Related papers: Exact Large Deviation Function in the Asymmetric E…

We prove that the stationary measure associated to a boundary driven exclusion process in any dimension satisfies a large deviation principle with rate function given by the quasi potential of the Freidlin and Wentzell theory.

We present here a simple method for computing the large deviation of long time average for stochastic jump processes. We show that the computation of the rate function can be reduced to that of a partial differential equation governing the…

We prove an energy estimate for the polar empirical measure of the two-dimensional symmetric simple exclusion process. We deduce from this estimate and from results in reference [2] large deviations principles for the polar empirical…

We present a spectral study of the evolution matrix of the totally asymmetric exclusion process on a ring at half filling. The natural symmetries (translation, charge conjugation combined with reflection) predict only two fold degeneracies.…

We consider the weakly asymmetric exclusion process on the $d$-dimensional torus. We prove a large deviations principle for the time averaged empirical density and current in the joint limit in which both the time interval and the number of…

Let $X$ be the branching particle diffusion corresponding to the operator $Lu+\beta (u^{2}-u)$ on $D\subseteq \mathbb{R}^{d}$ (where $\beta \geq 0$ and $\beta\not\equiv 0$). Let $\lambda_{c}$ denote the generalized principal eigenvalue for…

We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using large deviation theory. To this end, we consider a simplified yet Earth-like general circulation model of…

We consider finite-range asymmetric exclusion processes on $\mathbb Z$ with non-zero drift. The diffusivity $D(t)$ is expected to be of ${\mathcal O}(t^{1/3})$. We prove that $D(t)\ge Ct^{1/3}$ in the weak (Tauberian) sense that…

We consider the large deviations from the hydrodynamic limit of the Totally Asymmetric Simple Exclusion Process (TASEP). This problem was studied in Jensen (2000) and Varadhan (2004) and was shown to be related to entropy production in the…

We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…

Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…

Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare…

Calculating the mean exit time (MET) for models of diffusion is a classical problem in statistical physics, with various applications in biophysics, economics and heat and mass transfer. While many exact results for MET are known for…

This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…

This paper studies probabilistic mean-field models for interacting bosons at a positive temperature in the thermodynamic limit with random particle density. In particular, we prove large deviation principles for empirical cycle counts in…

For an ergodic Brownian diffusion with invariant measure $\nu$, we consider a sequence of empirical distributions ($\nu$n) n$\ge$1 associated with an approximation scheme with decreasing time step ($\gamma$n) n$\ge$1 along an adapted…

We consider the one-dimensional partially asymmetric exclusion process with random hopping rates, in which a fraction of particles (or sites) have a preferential jumping direction against the global drift. In this case the accumulated…

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

We study a system of N particles with logarithmic, Coulomb or Riesz pairwise interactions, confined by an external potential. We examine a microscopic quantity, the tagged empirical field, for which we prove a large deviation principle at…

In 2000, Cohn, Kenyon and Propp studied uniformly random perfect matchings of large induced subgraphs of $\mathbb Z^2$ (a.k.a. dimer configurations or domino tilings) and developed a large deviation theory for the associated height…