Large deviations, condensation and giant response in a statistical system

DOI10.1088/1751-8113/48/46/465003MaRDI QIDQ3458281zbMATH OpenOpenAlexFDO

Authors Federico Corberi

Publication date 18 December 2015

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1505.01025

zbMATH Keywords

condensationlarge deviationsphase transitionsresponsethermodynamics

Mathematics Subject Classification ID

Large deviations (60F10) Phase transitions (general) in equilibrium statistical mechanics (82B26) Irreversible thermodynamics, including Onsager-Machlup theory (82B35)

Abstract: We study the probability distribution $P$ of the sum of a large number of non-identically distributed random variables $n_m$. Condensation of fluctuations, the phenomenon whereby one of such variables provides a macroscopic contribution to the global probability, is discussed and interpreted in analogy to phase-transitions in Statistical Mechanics. A general expression for $P$ is derived, and its sensitivity to the details of the distribution of a single $n_m$ is worked out. These general results are verified by the analytical and numerical solution of some specific examples.

Recommendations

• Condensation for random variables conditioned by the value of their sum
• Condensation transition in joint large deviations of linear statistics
• Condensation and extremes for a fluctuating number of independent random variables
• Conditional distribution of heavy tailed random variables on large deviations of their sum
• Towards a large deviation theory for strongly correlated systems

Cites work

• A simple stochastic model for the dynamics of condensation
• Ageing and the glass transition. Invited lectures given at the summer school, Luxemburg, September 2005
• Condensation in the Backgammon model
• Condensation in the zero range process: stationary and dynamical properties
• Exact results for the asymmetric simple exclusion process with a blockage
• Finite size effects and metastability in zero-range condensation
• General exact solution to the problem of the probability density for sums of random variables
• Phase diagram of the mean field model of simplicial gravity

Cited in

(16)

• Establishment of a stationary stochastic process with a \(1/f\) Spectrum
• Oscillations and waves in a spatially distributed system with a 1/f spectrum
• Condensation and extremes for a fluctuating number of independent random variables
• Noise-induced chaos and \(1/f\) power spectrum at nonequilibrium phase transitions
• Random process with a turbulent power spectrum
• Condensation transition in joint large deviations of linear statistics
• Condensation for random variables conditioned by the value of their sum
• GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS
• Condensation with two constraints and disorder
• Condensation transition in large deviations of self-similar Gaussian processes with stochastic resetting
• Dynamics of fluctuations in the Gaussian model with conserved dynamics
• Localization transition in the discrete nonlinear Schrödinger equation: ensembles inequivalence and negative temperatures
• Work fluctuations of self-propelled particles in the phase separated state
• Governing stochastic equation for a self-similar random process
• Anomalous scalings of fluctuations of the area swept by a Brownian particle trapped in a \(|x|\) potential
• Subleading-order theory for condensation transitions in large deviations of sums of independent and identically distributed random variables

This page was built for publication: Large deviations, condensation and giant response in a statistical system

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3458281)