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We compute the Hamiltonian and Lagrangian associated to the large deviations of the trajectory of the empirical distribution for independent Markov processes, and of the empirical measure for translation invariant interacting Markov…

概率论 · 数学 2015-06-17 Frank Redig , Feijia Wang

Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…

Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…

统计力学 · 物理学 2026-01-19 Alexander M. Maier , Jonas H. Fritz , Udo Seifert

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

统计理论 · 数学 2015-02-02 Christophe Andrieu , Vladislav B. Tadić , Matti Vihola

We develop a theory of classical complexity. We study the relations between classical complexity and entropy, and conjecture that in an isolated system, classical absolute complexity always tends to grow, until it reaches its maximum. We…

高能物理 - 理论 · 物理学 2019-02-28 Zhou Shangnan

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…

概率论 · 数学 2011-06-17 Amarjit Budhiraja , Pierre Del Moral , Sylvain Rubenthaler

We study the N-step binary stationary ergodic Markov chain and analyze its differential entropy. Supposing that the correlations are weak we express the conditional probability function of the chain through the pair correlation function and…

统计力学 · 物理学 2015-06-24 S. S. Melnik , O. V. Usatenko

The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…

统计力学 · 物理学 2018-02-21 Matthias Uhl , Patrick Pietzonka , Udo Seifert

Generic dynamical systems have `typical' Lyapunov exponents, measuring the sensitivity to small perturbations of almost all trajectories. A generic system has also trajectories with exceptional values of the exponents, corresponding to…

统计力学 · 物理学 2013-06-06 Tanguy Laffargue , Khanh-Dang Nguyen Thu Lam , Jorge Kurchan , Julien Tailleur

Moderate deviation principles for empirical measure processes associated with weakly interacting Markov processes are established. Two families of models are considered: the first corresponds to a system of interacting diffusions whereas…

概率论 · 数学 2015-10-09 Amarjit Budhiraja , Ruoyu Wu

This paper discusses the functional stability of closed-loop Markov Chains under optimal policies resulting from a discounted optimality criterion, forming Markov Decision Processes (MDPs). We investigate the stability of MDPs in the sense…

系统与控制 · 电气工程与系统科学 2022-04-01 Arash Bahari Kordabad , Sebastien Gros

Motivated by the occurrence in rate functions of time-dependent large-deviation principles, we study a class of non-negative functions $\mathscr L$ that induce a flow, given by $\mathscr L(\rho_t,\dot\rho_t)=0$. We derive necessary and…

泛函分析 · 数学 2018-01-17 Alexander Mielke , D. R. Michiel Renger , Mark A. Peletier

This paper deals with rare events in a general {interacting gas} at high temperature, by means of Large Deviations Principles. The main result is an LDP for the tagged empirical field, which features the competition of an energy term and an…

概率论 · 数学 2025-06-17 David Padilla-Garza

We consider the quasi-deterministic behavior of systems with a large number, $n$, of deterministically interacting constituents. This work extends the results of a previous paper [J. Stat. Phys. 99:1225-1249 (2000)] to include vector-valued…

统计力学 · 物理学 2021-04-28 Brian R. La Cour , William C. Schieve

The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…

数学物理 · 物理学 2009-11-13 Raphael Chetrite , Krzysztof Gawedzki

We establish a general perturbative method to prove entropic Ricci curvature bounds for interacting stochastic particle systems. We apply this method to obtain curvature bounds in several examples, namely: Glauber dynamics for a class of…

概率论 · 数学 2016-02-18 Matthias Erbar , Christopher Henderson , Georg Menz , Prasad Tetali

We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…

数学物理 · 物理学 2015-06-12 Gioia Carinci , Cristian Giardina' , Claudio Giberti , Frank Redig

Reactivity, contractivity, and Lyapunov exponents are powerful tools for studying the stability properties of dynamical systems and have been extensively investigated in the literature for decades. In this paper, we review and extend the…

动力系统 · 数学 2025-05-23 Amirhossein Nazerian , Francesco Sorrentino , Zahra Aminzare

We consider finite-dimensional systems of linear stochastic differential equations ${\partial_t}{x_k}\left( t \right) = {A_{kp}}\left( t \right){x_p}\left( t \right)$, ${\bf A}(t)$ being a stationary continuous statistically isotropic…

概率论 · 数学 2023-10-26 A. S. Il'yn , A. V. Kopyev , V. A. Sirota , K. P. Zybin

Although the limit cycle have been studied for more than 100 years, the existence of its Lyapunov function is still poorly understood. By considering a common limit cycle system, a puzzle related to the existence of Lyapunov functions for…

动力系统 · 数学 2019-03-28 Xiao-Liang Gan , Hao-Yu Wang , Ping Ao