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In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…

Probability · Mathematics 2025-12-02 Hongjiang Qian

We investigate a class of nonequilibrium media described by Langevin dynamics that satisfies the local detailed balance. For the effective dynamics of a probe immersed in the medium, we derive an inequality that bounds the violation of the…

Statistical Mechanics · Physics 2022-05-04 Tomohiro Tanogami

Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…

Statistical Mechanics · Physics 2014-07-31 Marco Zannetti , Federico Corberi , Giuseppe Gonnella

In this paper we study the equilibrium energy fluctuation field of a one-dimensional reversible non gradient model. We prove that the limit fluctuation process is governed by a generalized Ornstein- Uhlenbeck process, which covariances are…

Probability · Mathematics 2010-07-01 Freddy Hernandez

This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…

Probability · Mathematics 2012-04-17 Pierre Del Moral , Shulan Hu , Liming Wu

We consider a stable but nearly unstable autoregressive process of any order. The bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with spectral radius $\rho(A_{n}) < 1$ satisfying…

Statistics Theory · Mathematics 2019-10-17 Frédéric Proïa

Diverse physical systems are characterized by their response to small perturbations. Near thermodynamic equilibrium, the fluctuation-dissipation theorem provides a powerful theoretical and experimental tool to determine the nature of…

Statistical Mechanics · Physics 2020-03-25 Jeremy A. Owen , Todd R. Gingrich , Jordan M. Horowitz

The term "moderate deviations" is often used in the literature to mean a class of large deviation principles that, in some sense, fill the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak…

Probability · Mathematics 2022-02-01 Luisa Beghin , Claudio Macci

We justify rigorously the non-equilibrium-diffusion limit of the compressible Euler model coupled with a radiative transfer equation arising in radiation hydrodynamics. For general initial data, we establish the uniform existence of the…

Analysis of PDEs · Mathematics 2023-12-27 Qiangchang Ju , Lei Li , Zhengce Zhang

The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…

Probability · Mathematics 2025-03-25 Benjamin Gess , Daniel Heydecker

The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability of some random variables to a constant and a weak convergence…

Probability · Mathematics 2024-11-20 Rita Giuliano , Claudio Macci , Barbara Pacchiarotti

We develop a new fast-diffusion approximation for the kinetics of deposition of extended objects on a linear substrate, accompanied by diffusional relaxation. This new approximation plays the role of the mean-field theory for such processes…

Condensed Matter · Physics 2010-10-12 Vladimir Privman , Mustansir Barma

Moderate deviation principle is achieved by the weak convergence approach for a stochastic Schr\"odinger type equation with linear drift term and noise driven by a $Q$-Wiener process. The central limit theorem is also shown for the equation…

Probability · Mathematics 2024-09-27 Parisa Fatheddin , Hannelore Lisei

In this paper, we derive the moderate deviation principle for stationary sequences of bounded random variables with values in a Hilbert space. The conditions obtained are expressed in terms of martingale-type conditions. The main tools are…

Probability · Mathematics 2009-01-21 Sophie Dede

Reaction-diffusion systems with mass dissipation are known to possess blow-up solutions in high dimensions when the nonlinearities have super quadratic growth rates. In dimension one, it has been shown recently that one can have global…

Analysis of PDEs · Mathematics 2023-09-29 Juan Yang , Anna Kostianko , Chunyou Sun , Bao Quoc Tang , Sergey Zelik

A moderate deviation principle for functionals, with at most quadratic growth, of moving average processes is established. The main assumptions on the moving average process are a Logarithmic Sobolev inequality for the driving random…

Probability · Mathematics 2007-06-13 Hacene Djellout , Arnaud Guillin , Liming Wu

We study the symmetric simple exclusion process with Glauber dynamics. When the process starts from a nonequilibrium measure, we prove central limit theorems for the occupation time in dimension two, and sample path moderate deviation…

Probability · Mathematics 2026-04-14 Linjie Zhao

Mean-field models of glasses that present a random first order transition exhibit highly non-trivial fluctuations. Building on previous studies that focused on the critical scaling regime, we here obtain a fully quantitative framework for…

Disordered Systems and Neural Networks · Physics 2022-08-09 Giampaolo Folena , Giulio Biroli , Patrick Charbonneau , Yi Hu , Francesco Zamponi

We develop an immersed-boundary approach to modeling reaction-diffusion processes in dispersions of reactive spherical particles, from the diffusion-limited to the reaction-limited setting. We represent each reactive particle with a…

Numerical Analysis · Mathematics 2015-06-16 A. Pal Singh Bhalla , B. E. Griffith , N. A. Patankar , A. Donev

The fluctuation-dissipation relation is usually formulated for a system interacting with a heat bath at finite temperature in the context of linear response theory, where only small deviations from the mean are considered. We show that for…

Quantum Physics · Physics 2013-07-11 C. H. Fleming , B. L. Hu , Albert Roura