Related papers: Large deviations for Cox-Ingersoll-Ross processes …
In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…
Detection of critical slowing down (CSD) is the dominant avenue for anticipating critical transitions from noisy time-series data. Most commonly, changes in variance and lag-1 autocorrelation [AC(1)] are used as CSD indicators. However,…
We theoretically study noise-induced phase switch phenomena in an inertial majority-vote (IMV) model introduced in a recent paper [Phys. Rev. E 95, 042304 (2017)]. The IMV model generates a strong hysteresis behavior as the noise intensity…
This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…
We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow…
In this paper we investigate the statistics of large waiting times (with respect to the total waiting time) for Bernoulli processes. We determine the corresponding rate functions explicitly and prove a large deviations asymptotic. By this…
For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large…
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 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…
Large deviation theory is a branch of probability theory that is devoted to a study of the "rate" at which empirical estimates of various quantities converge to their true values. The object of study in this paper is the rate at which…
In this article, we consider a one-dimensional symmetric exclusion process in weak contact with reservoirs at the boundary. In the diffusive time-scaling the empirical measure evolves according to the heat equation with Robin boundary…
We consider the damped nonlinear wave (NLW) equation driven by a spatially regular white noise. Assuming that the noise is non-degenerate in all Fourier modes, we establish a large deviations principle (LDP) for the occupation measures of…
One intriguing property of non-Hermitian systems is the breakdown of adiabatic theorem and chiral state conversion as the system dynamically encircles exceptional points. However, the subtle dependence of the chiral dynamics on the loop…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
We study large deviations from the invariant measure for nonlinear Schr\"odinger equations with colored noises on determining modes. The proof is based on a new abstract criterion, inspired by [V. Jak\v{s}i\'{c} et al., Comm. Pure Appl.…
We analyze changes in the thermodynamic properties of a spin system when it passes from the classical two-dimensional Ising model to the spin glass model, where spin-spin interactions are random in their values and signs. Formally, the…
The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…
This work aims to prove the small time large deviation principle (LDP) for a class of stochastic partial differential equations (SPDEs) with locally monotone coefficients in generalized variational framework. The main result could be…
We demonstrate the large deviation property for the mild solutions of stochastic evolution equations with monotone nonlinearity and multiplica- tive noise. This is achieved using the recently developed weak convergence method, in studying…
We show the full large deviation principle for KMS-states and $C^*$-finitely correlated states on a quantum spin chain. We cover general local observables. Our main tool is Ruelle's transfer operator method.