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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

The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…

Probability · Mathematics 2025-02-05 Henrik Hult , Adam Lindhe , Pierre Nyquist , Guo-Jhen Wu

Galilean invariance is a cornerstone of classical mechanics. It states that for closed systems the equations of motion of the microscopic degrees of freedom do not change under Galilean transformations to different inertial frames. However,…

Statistical Mechanics · Physics 2018-06-05 Andrea Cairoli , Rainer Klages , Adrian Baule

We derive a large deviation principle for the empirical currents of lattice gas dynamics which combine a fast stirring mechanism (Symmetric Simple Exclusion Process) and creation/annihilation mechanisms (Glauber dynamics). Previous results…

Probability · Mathematics 2010-09-03 T. Bodineau , M. Lagouge

We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…

chao-dyn · Physics 2021-04-28 Brian R. La Cour , William C. Schieve

This paper studies large deviation principles and weak convergence, both at the level of finite-dimensional distributions and in functional form, for a class of continuous, isotropic, centered Gaussian random fields defined on the unit…

Probability · Mathematics 2026-01-09 Simmaco Di Lillo , Claudio Macci , Barbara Pacchiarotti

An expression for the stress tensor near an external boundary of a discrete mechanical system is derived explicitly in terms of the constituents' degrees of freedom and interaction forces. Starting point is the exact and general coarse…

Soft Condensed Matter · Physics 2011-08-26 Thomas Weinhart , Anthony R. Thornton , Stefan Luding , Onno Bokhove

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

Probability · Mathematics 2022-10-19 Christian Hirsch , Takashi Owada

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

The automated construction of coarse-grained models represents a pivotal component in computer simulation of physical systems and is a key enabler in various analysis and design tasks related to uncertainty quantification. Pertinent methods…

Machine Learning · Statistics 2019-09-11 Constantin Grigo , Phaedon-Stelios Koutsourelakis

We systematically derive an exact coarse-grained description for interacting particles with thermodynamically consistent stochastic dynamics, applicable across different observation scales, the mesoscopic and the macroscopic. We implement…

Statistical Mechanics · Physics 2026-03-05 Atul Tanaji Mohite , Heiko Rieger

In this article we prove large deviations principles for high minima of Gaussian processes with nonnegatively correlated increments on arbitrary intervals. Furthermore, we prove large deviations principles for the increments of such…

Probability · Mathematics 2024-04-08 Zachary Selk

We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed fractional Brownian motion with Hurst parameter $H\in…

Probability · Mathematics 2025-02-05 Xiaoyu Yang , Yong Xu

Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…

Statistical Mechanics · Physics 2014-04-25 Marko Znidaric

This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…

Probability · Mathematics 2025-09-16 Wenting Xu , Yong Xu , Xiaoyu Yang , Bin Pei

We consider the problem of coarse-graining in the context of finite-volume fluid models. If a variable is defined on a high-resolution grid it may be coarse-grained so that it is defined on a grid of lower resolution. In general this will…

Atmospheric and Oceanic Physics · Physics 2022-01-26 Stuart Patching

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

Statistics Theory · Mathematics 2010-02-24 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

For a given thermodynamic system, and a given choice of coarse-grained state variables, the knowledge of a force-flux constitutive law is the basis for any nonequilibrium modeling. In the first paper of this series we established how, by a…

Statistical Mechanics · Physics 2021-02-03 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such…

Probability · Mathematics 2014-05-16 Max Fathi

In this paper, we are concerned with multi-scale distribution dependent stochastic differential equations driven by fractional Brownian motion (with Hurst index $H>\frac12$ and standard Brownian motion, simultaneously. Our aim is to…

Probability · Mathematics 2023-06-12 Shen Gunagjun , Zhou Huan , Wu Jianglun