Current Large Deviations for Asymmetric Exclusion Processes with Open Boundaries

We study the large deviation functional of the current for the Weakly Asymmetric Simple Exclusion Process in contact with two reservoirs. We compare this functional in the large drift limit to the one of the Totally Asymmetric Simple Exclusion Process, in particular to the Jensen-Varadhan functional. Conjectures for generalizing the Jensen-Varadhan functional to open systems are also stated. PACS: 02.50.-r, 05.40.-a, 05.70 Ln, 82.20-w     

Current Large Deviations in a Driven Dissipative Model

We consider lattice gas diffusive dynamics with creation-annihilation in the bulk and maintained out of equilibrium by two reservoirs at the boundaries. This stochastic particle system can be viewed as a toy model for granular gases where the energy is injected at the boundary and dissipated in the bulk. The large deviation functional for the particle currents flowing through the system is computed and some physical consequences are discussed: the mechanism for local current fluctuations, dynamical phase transitions, the fluctuation-relation.     

Determinantal Point Processes and Fermions on Complex Manifolds: Large Deviations and Bosonization

We study determinantal random point processes on a compact complex manifold X associated to a Hermitian metric on a line bundle over X and a probability measure on X. Physically, this setup describes a gas of free fermions on X subject to a U(1)-gauge field and when X is the Riemann sphere it specializes to various random matrix ensembles. Our general setup will also include the setting of weighted orthogonal polynomials in ${\mathbb{C}^{n}}$ , as well as in ${\mathbb{R}^{n}}$ . It is shown that, in the many particle limit, the empirical random measures on X converge exponentially towards the deterministic pluripotential equilibrium measure, defined in terms of the Monge–Ampère operator of complex pluripotential theory. More precisely, a large deviation principle (LDP) is established with a good rate functional which coincides with the (normalized) pluricomplex energy of a measure recently introduced in Berman et al. (Publ Math de l’IHÉS 117, 179–245, 2013). We also express the LDP in terms of the Ray–Singer analytic torsion. This can be seen as an effective bosonization formula, generalizing the previously known formula in the Riemann surface case to higher dimensions and the paper is concluded with a heuristic quantum field theory interpretation of the resulting effective boson–fermion correspondence.     

Large Deviations for Random Trees

We consider large random trees under Gibbs distributions and prove a Large Deviation Principle (LDP) for the distribution of degrees of vertices of the tree. The LDP rate function is given explicitly. An immediate consequence is a Law of Large Numbers for the distribution of vertex degrees in a large random tree. Our motivation for this study comes from the analysis of RNA secondary structures.     

Large Deviations for the Yang-Mills Measure on a Compact Surface

We prove the first mathematical result relating the Yang-Mills measure on a compact surface and the Yang-Mills energy. We show that, at the small volume limit, the scaled Yang-Mills measures satisfy a large deviation principle with a rate function which is expressed in a simple and natural way in terms of the Yang-Mills energy.     

Large Deviations for Non-Uniformly Expanding Maps

We obtain large deviation bounds for non-uniformly expanding maps with non-flat singularities or criticalities and for partially hyperbolic non-uniformly expanding attracting sets. That is, given a continuous function we consider its space average with respect to a physical measure and compare this with the time averages along orbits of the map, showing that the Lebesgue measure of the set of points whose time averages stay away from the space average tends to zero exponentially fast with the number of iterates involved. As easy by-products we deduce escape rates from subsets of the basins of physical measures for these types of maps. The rates of decay are naturally related to the metric entropy and pressure function of the system with respect to a family of equilibrium states. 2000 Mathematics Subject Classification: 37D25, 37A50, 37B40, 37C40     

Large Deviations for Probabilistic Cellular Automata

We consider a generalized model of a probabilistic cellular automata described by a Markov chain on an infinite dimensional space and derive certain large deviations bounds for corresponding occupational measures.     

Large Deviations and a Fluctuation Symmetry for Chaotic Homeomorphisms

 We consider expansive homeomorphisms with the specification property. We give a new simple proof of a large deviation principle for Gibbs measures corresponding to a regular potential and we establish a general symmetry of the rate function for the large deviations of the antisymmetric part, under time-reversal, of the potential. This generalizes the Gallavotti-Cohen fluctuation theorem to a larger class of chaotic systems. Received: 6 March 2002 / Accepted: 16 September 2002 Published online: 8 January 2003     

Large Deviations for a Stochastic Model of Heat Flow

We investigate a one-dimensional chain of 2N harmonic oscillators in which neighboring sites have their energies redistributed randomly. The sites −N and N are in contact with thermal reservoirs at different temperature τ₋ and τ₊. Kipnis et al. (J. Statist. Phys., 27:65–74 (1982).) proved that this model satisfies Fourier’s law and that in the hydrodynamical scaling limit, when N → ∞, the stationary state has a linear energy density profile , u ∈[−1,1]. We derive the large deviation function S(θ(u)) for the probability of finding, in the stationary state, a profile θ(u) different from . The function S(θ) has striking similarities to, but also large differences from, the corresponding one of the symmetric exclusion process. Like the latter it is nonlocal and satisfies a variational equation. Unlike the latter it is not convex and the Gaussian normal fluctuations are enhanced rather than suppressed compared to the local equilibrium state. We also briefly discuss more general models and find the features common in these two and other models whose S(θ) is known.     

Large Deviations for Quantum Spin Systems

We consider high temperature KMS states for quantum spin systems on a lattice. We prove a large deviation principle for the distribution of empirical averages , where the X _i 's are copies of a self-adjoint element X (level one large deviations). From the analyticity of the generating function, we obtain the central limit theorem. We generalize to a level two large deviation principle for the distribution of      

Spherical Model on a Cayley Tree: Large Deviations

We study the spherical model of a ferromagnet on a Cayley tree and show that in the case of empty boundary conditions a ferromagnetic phase transition takes place at the critical temperature \(T_\mathrm{c} =\frac{6\sqrt{2}}{5}J\), where J is the interaction strength. For any temperature the equilibrium magnetization, \(m_n\), tends to zero in the thermodynamic limit, and the true order parameter is the renormalized magnetization \(r_n=n^{3/2}m_n\), where n is the number of generations in the Cayley tree. Below \(T_\mathrm{c}\), the equilibrium values of the order parameter are given by \(\pm \rho ^*\), where

$$\begin{aligned} \rho ^*=\frac{2\pi }{(\sqrt{2}-1)^2}\sqrt{1-\frac{T}{T_\mathrm{c}}}. \end{aligned}$$

One more notable temperature in the model is the penetration temperature

$$\begin{aligned} T_\mathrm{p}=\frac{J}{W_\mathrm{Cayley}(3/2)}\left( 1-\frac{1}{\sqrt{2}}\left( \frac{h}{2J}\right) ^2\right) . \end{aligned}$$

Below \(T_\mathrm{p}\) the influence of homogeneous boundary field of magnitude h penetrates throughout the tree. The main new technical result of the paper is a complete set of orthonormal eigenvectors for the discrete Laplace operator on a Cayley tree.

     

Large Deviations for Probabilistic Cellular Automata II

We obtain an upper large deviations bound which shows that for some models of probabilistic cellular automata (which are far away from the product case) the lower large deviation bound derived in Eizenberg and Kifer J. Stat. Phys. 108: 1255–1280 (2002) is sharp, and so the corresponding large deviations phenomena cannot be described via the traditional Donsker–Varadhan form of the action functional. For models which are close to the product case we derive approximate large deviations bounds using the Donsker–Varadhan functional for the product case.     

Large Deviations for Gaussian Diffusions with Delay

Dynamical systems driven by nonlinear delay SDEs with small noise can exhibit important rare events on long timescales. When there is no delay, classical large deviations theory quantifies rare events such as escapes from metastable fixed points. Near such fixed points, one can approximate nonlinear delay SDEs by linear delay SDEs. Here, we develop a fully explicit large deviations framework for (necessarily Gaussian) processes \(X_t\) driven by linear delay SDEs with small diffusion coefficients. Our approach enables fast numerical computation of the action functional controlling rare events for \(X_t\) and of the most likely paths transiting from \(X_0 = p\) to \(X_T=q\). Via linear noise local approximations, we can then compute most likely routes of escape from metastable states for nonlinear delay SDEs. We apply our methodology to the detailed dynamics of a genetic regulatory circuit, namely the co-repressive toggle switch, which may be described by a nonlinear chemical Langevin SDE with delay.     

Large Deviations and Ergodicity for Spin Particle Systems

In this paper we investigate the large deviation principle (LDP) for spin particle systems with possibly vanishing flip rates. The situation turns out to be much more complicated if the flip rates are allowed to be zero than the one considered by Dai, where the systems are assumed to have strictly positive flip rates. The upper and lower large-deviation bounds are studied, respectively. The two governing rate functions are compared and a variational principle is given. We then apply the results to obtain some new large-deviation estimates for the occupation times of attractive systems. In particular, we prove a strong form of exponential convergence for ergodic systems.     

Large Deviations for Countable to One Markov Systems

In this paper, we study large deviation properties for countable to one Markov systems associated to weak Gibbs measures for non-Hölder potentials. Furthermore, we establish multifractal large deviation laws for countable to one piecewise conformal Markov systems, which are derived systems constructed over hyperbolic regions for certain nonhyperbolic systems exhibiting intermittency. We apply our results to higher-dimensional number theoretical transformations.     

Non-uniform Specification and Large Deviations for Weak Gibbs Measures

We establish bounds for the measure of deviation sets associated to continuous observables with respect to not necessarily invariant weak Gibbs measures. Under some mild assumptions, we obtain upper and lower bounds for the measure of deviation sets of some non-uniformly expanding maps, including quadratic maps and robust multidimensional non-uniformly expanding local diffeomorphisms. For that purpose, a measure theoretical weak form of specification is introduced and proved to hold for the robust classes of multidimensional non-uniformly expanding local diffeomorphisms and Viana maps.     

Large Deviations for the Macroscopic Motion of an Interface

We study the most probable way an interface moves on a macroscopic scale from an initial to a final position within a fixed time in the context of large deviations for a stochastic microscopic lattice system of Ising spins with Kac interaction evolving in time according to Glauber (non-conservative) dynamics. Such interfaces separate two stable phases of a ferromagnetic system and in the macroscopic scale are represented by sharp transitions. We derive quantitative estimates for the upper and the lower bound of the cost functional that penalizes all possible deviations and obtain explicit error terms which are valid also in the macroscopic scale. Furthermore, using the result of a companion paper about the minimizers of this cost functional for the macroscopic motion of the interface in a fixed time, we prove that the probability of such events can concentrate on nucleations should the transition happen fast enough.     

Large Deviations for Expanding Transformations with Additive White Noise

Large-deviations estimates for the autocorrelations of order kof the random process Z _n=(X _n)+ _n, n0, are obtained. The processes (X _n) _n0and ( _n) _n0are independent, _n, n0, are i.i.d. bounded random variables, X _n=T ⁿ(X ₀), n , T: MMis expanding leaving invariant a Gibbs measure on a compact set M, and : M is a continuous function. A possible application of this result is the case where Mis the unit circle and the Gibbs measure is the one absolutely continuous with respect to the Lebesgue measure on the circle. The case when Tis a uniquely ergodic map was studied in Carmona et al.(1998). In the present paper Tis an expanding map. However, it is possible to derive large-deviations properties for the autocorrelations samples (1/n) ^n–1 _j=0 Z _j Z _j+k . But the deviation function is quite different from the uniquely ergodic case because it is necessary to take into account the entropy of invariant measures for Tas an important information. The method employed here is a combination of the variational principle of the thermodynamic formalism with Donsker and Varadhan's large-deviations approach.     

Density Large Deviations for Multidimensional Stochastic Hyperbolic Conservation Laws

We investigate the density large deviation function for a multidimensional conservation law in the vanishing viscosity limit, when the probability concentrates on weak solutions of a hyperbolic conservation law. When the mobility and diffusivity matrices are proportional, i.e. an Einstein-like relation is satisfied, the problem has been solved in Bellettini and Mariani (Bull Greek Math Soc 57:31–45, 2010). When this proportionality does not hold, we compute explicitly the large deviation function for a step-like density profile, and we show that the associated optimal current has a non trivial structure. We also derive a lower bound for the large deviation function, valid for a more general weak solution, and leave the general large deviation function upper bound as a conjecture.