Related papers: An introduction to large deviations with applicati…
These are pedagogical lecture notes on hydrodynamic fluctuations in normal relativistic fluids. The lectures discuss correlation functions of conserved densities in thermal equilibrium, interactions of the hydrodynamic modes, an effective…
For axiom A diffeomorphisms and equilibrium state, we prove a Large deviation result for the sequence of successive return times into a fixed open set, under some assumption on the boundary. Our result relies on and extends the work by…
We often rely on probabilistic measures -- e.g. event probability or expected time -- to characterize systems' safety. However, determining these quantities for extremely low-probability events is generally challenging, as standard safety…
We study the probability distribution $P$ of the sum of a large number of non-identically distributed random variables $n_m$. Condensation of fluctuations, the phenomenon whereby one of such variables provides a macroscopic contribution to…
We study large deviations in the context of stochastic gradient descent for one-hidden-layer neural networks with quadratic loss. We derive a quenched large deviation principle, where we condition on an initial weight measure, and an…
This text is a slightly edited version of lecture notes for a course I gave at ETH, during the Summer term 2001, to undergraduate Mathematics and Physics students. It covers a few selected topics from perturbation theory at an introductory…
These are lectures notes for a 4h30 mini-course held in Ulaanbaatar, National University of Mongolia, August 5-7th 2015, at the summer school "Stochastic Processes and Applications". It aims at presenting an introduction to basic results of…
Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Lipschitzian and time-inhomogeneous coefficients, which is…
We study a system of interacting particles that randomly react to form new particles. The reaction flux is the rescaled number of reactions that take place in a time interval. We prove a dynamic large-deviation principle for the reaction…
We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…
We explore the connection between evolution and large-deviation theory. To do so, we study evolutionary dynamics in which individuals experience mutations, reproduction, and selection using variants of the Moran model. We show that, in the…
A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…
In this paper we study precise large deviations for the partial sums of a stationary sequence with a subexponential marginal distribution. Our main focus is on distributions which either have a regularly varying or a lognormal-type tail. We…
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…
We study the large deviation function for the empirical measure of diffusing particles at one fixed position. We find that the large deviation function exhibits anomalous system size dependence in systems that satisfy the following…
This script is based on the notes the author prepared to give a set of six lectures at the Les Houches School "Integrability in Atomic and Condensed Matter Physics" in the summer of 2018. The school had its focus on the application of…
In condensed matter physics and related areas, topological defects play important roles in phase transitions and critical phenomena. Homotopy theory facilitates the classification of such topological defects. After a pedagogic introduction…
Almost all theories of physics have expressed physical laws by means of differential equations. One can ask: why differential equations? What is special about them? This article addresses these questions and is presented as an inquiry-based…
We study run and tumble particles on the one-dimensional lattice $\mathbb{Z}$. We explicitly compute the Fourier-Laplace transform of the position of the particle and as a consequence obtain explicit expressions for the diffusion constant…
In this paper we propose a framework that enables the study of large deviations for point processes based on stationary sequences with regularly varying tails. This framework allows us to keep track not of the magnitude of the extreme…