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We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…

Analysis of PDEs · Mathematics 2022-08-26 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond , Sergio Simonella

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

Starting from an axiomatic perspective, \emph{fluctuation geometry} is developed as a counterpart approach of inference geometry. This approach is inspired on the existence of a notable analogy between the general theorems of…

Statistics Theory · Mathematics 2013-07-31 L Velazquez

Large deviations quantify the occurrence of events that depart from the average behavior of a system. In this note we derive an exact expression for their moment generating function. This expression offers a new tool to investigate the…

Statistical Mechanics · Physics 2016-04-19 David Andrieux

This work is a continuation of [7]. We consider a continuous-time birth-and-death process in which the transition rates have an asymptotical power-law dependence upon the position of the process. We establish rough exponential asymptotic…

Probability · Mathematics 2019-11-12 A. V. Logachov , Y. M. Suhov , N. D. Vvedenskaya , A. A. Yambartsev

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

Probability · Mathematics 2024-07-23 Yawen Liu , Huijie Qiao

Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…

Statistical Mechanics · Physics 2021-09-17 D. P. Shinde

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

We consider a particle dragged through a medium at constant temperature as described by a Langevin equation with a time-dependent potential. The time-dependence is specified by an external protocol. We give conditions on potential and…

Statistical Mechanics · Physics 2007-08-21 Marco Baiesi , Tim Jacobs , Christian Maes , Nikos S. Skantzos

We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…

Statistical Mechanics · Physics 2009-11-13 Shin-ichi Sasa

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…

Probability · Mathematics 2023-01-11 Paolo Baldi , Barbara Pacchiarotti

We experimentally investigate theoretical predictions of universal impedance fluctuations in wave chaotic systems using a microwave analog of a quantum chaotic infinite square well potential. Our approach emphasizes the use of the radiation…

Disordered Systems and Neural Networks · Physics 2009-11-10 Sameer Hemmady , Xing Zheng , Edward Ott , Thomas M. Antonsen , Steven M. Anlage

We study large deviation asymptotics for processes defined in terms of continued fraction digits. We use the continued fraction digit sum process to define a stopping time and derive a joint large deviation asymptotic for the upper and…

Number Theory · Mathematics 2008-03-19 Marc Kesseböhmer , Mehdi Slassi

Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open…

Statistical Mechanics · Physics 2010-09-08 Pablo I. Hurtado , Pedro L. Garrido

We prove the universality of the large deviations for conjugacy invariant permutations with few cycles. As an application, we establish the universality of large deviation at speeds $n$ and $\sqrt{n}$ for the length of monotone subsequences…

Combinatorics · Mathematics 2025-04-24 Alice Guionnet , Mohamed Slim Kammoun

In this short note we consider semi-Markov processes satisfying the condition of direction-time independence (Markov renewal processes). We derive large deviation principles and fluctuation theorems for the empirical current and the…

Statistical Mechanics · Physics 2017-09-19 A. Faggionato

We study asymptotics of reducible representations of the symmetric groups S_q for large q. We decompose such a representation as a sum of irreducible components (or, alternatively, Young diagrams) and we ask what is the character of a…

Combinatorics · Mathematics 2007-05-23 Piotr Sniady

We demonstrate that the fluctuation theorem of Gallavotti and Cohen can be used to characterize the class of dynamics that arises in nonthermal systems of collectively interacting particles driven over random quenched disorder. By observing…

Statistical Mechanics · Physics 2013-12-05 J. A. Drocco , C. J. Olson Reichhardt , C. Reichhardt

Since the pioneering works of Jakobson and Benedicks & Carleson and others, it has been known that a positive measure set of quadratic maps admit invariant probability measures absolutely continuous with respect to Lebesgue. These measures…

Dynamical Systems · Mathematics 2015-05-28 Yong Moo Chung , Hiroki Takahasi

We consider here a recently proposed geometrical criterion for local instability based on the geodesic deviation equation. Although such a criterion can be useful in some cases, we show here that, in general, it is neither necessary nor…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Alberto Saa
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