Large deviations and conditioning for chaotic non-invertible deterministic maps: analysis via the forward deterministic dynamics and the backward stochastic dynamics
From MaRDI portal
Publication:6620183
Recommendations
- Large deviations conditioned on large deviations. I: Markov chain and Langevin equation
- Inverse problem in the conditioning of Markov processes on trajectory observables: what canonical conditionings can connect two given Markov generators?
- Stable large deviations for deterministic dynamical systems
- Nonequilibrium Markov processes conditioned on large deviations
- Large deviation principle in one-dimensional dynamics
Cites work
- A formal view on level 2.5 large deviations and fluctuation relations
- ASEP on a ring conditioned on enhanced flux
- Aspects of non-equilibrium in classical and quantum systems: slow relaxation and glasses, dynamical large deviations, quantum non-ergodicity, and open quantum dynamics
- Bethe Ansatz for the weakly asymmetric simple exclusion process and phase transition in the current distribution
- Density profiles, dynamics, and condensation in the ZRP conditioned on an atypical current
- Diffusions conditioned on occupation measures
- Effective Hamiltonians and Lagrangians for conditioned Markov processes at large volume
- Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit
- Entropy and large deviations for discrete-time Markov chains
- Ergodicity and large deviations in physical systems with stochastic dynamics
- First-order dynamical phase transition in models of glasses: an approach based on ensembles of histories
- Flows, currents, and cycles for Markov chains: large deviation asymptotics
- Fluctuation theorems for stochastic dynamics
- Generic dynamical phase transition in one-dimensional bulk-driven lattice gases with exclusion
- Introduction to dynamical large deviations of Markov processes
- Large deviation principle for Markov chains in continuous time
- Large deviations and ensembles of trajectories in stochastic models
- Large deviations at level 2.5 for Markovian open quantum systems: quantum jumps and quantum state diffusion
- Large deviations for dynamical fluctuations of open Markov processes, with application to random cascades on trees
- Large deviations for the density and current in non-equilibrium-steady-states on disordered rings
- Large deviations of Lyapunov exponents
- Large deviations of currents in diffusions with reflective boundaries
- Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models
- Large deviations of the empirical flow for continuous time Markov chains
- Large-deviation theory for a Brownian particle on a ring: a WKB approach
- Microscopic fluctuation theory (mFT) for interacting Poisson processes
- Microscopic structure of shocks and antishocks in the ASEP conditioned on low current
- Non-equilibrium steady states: fluctuations and large deviations of the density and of the current
- Nonequilibrium Markov processes conditioned on large deviations
- On and beyond entropy production: the case of Markov jump processes
- Revisiting classical and quantum disordered systems from the unifying perspective of large deviations
- Simulating rare events in dynamical processes
- Statistical physics of long dynamical trajectories for a system in contact with several thermal reservoirs
- The physicist's companion to current fluctuations: one-dimensional bulk-driven lattice gases
- The theory of large deviations: from Boltzmann's 1877 calculation to equilibrium macrostates in 2D turbulence
- Thermodynamic formalism for systems with Markov dynamics
- Transition probabilities and dynamic structure function in the ASEP conditioned on strong flux
- Variational and optimal control representations of conditioned and driven processes
- r-adic one-dimensional maps and the Euler summation formula
Cited in
(2)
This page was built for publication: Large deviations and conditioning for chaotic non-invertible deterministic maps: analysis via the forward deterministic dynamics and the backward stochastic dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6620183)
