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We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…

Mathematical Physics · Physics 2020-05-18 Nir Gavish , Pierre Nyquist , Mark Peletier

This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…

Probability · Mathematics 2021-03-08 James MacLaurin

We study the dynamics of on-line learning in large perceptrons, for the case of training sets with a structural bias of the input vectors, by deriving exact and closed macroscopic dynamical laws using non-equilibrium statistical mechanical…

Disordered Systems and Neural Networks · Physics 2009-10-31 H. C. Rae , J. A. F. Heimel , A. C. C. Coolen

We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…

Probability · Mathematics 2016-01-26 Paul Dupuis , Kavita Ramanan , Wei Wu

We consider a class of particle systems described by differential equations (both stochastic and deterministic), in which the interaction network is determined by the realization of an Erd\H{o}s-R\'enyi graph with parameter $p_n\in (0, 1]$,…

Probability · Mathematics 2019-08-06 Fabio Coppini , Helge Dietert , Giambattista Giacomin

A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…

Statistical Mechanics · Physics 2026-01-29 Soumyabrata Saha , Tridib Sadhu

This paper investigates the limit behavior of Markov Decision Processes (MDPs) made of independent particles evolving in a common environment, when the number of particles goes to infinity. In the finite horizon case or with a discounted…

Probability · Mathematics 2009-06-10 Nicolas Gast , Bruno Gaujal

We consider a free fermion chain with uniform nearest-neighbor hopping and let it evolve from an arbitrary initial state with a fixed macroscopic number of particles. We then prove that, at a sufficiently large and typical time, the…

Statistical Mechanics · Physics 2026-04-13 Hal Tasaki

We investigate the non-equilibrium large deviations function of the particle densities in two steady-state driven systems exchanging particles at a vanishing rate. We first derive through a systematic multi-scale analysis the coarse-grained…

Statistical Mechanics · Physics 2020-08-26 Jules Guioth , Éric Bertin

In this work we determine a process-level Large Deviation Principle (LDP) for a model of interacting particles indexed by a lattice $\mathbb{Z}^d$. The connections are random, sparse and unscaled, so that the system converges in the large…

Probability · Mathematics 2024-10-01 James MacLaurin

We prove the Large Deviation Principle for the empirical process in a system of locally interacting Brownian motions in the nonequilibrium dynamic. Such a phenomenon has been proven only for two lattice systems: the symmetric simple…

Probability · Mathematics 2016-01-18 Insuk Seo

The large deviation principle is proved for a class of $L^2$-valued processes that arise from the coarse-graining of a random field. Coarse-grained processes of this kind form the basis of the analysis of local mean-field models in…

Mathematical Physics · Physics 2007-05-23 R. S. Ellis , K. Haven , B. Turkington

Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…

Probability · Mathematics 2020-07-28 Florian Bechtold , Fabio Coppini

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

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…

Analysis of PDEs · Mathematics 2021-08-09 Julien Barré , Cedric Bernardin , Raphaël Chétrite , Yash Chopra , Mauro Mariani

Even if never elucidated, the question of determinism is a standing question along the history of human thinking. A physical system evolves in a deterministic way if its future is completely determined once we have fixed some present…

Quantum Physics · Physics 2010-06-30 Ramon Lapiedra , Francisco Montes

We investigate a one-dimensional system of $N$ particles, initially distributed with random positions and velocities, interacting through binary collisions. The collision rule is such that there is a time after which the $N$ particles do…

Mathematical Physics · Physics 2018-03-14 Joceline Lega , Sunder Sethuraman , Alexander L Young

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

Probability · Mathematics 2022-05-24 Shuo Yan

Discontinuous time derivatives are used to model threshold-dependent switching in such diverse applications as dry friction, electronic control, and biological growth. In a continuous flow, a discon- tinuous derivative can generate multiple…

Dynamical Systems · Mathematics 2013-06-18 Mike R. Jeffrey

This paper deals with rare events in a general {interacting gas} at high temperature, by means of Large Deviations Principles. The main result is an LDP for the tagged empirical field, which features the competition of an energy term and an…

Probability · Mathematics 2025-06-17 David Padilla-Garza