochastic thermodynamics. First, we derive a series expansion of…
We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…
We study the entropy production of a system with a finite number of states connected by random transition rates. The stationary entropy production, driven out of equilibrium both by asymmetric transition rates and by an external probability…
We consider the Generalized Gibbs ensemble of the Ablowitz-Ladik lattice, and the Schur flow. We derive large deviations principles for the distribution of the empirical measures of the equilibrium measures for these ensembles. As a…
We consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages $\frac{1}{|\Lambda|} \sum_{i\in\Lambda} X_i$, where the $X_i$'s are copies of a…
The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…
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…
It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is…
In this paper we establish the large deviation principle for the stochastic quasi-geostrophic equation in the subcritical case with small multiplicative noise. The proof is mainly based on the stochastic control and weak convergence…
We study moderate deviations of suprema of parametrized sequences of sample bounded Gaussian processes $\{X _x(t), t\in T _x\}$, and first present recent sharp bounds in simple cases. In the almost periodic case, we prove an approximation…
In the paper we provide measure estimates for the set of numbers whose sequence of products of continued fraction partial quotients $M_n = a_1 \ldots a_n$ has exponential growth with rate close to the one predicted by Khintchine's theorem,…
Motivated by the study of rare events for a typical genetic switching model in systems biology, in this paper we aim to establish the general two-scale large deviations for chemical reaction systems. We build a formal approach to explicitly…
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…
We establish a large deviation principle for the Kardar-Parisi-Zhang (KPZ) equation, providing precise control over the left tail of the height distribution for narrow wedge initial condition. Our analysis exploits an exact connection…
We investigate the possibility of characterizing the different thermalization pathways through a large-deviation approach. Specifically, we consider clean, disordered and quasi-periodic harmonic chains under energy and momentum-conserving…
The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…
Certain thermal non-equilibrium situations, outside of the astrophysical realm, suggest that entropy production extrema, instead of entropy extrema, are related to stationary states. In an effort to better understand the evolution of…
We study by Montecarlo simulation the non-equilibrium stationary behavior of a three-dimensional stochastic lattice gas with reversible kinetic constraints and in diffusive contact with two particle reservoirs at different chemical…
Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the…
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…