Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media
From MaRDI portal
Publication:3383334
DOI10.1088/1742-5468/ac06c0OpenAlexW3124636956MaRDI QIDQ3383334
Publication date: 23 September 2021
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.09045
stochastic processesstatistical inferencediffusion in random medialarge deviations in non-equilibrium systems
Related Items (10)
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 ⋮ Conditioning two diffusion processes with respect to their first-encounter properties ⋮ Microcanonical conditioning of Markov processes on time-additive observables ⋮ Revisiting boundary-driven non-equilibrium Markov dynamics in arbitrary potentials via supersymmetric quantum mechanics and via explicit large deviations at various levels ⋮ Large deviations at level 2.5 and for trajectories observables of diffusion processes: the missing parts with respect to their random-walks counterparts ⋮ Jump-drift and jump-diffusion processes: large deviations for the density, the current and the jump-flow and for the excursions between jumps ⋮ Large deviations for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie–Weiss model ⋮ Inhomogeneous asymmetric exclusion processes between two reservoirs: large deviations for the local empirical observables in the mean-field approximation
Cites Work
- Unnamed Item
- Unnamed Item
- Large deviations of the empirical flow for continuous time Markov chains
- Random walks and polymers in the presence of quenched disorder
- A formal view on level 2.5 large deviations and fluctuation relations
- The theory of large deviations: from Boltzmann's 1877 calculation to equilibrium macrostates in 2D turbulence
- Large deviations techniques and applications.
- Random difference equations and renewal theory for products of random matrices
- Large deviation principle for Markov chains in continuous time
- Entropy and large deviations for discrete-time Markov chains
- Dynamical exponents for one-dimensional random-random directed walks.
- Flows, currents, and cycles for Markov chains: large deviation asymptotics
- Diffusion and Reactions in Fractals and Disordered Systems
- Replica symmetry breaking in trajectory space for the trap model
- Statistical Inference about Markov Chains
- Statistical Methods in Markov Chains
- Star junctions and watermelons of pure or random quantum Ising chains: finite-size properties of the energy gap at criticality
- Random transverse field spin-glass model on the Cayley tree: phase transition between the two many-body-localized phases
- The physicist's companion to current fluctuations: one-dimensional bulk-driven lattice gases
- Singular behaviour of certain infinite products of random 2 × 2 matrices
- Localization in one-dimensional random random walks
- Models of traps and glass phenomenology
- On a non-linear fluctuation theorem for the ageing dynamics of disordered trap models
- The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
- Current fluctuations in periodically driven systems
- Large deviations for the density and current in non-equilibrium-steady-states on disordered rings
- Microscopic fluctuation theory (mFT) for interacting Poisson processes
- Periodically driven jump processes conditioned on large deviations
- Large deviations for dynamical fluctuations of open Markov processes, with application to random cascades on trees
- Fluctuation theorems for stochastic dynamics
- Non-equilibrium steady states: fluctuations and large deviations of the density and of the current
- Generic dynamical phase transition in one-dimensional bulk-driven lattice gases with exclusion
- Elements of Information Theory
- 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
- Random walks in a random environment
- Ergodicity and large deviations in physical systems with stochastic dynamics
- Revisiting classical and quantum disordered systems from the unifying perspective of large deviations
This page was built for publication: Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media