Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets (Q5857538): Difference between revisions

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scientific article; zbMATH DE number 7330660

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English	Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets	scientific article; zbMATH DE number 7330660

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instance of

scholarly article

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title

Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets (English)

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author

Cécile Monthus

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published in

Journal of Statistical Mechanics: Theory and Experiment

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publication date

1 April 2021

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full work available at URL

https://arxiv.org/abs/2009.12287

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zbMATH Keywords

current fluctuations

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fluctuation phenomena

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large deviations in non-equilibrium systems

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stochastic processes

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MaRDI profile type

MaRDI publication profile

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cites work

Stochastic resetting and applications

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Financial Modelling with Jump Processes

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Noisy threshold in neuronal models: connections with the noisy leaky integrate-and-fire model

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Jump locations of jump-diffusion processes with state-dependent rates

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Non-equilibrium steady states: fluctuations and large deviations of the density and of the current

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Fluctuation theorems for stochastic dynamics

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The physicist's companion to current fluctuations: one-dimensional bulk-driven lattice gases

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Generic dynamical phase transition in one-dimensional bulk-driven lattice gases with exclusion

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Ergodicity and large deviations in physical systems with stochastic dynamics

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The theory of large deviations: from Boltzmann's 1877 calculation to equilibrium macrostates in 2D turbulence

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Entropy and large deviations for discrete-time Markov chains

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Revisiting classical and quantum disordered systems from the unifying perspective of large deviations

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Large deviation principle for Markov chains in continuous time

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Q5505765

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A formal view on level 2.5 large deviations and fluctuation relations

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Large deviations of the empirical flow for continuous time Markov chains

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Flows, currents, and cycles for Markov chains: large deviation asymptotics

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Large deviations for the density and current in non-equilibrium-steady-states on disordered rings

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Microscopic fluctuation theory (mFT) for interacting Poisson processes

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Large deviations for dynamical fluctuations of open Markov processes, with application to random cascades on trees

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Current fluctuations in periodically driven systems

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Periodically driven jump processes conditioned on large deviations

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Thermodynamic formalism for systems with Markov dynamics

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First-order dynamical phase transition in models of glasses: an approach based on ensembles of histories

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Large Deviations and Ensembles of Trajectories in Stochastic Models

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Construction of a coordinate Bethe ansatz for the asymmetric simple exclusion process with open boundaries

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ASEP on a ring conditioned on enhanced flux

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Bethe Ansatz for the weakly asymmetric simple exclusion process and phase transition in the current distribution

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Transition probabilities and dynamic structure function in the ASEP conditioned on strong flux

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Microscopic structure of shocks and antishocks in the ASEP conditioned on low current

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Density profiles, dynamics, and condensation in the ZRP conditioned on an atypical current

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From particle systems to partial differential equations II. Proceedings of the conference ``Particle systems and partial differential equations, PS-PDEs II'', Braga, Portugal, December 12--13, 2013

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Nonequilibrium Markov processes conditioned on large deviations

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Variational and optimal control representations of conditioned and driven processes

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Diffusions conditioned on occupation measures

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Large deviations conditioned on large deviations. I: Markov chain and Langevin equation

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Large deviations conditioned on large deviations II: Fluctuating hydrodynamics

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Large-deviation theory for a Brownian particle on a ring: a WKB approach

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Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit

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Phase transitions in large deviations of reset processes

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Local time of diffusion with stochastic resetting

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Properties of additive functionals of Brownian motion with resetting

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A large deviation perspective on ratio observables in reset processes: robustness of rate functions

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Diffusion with optimal resetting

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Diffusive search with spatially dependent resetting

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The fluctuation theorem for currents in semi-Markov processes

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Dynamical fluctuations for semi-Markov processes

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Large deviations for the empirical measure of heavy-tailed Markov renewal processes

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Random difference equations and renewal theory for products of random matrices

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Singular behaviour of certain infinite products of random 2 × 2 matrices

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Star junctions and watermelons of pure or random quantum Ising chains: finite-size properties of the energy gap at criticality

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Random transverse field spin-glass model on the Cayley tree: phase transition between the two many-body-localized phases

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Identifiers

zbMATH Open document ID

1504.60118

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Mathematics Subject Classification ID

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10.1088/1742-5468/ABDEAF

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Sitelinks

Mathematics(1 entry)

mardi Publication:5857538

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