A formal view on level 2.5 large deviations and fluctuation relations
From MaRDI portal
Publication:887081
DOI10.1007/s10955-015-1283-0zbMath1327.82045arXiv1408.5033OpenAlexW3102272735MaRDI QIDQ887081
Andre C. Barato, Raphaël Chetrite
Publication date: 28 October 2015
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.5033
Diffusion processes (60J60) Large deviations (60F10) Foundations of time-dependent statistical mechanics (82C03)
Related Items
Large deviations for metastable states of Markov processes with absorbing states with applications to population models in stable or randomly switching environment, Feynman-Kac theory of time-integrated functionals: Itô versus functional calculus, Conditioning diffusion processes with killing rates, Microscopic fluctuation theory (mFT) for interacting Poisson processes, Graph-combinatorial approach for large deviations of Markov chains, Conditioning two diffusion processes with respect to their first-encounter properties, Introduction to dynamical large deviations of Markov processes, Stochastic thermodynamics: from principles to the cost of precision, Microcanonical conditioning of Markov processes on time-additive observables, Acceleration of convergence to equilibrium in Markov chains by breaking detailed balance, Convergence of the integral fluctuation theorem estimator for nonequilibrium Markov systems, Revisiting boundary-driven non-equilibrium Markov dynamics in arbitrary potentials via supersymmetric quantum mechanics and via explicit large deviations at various levels, Ergodicity and large deviations in physical systems with stochastic dynamics, Deriving a kinetic uncertainty relation for piecewise deterministic processes: from classical to quantum, Revisiting classical and quantum disordered systems from the unifying perspective of large deviations, Large deviations at level 2.5 and for trajectories observables of diffusion processes: the missing parts with respect to their random-walks counterparts, Dispersion of the time spent in a state: general expression for unicyclic model and dissipation-less precision, Periodically driven jump processes conditioned on large deviations, Non-equivalence of dynamical ensembles and emergent non-ergodicity, Variational and optimal control representations of conditioned and driven processes, Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds, 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, The explicit form of the rate function for semi-Markov processes and its contractions, Large deviations for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie–Weiss model, Level 2.5 large deviations for continuous-time Markov chains with time periodic rates, Asymptotic equivalence of probability measures and stochastic processes, Large deviations of empirical measures of diffusions in weighted topologies, Large deviations and entropy production in viscous fluid flows, Fluctuations of apparent entropy production in networks with hidden slow degrees of freedom, Large deviations at level 2.5 for Markovian open quantum systems: quantum jumps and quantum state diffusion, Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media, 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 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, Inhomogeneous asymmetric exclusion processes between two reservoirs: large deviations for the local empirical observables in the mean-field approximation, Inferring dissipation from current fluctuations, Statistical physics of long dynamical trajectories for a system in contact with several thermal reservoirs, Effective Hamiltonians and Lagrangians for conditioned Markov processes at large volume
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale
- A Gallavotti-Cohen-Evans-Morriss like symmetry for a class of Markov jump processes
- Large deviation for stochastic line integrals as \(L^{p}\)-currents
- Non-equilibrium thermodynamics and topology of currents
- The fluctuation theorem as a Gibbs property
- A Gallavotti-Cohen-type symmetry in the large deviation functional for stochastic dynamics
- Large deviation principle for Markov chains in continuous time
- Dynamical ensembles in stationary states.
- The Fokker-Planck equation. Methods of solutions and applications.
- Level 2.5 large deviations for continuous-time Markov chains with time periodic rates
- Fluctuation relations for diffusion processes
- Hypoelliptic second order differential equations
- Stochastic currents
- Probability of second law violations in shearing steady states
- From level 2.5 to level 2 large deviations for continuous time Markov chains
- Asymptotic evaluation of certain markov process expectations for large time. IV
- Asymptotic evaluation of certain markov process expectations for large time, I
- Asymptotic evaluation of certain markov process expectations for large time, II
- Asymptotic evaluation of certain Markov process expectations for large time—III
- Relative entropy between Markov transition rate matrices
- On the symmetry of current probability distributions in jump processes
- Generalizations and Properties of the Principal Eigenvalue of Elliptic Operators in Unbounded Domains
- Markov Processes, Brownian Motion, and Time Symmetry
- Large deviations