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For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large time. We determine the conditioned large deviation function of density by a microscopic calculation. We then show that it can be expressed in terms of the solutions of Hamilton-Jacobi equations, which can be written for general diffusive systems using a fluctuating hydrodynamics description.
We present a systematic analysis of stochastic processes conditioned on an empirical measure $Q_T$ defined in a time interval $[0,T]$ for large $T$. We build our analysis starting from a discrete time Markov chain. Results for a continuous time Marko
We obtain the exact large deviation functions of the density profile and of the current, in the non-equilibrium steady state of a one dimensional symmetric simple exclusion process coupled to boundary reservoirs with slow rates. Compared to earlier r
Motivated by the study of rare events for a typical genetic switching model in systems biology, in this paper we aim to establish the general two-scale large deviations for chemical reaction systems. We build a formal approach to explicitly obtain th
Simple models of irreversible dynamical processes such as Bootstrap Percolation have been successfully applied to describe cascade processes in a large variety of different contexts. However, the problem of analyzing non-typical trajectories, which c
Risk control and optimal diversification constitute a major focus in the finance and insurance industries as well as, more or less consciously, in our everyday life. We present a discussion of the characterization of risks and of the optimization of