Introduction to dynamical large deviations of Markov processes
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Cited in
(67)- Large deviations of empirical measures of diffusions in weighted topologies
- Work fluctuations in a generalized Gaussian active bath
- Efficient large deviation estimation based on importance sampling
- Large deviations conditioned on large deviations. I: Markov chain and Langevin equation
- Large deviations conditioned on large deviations II: Fluctuating hydrodynamics
- Extreme events in stochastic transport on networks
- Local time of an Ornstein–Uhlenbeck particle
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- Large-deviation theory for a Brownian particle on a ring: a WKB approach
- Large deviations for the density and current in non-equilibrium-steady-states on disordered rings
- Revisiting the Ruelle thermodynamic formalism for Markov trajectories with application to the glassy phase of random trap models
- Inhomogeneous asymmetric exclusion processes between two reservoirs: large deviations for the local empirical observables in the mean-field approximation
- Large deviations for metastable states of Markov processes with absorbing states with applications to population models in stable or randomly switching environment
- Microscopic fluctuation theory (mFT) for interacting Poisson processes
- Properties of additive functionals of Brownian motion with resetting
- Conditioning two diffusion processes with respect to their first-encounter properties
- Conditioning diffusion processes with respect to the local time at the origin
- Large deviation of long time average for a stochastic process: an alternative method
- Microcanonical conditioning of Markov processes on time-additive observables
- Condensation transition in large deviations of self-similar Gaussian processes with stochastic resetting
- A kinetic Monte Carlo approach for simulating cascading transmission line failure
- On the lack of intrinsic bistability of photon emission in a double quantum dot micromaser
- Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates
- 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 for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie–Weiss model
- Large deviations for dynamical fluctuations of open Markov processes, with application to random cascades on trees
- Area fluctuations on a subinterval of Brownian excursion
- 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
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- Sub-grid modelling for a diffusive lattice gas
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- Short-time large deviations of first-passage functionals for high-order stochastic processes
- A tale of three approaches: dynamical phase transitions for weakly bound Brownian particles
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- Time-averaged height distribution of the Kardar-Parisi-Zhang interface
- Nonequilibrium steady state of Brownian motion in an intermittent potential
- Rare events and single big jump effects in Ornstein-Uhlenbeck processes
- Markov spin models for image generation: explicit large deviations with respect to the number of pixels
- Explicit dynamical properties of the pelikan random map in the chaotic region and at the intermittent critical point towards the non-chaotic region
- Density-dependent stochastic resetting: a large deviations framework for achieving target distributions over networks
- Subleading-order theory for condensation transitions in large deviations of sums of independent and identically distributed random variables
- Giant fluctuations in self-propelled particles with age-dependent switching
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