Introduction to dynamical large deviations of Markov processes
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- Variational and optimal control representations of conditioned and driven processes
Cited in
(50)- Extreme events in stochastic transport on networks
- Large deviations conditioned on large deviations II: Fluctuating hydrodynamics
- Large deviations for dynamical fluctuations of open Markov processes, with application to random cascades on trees
- Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets
- Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models
- Large deviations conditioned on large deviations. I: Markov chain and Langevin equation
- Properties of additive functionals of Brownian motion with resetting
- Ergodicity and large deviations in physical systems with stochastic dynamics
- Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
- Large-deviation principles of switching Markov processes via Hamilton-Jacobi equations
- Local time of an Ornstein–Uhlenbeck particle
- Large deviations of empirical measures of diffusions in weighted topologies
- Large deviations for the Pearson family of ergodic diffusion processes involving a quadratic diffusion coefficient and a linear force
- Large deviations and conditioning for chaotic non-invertible deterministic maps: analysis via the forward deterministic dynamics and the backward stochastic dynamics
- Feynman-Kac theory of time-integrated functionals: Itô versus functional calculus
- Anomalous scalings of fluctuations of the area swept by a Brownian particle trapped in a \(|x|\) potential
- Revisiting the Ruelle thermodynamic formalism for Markov trajectories with application to the glassy phase of random trap models
- Work fluctuations of self-propelled particles in the phase separated state
- Efficient large deviation estimation based on importance sampling
- On the lack of intrinsic bistability of photon emission in a double quantum dot micromaser
- Inhomogeneous asymmetric exclusion processes between two reservoirs: large deviations for the local empirical observables in the mean-field approximation
- Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps
- Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates
- Large deviations for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie–Weiss model
- Large deviations at level 2.5 and for trajectories observables of diffusion processes: the missing parts with respect to their random-walks counterparts
- Inverse problem in the conditioning of Markov processes on trajectory observables: what canonical conditionings can connect two given Markov generators?
- Large deviations for trajectory observables of diffusion processes in dimension \(d > 1\) in the double limit of large time and small diffusion coefficient
- Area fluctuations on a subinterval of Brownian excursion
- Large-deviation theory for a Brownian particle on a ring: a WKB approach
- Large deviations for metastable states of Markov processes with absorbing states with applications to population models in stable or randomly switching environment
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- Convergence of the integral fluctuation theorem estimator for nonequilibrium Markov systems
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- A comparison of dynamical fluctuations of biased diffusion and run-and-tumble dynamics in one dimension
- Conditioning two diffusion processes with respect to their first-encounter properties
- Microcanonical conditioning of Markov processes on time-additive observables
- Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit
- Sub-grid modelling for a diffusive lattice gas
- Microscopic fluctuation theory (mFT) for interacting Poisson processes
- Work fluctuations in a generalized Gaussian active bath
- A large deviation principle for nonlinear stochastic wave equation driven by rough noise
- Conditioning diffusion processes with respect to the local time at the origin
- Statistical physics of long dynamical trajectories for a system in contact with several thermal reservoirs
- Large deviation of long time average for a stochastic process: an alternative method
- Flux in tilted potential systems: negative resistance and persistence
- Large deviations for the density and current in non-equilibrium-steady-states on disordered rings
- A kinetic Monte Carlo approach for simulating cascading transmission line failure
- Current fluctuations of a self-interacting diffusion on a ring
- Large deviations of currents in diffusions with reflective boundaries
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