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Register a new userLarge deviations principles of Non-Freidlin-Wentzell type
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Jaykov Foukzon
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Generalized Large deviation principles was developed for Colombeau-Ito SDE with a random coefficients. We is significantly expand the classical theory of large deviations for randomly perturbed dynamical systems developed by Freidlin and Wentzell.Using SLDP approach, jumps phenomena, in financial markets, also is considered. Jumps phenomena, in financial markets is explained from the first principles, without any reference to Poisson jump process. In contrast with a phenomenological approach we explain such jumps phenomena from the first principles, without any reference to Poisson jump process.
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The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^eps_t=x_0+int_0^tb(X^eps_s)ds+ epsint_0^tsigma(X^eps_s)dB_s, $$ where $b(x)$ and $sigma(x)$ are are locally Lipschitz functions with super linear growth. We assume that the drift is directed towards the origin and the growth rates of the drift and diffusion terms are properly balanced. Nonsingularity of $a=sigmasigma^*(x)$ is not required.
The superstable Weakly Imperfect Bose Gas {(WIBG)} was originally derived to solve the inconsistency of the Bogoliubov theory of superfluidity. Its grand-canonical thermodynamics was recently solved but not at {point of} the {(first order)} phase transition. This paper proposes to close this gap by using the large deviations formalism and in particular the analysis of the Kac distribution function. It turns out that, as a function of the chemical potential, the discontinuity of the Bose condensate density at the phase transition {point} disappears as a function of the particle density. Indeed, the Bose condensate continuously starts at the first critical particle density and progressively grows but the free-energy per particle stays constant until the second critical density is reached. At higher particle densities, the Bose condensate density as well as the free-energy per particle both increase {monotonously}.
We construct a stochastic model showing the relationship between noise, gradient flows and rate-independent systems. The model consists of a one-dimensional birth-death process on a lattice, with rates derived from Kramers law as an approximation of a Brownian motion on a wiggly energy landscape. Taking various limits we show how to obtain a whole family of generalized gradient flows, ranging from quadratic to rate-independent ones, connected via $L log L$ gradient flows. This is achieved via Mosco-convergence of the renormalized large-deviations rate functional of the stochastic process.
In this paper we extend the results of Lenci and Rey-Bellet on the large deviation upper bound of the distribution measures of local Hamiltonians with respect to a Gibbs state, in the setting of translation-invariant finite-range interactions. We show that a certain factorization property of the reference state is sufficient for a large deviation upper bound to hold and that this factorization property is satisfied by Gibbs states of the above kind as well as finitely correlated states. As an application of the methods the Chernoff bound for correlated states with factorization property is studied. In the specific case of the distributions of the ergodic averages of a one-site observable with respect to an ergodic finitely correlated state the spectral theory of positive maps is applied to prove the full large deviation principle.
The invariants of finite-dimensional representations of simple Lie algebras, such as even-degree indices and anomaly numbers, are considered in the context of the non-crystallographic finite reflection groups $H_2$, $H_3$ and $H_4$. Using a representation-orbit replacement, the definitions and properties of the indices are formulated for individual orbits of the examined groups. The indices of orders two and four of the tensor product of $k$ orbits are determined. Using the branching rules for the non-crystallographic Coxeter groups, the embedding index is defined similarly to the Dynkin index of a representation. Moreover, since the definition of the indices can be applied to any orbit of non-crystallographic type, the algorithm allowing to search for the orbits of smaller radii contained within any considered one is presented for the Coxeter groups $H_2$ and $H_3$. The geometrical structures of nested polytopes are exemplified.
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