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Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…

统计力学 · 物理学 2026-04-21 Lars Torbjørn Stutzer , Cai Dieball , Aljaž Godec

We describe how to characterize dynamical phase transitions in open quantum systems from a purely dynamical perspective, namely, through the statistical behavior of quantum jump trajectories. This approach goes beyond considering only…

统计力学 · 物理学 2013-04-26 Igor Lesanovsky , Merlijn van Horssen , Madalin Guta , Juan P. Garrahan

We consider Markovian open quantum systems subject to stochastic resetting, which means that the dissipative time evolution is reset at randomly distributed times to the initial state. We show that the ensuing dynamics is non-Markovian and…

统计力学 · 物理学 2022-10-05 Gabriele Perfetto , Federico Carollo , Igor Lesanovsky

Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…

统计力学 · 物理学 2018-06-21 Andre C Barato , Raphael Chetrite

Complex physical dynamics can often be modeled as a Markov jump process between mesoscopic configurations. When jumps between mesoscopic states are mediated by thermodynamic reservoirs, the time-irreversibility of the jump process is a…

统计力学 · 物理学 2017-04-12 Todd R. Gingrich , Grant M. Rotskoff , Jordan M. Horowitz

We describe stochastic calculus in the context of processes that are driven by an adapted point process of locally finite intensity and are differentiable between jumps. This includes Markov chains as well as non-Markov processes. By…

概率论 · 数学 2016-07-26 Eric Foxall

We discuss the relationships between large deviations in stochastic systems, and "effective interactions" that induce particular rare events. We focus on the nature of these effective interactions in physical systems with many interacting…

统计力学 · 物理学 2015-10-28 Robert L. Jack , Peter Sollich

We consider stochastic differential systems driven by a Brownian motion and a Poisson point measure where the intensity measure of jumps depends on the solution. This behavior is natural for several physical models (such as Boltzmann…

概率论 · 数学 2018-09-25 Vlad Bally , Dan Goreac , Victor Rabiet

We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…

统计力学 · 物理学 2025-12-24 Yogeesh Reddy Yerrababu , Satya N. Majumdar , Benjamin Guiselin , Tridib Sadhu

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

统计力学 · 物理学 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…

动力系统 · 数学 2017-09-15 Getachew K. Befekadu

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

统计力学 · 物理学 2011-09-09 Guy Fayolle , Cyril Furtlehner

We study the problem of optimal stopping of conditional McKean-Vlasov (mean-field) stochastic differential equations with jumps (conditional McKean-Vlasov jump diffusions, for short). We obtain sufficient variational inequalities for a…

最优化与控制 · 数学 2023-01-10 Nacira Agram , Bernt Oksendal

This work studies a two-time-scale functional system given by two jump-diffusions under the scale separation by a small parameter $\varepsilon \rightarrow 0$. The coefficients of the equations that govern the dynamics of the system depend…

概率论 · 数学 2022-07-15 André de Oliveira Gomes , Pedro Catuogno

We study the transport properties of generic out-of-equilibrium quantum systems connected to fermionic reservoirs. We develop a new method, based on an expansion of the current in terms of the inverse system size and out of equilibrium…

统计力学 · 物理学 2022-06-28 Tony Jin , João S. Ferreira , Michele Filippone , Thierry Giamarchi

Motivated by the study of rare events for a typical genetic switching model in systems biology, in this paper we aim to establish the general two-scale large deviations for chemical reaction systems. We build a formal approach to explicitly…

统计力学 · 物理学 2016-04-13 Tiejun Li , Feng Lin

The inference of Markov models from data on stochastic dynamical trajectories over the large time-window $T$ is revisited via the Large Deviations at Level 2.5 for the time-empirical density and the time-empirical flows. The goal is to…

统计力学 · 物理学 2021-07-01 Cecile Monthus

The abrupt changes that are ubiquitous in physical and natural systems are often well characterized by shot noise with a state dependent recurrence frequency and jump amplitude. For such state dependent behavior, we derive the transition…

统计力学 · 物理学 2018-12-05 Mark S. Bartlett , Amilcare Porporato

We apply the large-deviation method to study trajectories in dissipative quantum systems. We show that in the long time limit the statistics of quantum jumps can be understood from thermodynamic arguments by exploiting the analogy between…

统计力学 · 物理学 2010-04-20 Juan P. Garrahan , Igor Lesanovsky

This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…

概率论 · 数学 2014-01-15 Stéphane Mischler , Clément Mouhot , Bernt Wennberg