相关论文: On Large Deviation Property of Recurrence Times

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

Entropy production is one of the most important characteristics of non-equilibrium steady states. We study here the steady-state entropy production, both at short times as well as in the long-time limit, of two important classes of…

We establish a large deviation principle for the trajectories of Wiener processes subject to random resets to the origin occurring according to a Poisson process. In addition to the pathwise large deviation principle, we identify the rate…

We consider a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. In a previous paper we have found mass-preserving, nonnegative weak solutions of the equation satisfying energy…

In this paper we study the asymptotic behaviour of solutions of a system of $N$ partial differential equations. When $N = 1$ the equation reduces to the Burgers equation and was studied by Hopf. We consider both the inviscid and viscous…

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

The Pearson family of ergodic diffusions with a quadratic diffusion coefficient and a linear force are characterized by explicit dynamics of their integer moments and by explicit relaxation spectral properties towards their steady state.…

We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…

We introduce estimators for the entropy production of a Gibbsian process based on the observation of a single or two typical trajectories. These estimators are built with adequate hitting and return times. We then study their convergence…

We study the condensation phenomenon for the invariant measures of the mean-field model of reversible coagulation-fragmentation processes conditioned to a supercritical density of particles. It is shown that when the parameters of the…

We discuss entropy production in nonequilibrium steady states by focusing on paths obtained by sampling at regular (small) intervals, instead of sampling on each change of the system's state. This allows us to study directly entropy…

With the aid of simple analytical computations for the Ehrenfest model, we clarify some basic features of macroscopic irreversibility. The stochastic character of the model allows us to give a non-ambiguous interpretation of the general…

Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…

Ewens-Pitman model has been successfully applied to various fields including Bayesian statistics. There are four important estimators $K_{n},M_{l,n}$,$K_{m}^{(n)},M_{l,m}^{(n)}$. In particular, $M_{1,n}, M_{1,m}^{(n)}$ are related to…

Regression on observational data can fail to capture a causal relationship in the presence of unobserved confounding. Confounding strength measures this mismatch, but estimating it requires itself additional assumptions. A common assumption…

We prove that for any $\alpha$-mixing stationnary process the hitting time of any $n$-string $A_n$ converges, when suitably normalized, to an exponential law. We identify the normalization constant $\lambda(A_n)$. A similar statement holds…

We prove a maximal-type large deviation principle for dynamical systems with arbitrarily slow polynomial mixing rates. Also several applications, particularly to billiard systems, are presented.

We derive some large deviation bounds for events related to the "true self-repelling motion", a one-dimensional self-interacting process introduced by Toth and Werner, that has very different path properties than usual diffusion processes.…

In a recent paper, Melbourne and Terhesiu [Operator renewal theory and mixing rates for dynamical systems with infinite measure, Invent. Math. 189 (2012), 61-110] obtained results on mixing and mixing rates for a large class of…

We consider a wide class of linear stochastic problems driven off the equilibrium by a multiplicative asymmetric force. The force brakes detailed balance, maintained otherwise, thus producing entropy. The large deviation function of the…