Related papers: Large deviations for out of equilibrium correlatio…
We study current fluctuations in lattice gases in the hydrodynamic scaling limit. More precisely, we prove a large deviation principle for the empirical current in the symmetric simple exclusion process with rate functional I. We then…
Chemical reaction networks offer a natural nonlinear generalisation of linear Markov jump processes on a finite state-space. In this paper, we analyse the dynamical large deviations of such models, starting from their microscopic version,…
We extend the work of Kurchan on the Gallavotti-Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic…
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…
For continuous-time linear stochastic dynamical systems driven by Wiener processes, we consider the problem of designing ensemble filters when the observation process is randomly time-sampled. We propose a continuous-discrete McKean--Vlasov…
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…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…
We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…
We study the large deviations statistics of the intensive work done by changing globally a control parameter in a thermally isolated quantum many-body system. We show that, upon approaching a critical point, large deviations well below the…
In this paper, we give the moderate deviation principle from the hydrodynamic limit of the simple exclusion process on $1$-dimensional torus starting from a nonequilibrium state, which extends the result given in Gao and Quastel (2003)…
We develop a unified theory to analyze the microcanonical ensembles with several constraints given by unbounded observables. Several interesting phenomena that do not occur in the single constraint case can happen under the multiple…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
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.
Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…
The typical values and fluctuations of time-integrated observables of nonequilibrium processes driven in steady states are known to be characterized by large deviation functions, generalizing the entropy and free energy to nonequilibrium…
Multi-particle dynamics in one-dimensional asymmetric exclusion processes with disorder is investigated theoretically by computational and analytical methods. It is argued that the general phase diagram consists of three non-equilibrium…
In this paper we introduce a topology under which the pair empirical measure of a large class of random walks satisfies a strong Large Deviation principle. The definition of the topology is inspired by the recent article by Mukherjee and…
We consider space-time correlations in driven diffusive systems which undergo a fluctuation into a regime with an atypically large current or dynamical activity. For a single conserved mass we show that the spatio-temporal density…
We study the symmetric simple exclusion process in two or higher dimensions. We prove the invariance principles for the occupation time when the process starts from nonequilibrium measures. Our proof combines the martingale method and…