Related papers: An introduction to large deviations with applicati…
This work details worked solutions to the various problems set by the lecturers during the course of the Les Houches summer school 2017 on effective field theories in particle physics and cosmology.
This manuscript contains the lecture notes of the short courses given by one of us (F.Z.) at the summer school "Fundamental Problems in Statistical Physics XV", held in Brunico, Italy, in July 2021, and, just before that, at the summer…
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.
Stochastic resetting has been a subject of considerable interest within statistical physics, both as means of improving completion times of complex processes such as searches and as a paradigm for generating nonequilibrium stationary…
We establish a link between the phenomenon of Taylor dispersion and the theory of empirical distributions. Using this connection, we derive, upon applying the theory of large deviations, an alternative and much more precise description of…
The large deviation principle is established for the distributions of a class of generalized stochastic porous media equations for both small noise and short time.
This is a brief reminder, with extensions, from a different angle and for a less specialized audience, of my presentation at WGMP32 in July 2013, to which I refer for more details on the topics hinted at in the title, mainly deformation…
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…
These notes are based on lectures given at the Les Houches Summer School in 2011, which was centered on the general topic "Theoretical Physics to face the challenge of LHC". In these lectures I reviewed a number of topics in the field of…
This paper introduces novel frameworks for large deviations and metastability analysis in heavy-tailed stochastic dynamical systems. We develop and apply these frameworks within the context of stochastic difference equation $X^\eta_{j+1}(x)…
These lecture notes collect the material that I have been using over the years for various short courses on the physics of gravitational waves, first at the Institut d'Astrophysique de Paris (France), and then at SISSA (Italy) and various…
This is the English version of my inaugural lecture at Coll\`ege de France in 2021, available at https://www.youtube.com/watch?v=bxktplKMhKU. I reflect on the difficulty of multi-disciplinary research, which often hinges of unexpected…
These are notes from the lecture of Devavrat Shah given at the autumn school "Statistical Physics, Optimization, Inference, and Message-Passing Algorithms", that took place in Les Houches, France from Monday September 30th, 2013, till…
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 document is a pedagogical introduction to statistics for particle physics. Emphasis is placed on the terminology, concepts, and methods being used at the Large Hadron Collider. The document addresses both the statistical tests applied…
These are the notes for two lectures delivered at the Les Houches summer school Mathematical Statistical Mechanics, held in July 2005. I review some basic notions on sparse graph error correcting codes with emphasis on `modern' aspects,…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
Shot noise processes are used in applied probability to model a variety of physical systems in, for example, teletraffic theory, insurance and risk theory and in the engineering sciences. In this work we prove a large deviation principle…
These lectures introduce the basic ideas and practices of statistical analysis for particle physicists, using a real-world example to illustrate how the abstractions on which statistics is based are translated into practical application.
These are notes based on lectures given at the 2021 summer school on Fundamental Problems in Statistical Physics XV. Their purpose is to give a very brief introduction to Generalized Hydrodynamics, which provides a description of the large…