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We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…

Probability · Mathematics 2023-03-22 Benjamin McKenna

We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…

Probability · Mathematics 2007-05-23 A. Asselah , F. Castell

Current is a characteristic feature of nonequilibrium systems. In stochastic systems, these currents exhibit fluctuations constrained by the rate of dissipation in accordance with the recently discovered thermodynamic uncertainty relation.…

Statistical Mechanics · Physics 2017-10-30 Todd R. Gingrich , Jordan M. Horowitz

A sum rule is an identity connecting the entropy of a measure with coefficients involved in the construction of its orthogonal polynomials (Jacobi coefficients). Our paper is an extension of Gamboa, Nagel and Rouault (2016), where we have…

Probability · Mathematics 2020-04-29 Fabrice Gamboa , Jan Nagel , Alain Rouault

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…

Probability · Mathematics 2014-04-08 Yunjiao Hu , Guangqiang Lan

It was recently conjectured that 1/f noise is a fundamental characteristic of spectral fluctuations in chaotic quantum systems. This conjecture is based on the behavior of the power spectrum of the excitation energy fluctuations, which is…

Chaotic Dynamics · Physics 2016-08-16 E. Faleiro , J. M. G. Gómez , R. A. Molina , L. Muñoz , A. Relaño , J. Retamosa , .

A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…

Statistical Mechanics · Physics 2013-01-22 Lorenzo Campos Venuti , Paolo Zanardi

We examine a class of one-dimensional lattice-gases characterised by a gradient condition which guarantees the existence of Gibbs-type homogeneous stationary states. We show how, defining appropriate boundary conditions, this leads to a…

Statistical Mechanics · Physics 2020-02-13 Alexandre Lazarescu

We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to…

Statistical Mechanics · Physics 2021-02-03 Bernard Derrida , Ori Hirschberg , Tridib Sadhu

We extend the theory of quasipotentials in dynamical systems by calculating, within a broad class of period-doubling maps, an exact potential for the critical fluctuations of pitchfork bifurcations in the weak noise limit. These…

Statistical Mechanics · Physics 2017-01-23 Andrew E. Noble , Saba Karimeddiny , Alan Hastings , Jonathan Machta

We contribute an extension of large-deviation results obtained in [N.J.B. Aza, J.-B. Bru, W. de Siqueira Pedra, A. Ratsimanetrimanana, J. Math. Pures Appl. 125 (2019) 209] on conductivity theory at atomic scale of free lattice fermions in…

Mathematical Physics · Physics 2021-03-03 J. -B. Bru , W. de Siqueira Pedra , A. Ratsimanetrimanana

Gibbs' theorem, which is originally intended for canonical ensembles with complete statistics has been generalized to open systems with incomplete statistics. As a result of this generalization, it is shown that the stationary equilibrium…

Statistical Mechanics · Physics 2015-05-13 G. B. Bagci

In the framework of Harnack type Dirichlet forms, we prove a large deviation principle for the asymptotics of reversible Markov processes with rate function given by the energy of the paths.

Probability · Mathematics 2009-07-28 Ann-Kathrin Jarecki

It is shown that conductance fluctuations due to phase coherent ballistic transport through a chaotic cavity generically are fractals. The graph of conductance vs. externally changed parameter, e.g. magnetic field, is a fractal with…

Condensed Matter · Physics 2009-10-28 Roland Ketzmerick

We construct a family of chaotic dynamical systems with explicit broad distributions, which always violate the central limit theorem. In particular, we show that the superposition of many statistically independent, identically distributed…

chao-dyn · Physics 2009-10-30 Ken Umeno

Fluctuation theorems have elevated the second law of thermodynamics to a statistical realm by establishing a connection between time-forward and time-reversal probabilities, providing invaluable insight into nonequilibrium dynamics. While…

Quantum Physics · Physics 2025-06-05 Hui Li , Jie Xie , Hyukjoon Kwon , Yixin Zhao , M. S. Kim , Lijian Zhang

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

In this paper we investigate the power fluctuations in a driven, dampted pendulum. When the motion of the pendulum is chaotic, the average power supplied by the driving force is equal to the average dissipated power only for an infinite…

Chaotic Dynamics · Physics 2007-05-23 Yadin Y. Goldschmidt

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…

Probability · Mathematics 2014-10-17 Markus Fischer

We study correlations of the amplitudes of wave functions of a chaotic system at large distances. For this purpose, a joint distribution function of the amplitudes at two distant points in a sample is calculated analytically using the…

Condensed Matter · Physics 2009-10-28 Vladimir I. Fal'ko , K. B. Efetov