Large deviations for the Pearson family of ergodic diffusion processes involving a quadratic diffusion coefficient and a linear force
From MaRDI portal
Publication:6607268
DOI10.1088/1742-5468/ace431MaRDI QIDQ6607268
Publication date: 18 September 2024
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
large deviationsspectral decompositionempirical densitysupersymmetric quantum mechanicstime-averaged observablesinference of model parametersPearson diffusion processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Microscopic structure of shocks and antishocks in the ASEP conditioned on low current
- High-order approximation of Pearson diffusion processes
- Nonequilibrium Markov processes conditioned on large deviations
- Large deviations of the empirical flow for continuous time Markov chains
- Bethe Ansatz for the weakly asymmetric simple exclusion process and phase transition in the current distribution
- Transition probabilities and dynamic structure function in the ASEP conditioned on strong flux
- Simulating rare events in dynamical processes
- 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
- Thermodynamic formalism for systems with Markov dynamics
- On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
- The Fokker-Planck equation. Methods of solution and applications.
- Large deviation principle for Markov chains in continuous time
- Contributions to the mathematical theory of evolution. Skew variation in homogeneous material.
- Closed form summation for classical distributions: variations on a theme of de Moivre
- Exact and efficient sampling of conditioned walks
- Diffusion-type models with given marginal distribution and autocorrelation function
- Entropy and large deviations for discrete-time Markov chains
- Large deviations at level 2.5 for Markovian open quantum systems: quantum jumps and quantum state diffusion
- Effective Hamiltonians and Lagrangians for conditioned Markov processes at large volume
- Introduction to dynamical large deviations of Markov processes
- Aspects of non-equilibrium in classical and quantum systems: slow relaxation and glasses, dynamical large deviations, quantum non-ergodicity, and open quantum dynamics
- Flows, currents, and cycles for Markov chains: large deviation asymptotics
- Ergodicity and mixing bounds for the Fisher-Snedecor diffusion
- Diffusions conditioned on occupation measures
- A Theory of the Term Structure of Interest Rates
- Large Deviations and Ensembles of Trajectories in Stochastic Models
- ASEP on a ring conditioned on enhanced flux
- Density profiles, dynamics, and condensation in the ZRP conditioned on an atypical current
- Variational and optimal control representations of conditioned and driven processes
- 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
- Sweetest taboo processes
- Inference of Markov models from trajectories via large deviations at level 2.5 with applications to random walks in disordered media
- The physicist's companion to current fluctuations: one-dimensional bulk-driven lattice gases
- First-order dynamical phase transition in models of glasses: an approach based on ensembles of histories
- Singular behaviour of certain infinite products of random 2 × 2 matrices
- Exponential functionals of Brownian motion and disordered systems
- The Limiting Behavior of a One-Dimensional Random Walk in a Random Medium
- Current fluctuations in periodically driven systems
- Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit
- Large-deviation theory for a Brownian particle on a ring: a WKB approach
- Revisiting the Ruelle thermodynamic formalism for Markov trajectories with application to the glassy phase of random trap models
- Large deviations for metastable states of Markov processes with absorbing states with applications to population models in stable or randomly switching environment
- Microscopic fluctuation theory (mFT) for interacting Poisson processes
- Periodically driven jump processes conditioned on large deviations
- Large deviations for the skew-detailed-balance lifted-Markov processes to sample the equilibrium distribution of the Curie–Weiss model
- 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
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
- Generic dynamical phase transition in one-dimensional bulk-driven lattice gases with exclusion
- On exponential bounds for mixing and the rate of convergence for Student processes
- Spectral representation of transition density of Fisher–Snedecor diffusion
- Student processes
- 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
- Statistical physics of long dynamical trajectories for a system in contact with several thermal reservoirs
- Large deviations of currents in diffusions with reflective boundaries
- Random walks in a random environment
- Handbook of stochastic methods for physics, chemistry and natural sciences.
- Ergodicity and large deviations in physical systems with stochastic dynamics
- Revisiting classical and quantum disordered systems from the unifying perspective of large deviations
Related Items (2)
Large deviations for trajectory observables of diffusion processes in dimension \(d > 1\) in the double limit of large time and small diffusion coefficient ⋮ Inverse problem in the conditioning of Markov processes on trajectory observables: what canonical conditionings can connect two given Markov generators?
This page was built for publication: Large deviations for the Pearson family of ergodic diffusion processes involving a quadratic diffusion coefficient and a linear force
