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We study the large deviation estimates for the short time asymptotic behavior of a strongly degenerate diffusion process. Assuming a nilpotent structure of the Lie algebra generated by the driving vector fields, we obtain a graded large…

概率论 · 数学 2019-01-30 Gérard Ben Arous , Jing Wang

Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…

统计力学 · 物理学 2013-12-03 Artur Wachtel

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…

概率论 · 数学 2020-09-23 Grégoire Ferré , Gabriel Stoltz

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

概率论 · 数学 2021-09-21 Mikola C. Schlottke

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…

概率论 · 数学 2011-07-19 Konstantinos Spiliopoulos

We investigate a Coulomb gas in a potential satisfying a weaker growth assumption than usual and establish a large deviation principle for its empirical measure. As a consequence the empirical measure is seen to converge towards a…

概率论 · 数学 2012-05-29 Adrien Hardy

Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

计算物理 · 物理学 2020-08-26 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

For any finite colored graph we define the empirical neighborhood measure, which counts the number of vertices of a given color connected to a given number of vertices of each color, and the empirical pair measure, which counts the number…

概率论 · 数学 2016-08-16 Kwabena Doku-Amponsah , Peter Mörters

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

概率论 · 数学 2007-05-23 Zach Dietz , Sunder Sethuraman

Two-dimensional turbulent flows, and to some extent, geophysical flows, are systems with a large number of degrees of freedom, which, albeit fluctuating, exhibit some degree of organization: coherent structures emerge spontaneously at large…

统计力学 · 物理学 2017-03-21 Corentin Herbert

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

概率论 · 数学 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

Although coarse-grained models have been widely used to explain exotic phenomena in complex fluids, such as droplet formation in living cells, these conventional approaches often fail to capture the intricate microscopic degrees of freedom…

软凝聚态物质 · 物理学 2025-06-13 Masanari Shimada , Tetsuya J. Kobayashi

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…

概率论 · 数学 2022-05-24 Shuo Yan

The theory of large deviations has been applied successfully in the last 30 years or so to study the properties of equilibrium systems and to put the foundations of equilibrium statistical mechanics on a clearer and more rigorous footing. A…

统计力学 · 物理学 2018-09-14 Hugo Touchette , Rosemary J. Harris

Coarse graining enables the investigation of molecular dynamics for larger systems and at longer timescales than is possible at atomic resolution. However, a coarse graining model must be formulated such that the conclusions we draw from it…

We study an inhomogeneous sparse random graph on [N] = {1, . . . , N } as introduced in a seminal paper by Bollobas, Janson and Riordan (2007): vertices have a type (here in a compact metric space S), and edges between different vertices…

A large deviation principle is derived for stochastic partial differential equations with slow-fast components. The result shows that the rate function is exactly that of the averaged equation plus the fluctuating deviation which is a…

概率论 · 数学 2010-01-28 Wei Wang , A. J. Roberts , Jinqiao Duan

The purpose of this paper is to ensure the conditions of G\"artner-Ellis Theorem for evaluations of the empirical measure. We show that up-to-date conditions for ensuring the convergence to a quasi-stationary distribution can be applied…

概率论 · 数学 2020-04-21 Aurélien Velleret

A fundamental question in nonequilibrium statistical physics is whether effective equilibrium behavior can emerge at coarse-grained scales in strongly driven systems. Here, we investigate this question in the context of human mobility by…

物理与社会 · 物理学 2026-03-24 Lei Dong

We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…

概率论 · 数学 2026-05-25 Giampaolo Cristadoro , Gaia Pozzoli