相关论文: Direct evaluation of large-deviation functions
The so-called 'Level 2.5' general result for the large deviations of the joint probability of the density and of the currents for Markov Jump processes is applied to the case of $N$ independent particles on a ring with random transition…
We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…
We analyse large deviations of the dynamical activity in one-dimensional systems of diffusing hard particles. Using an optimal-control representation of the large-deviation problem, we analyse effective interaction forces which can be added…
We consider a multinomial distribution, where the number of cells increases and the cell-probabilities decreases as the number of observations grows. The probabilities of large deviations of statistics, which has form of a sum of Borel…
Proper modeling of complex systems requires innovative mathematical tools. In this sense, we sought to use deformed or fractal derivatives for studying the dynamics of systems, particularly those, such as granular gases, in which the…
We study the large deviations principle for one dimensional, continuous, homogeneous, strong Markov processes that do not necessarily behave locally as a Wiener process. Any strong Markov process $X_{t}$ in $\mathbb{R}$ that is continuous…
For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current…
The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The process can be designed to have an arbitrary Gibbs type marginal probability density for its position coordinate, which makes it suitable…
Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…
We study large deviation properties of random matricial spectral measures.
The probability density function (PDF) of velocity fluctuations is studied experimentally for grid turbulence in a systematical manner. At small distances from the grid, where the turbulence is still developing, the PDF is sub-Gaussian. At…
In this article, we consider a one-dimensional symmetric exclusion process in weak contact with reservoirs at the boundary. In the diffusive time-scaling the empirical measure evolves according to the heat equation with Robin boundary…
In this paper, we present large deviation theory that characterizes the exponential estimate for rare events of stochastic dynamical systems in the limit of weak noise. We aim to consider next-to-leading-order approximation for more…
The paper deals with the asymptotic behavior of the bridge of a Gaussian process conditioned to stay in $n$ fixed points at $n$ fixed past instants. In particular, functional large deviation results are stated for small time. Several…
The large deviations at 'Level 2.5 in time' for time-dependent ensemble-empirical-observables, introduced by C. Maes, K. Netocny and B. Wynants [Markov Proc. Rel. Fields. 14, 445 (2008)] for the case of $N$ independent Markov jump…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
We revisit and extend the physical interpretation recently given to a certain identity between large--deviations rate--functions (as well as applications of this identity to Information Theory), as an instance of thermal equilibrium between…
We study existence and uniqueness of the fixed points solutions of a large class of non-linear variable discounted transfer operators associated to a sequential decision-making process. We establish regularity properties of these solutions,…
A special normalization is proposed for strongly intensive quantities used in the study of event-by-event fluctuations in high energy collisions. It ensures that these measures are dimensionless and yields a common scale required for a…
The meaning of thermodynamic descriptions is found in large-deviations scaling of the fluctuations probabilities. The primary large-deviations rate function is the entropy, which is the basis for both fluctuation theorems and for…