☆ 4.6 Article

Conditioning diffusion processes with respect to the local time at the origin

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2022)

Related references

Note: Only part of the references are listed.

Article Mechanics

Microcanonical conditioning of Markov processes on time-additive observables

Cecile Monthus

Summary: This study reformulates the research on the conditioning of Brownian motion and random walks on global dynamical constraints as a general framework for the 'microcanonical conditioning' of Markov processes on time-additive observables. It applies to various types of Markov processes and explores the link with the 'canonical conditioning' based on the generating function of the time-additive observable.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2022)

Add to Collection

Article Physics, Mathematical

Effective Hamiltonians and Lagrangians for Conditioned Markov Processes at Large Volume

Lydia Chabane et al.

Summary: This paper investigates nonlinear Markov processes that arise when many random walkers are no longer independent. It introduces a biased Hamiltonian to describe these processes and finds an effective dynamics that is consistent with the original conditioning through a gauge transformation of the biased Hamiltonian.

JOURNAL OF STATISTICAL PHYSICS (2022)

Add to Collection

Article Physics, Multidisciplinary

Conditioning two diffusion processes with respect to their first-encounter properties

Alain Mazzolo et al.

Summary: This article considers two independent identical diffusion processes that annihilate upon meeting and studies their conditioning with respect to their first-encounter properties. By optimizing the relative entropy, conditioning constraints are applied to generate stochastic trajectories that satisfy the conditions. Finally, the link with stochastic control theory is described.

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2022)

Add to Collection

Article Mechanics

Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models

Cecile Monthus

Summary: This study focuses on the 2D matrix Langevin dynamics corresponding to the continuous-time limit of products of some 2 x 2 random matrices, showing that the finite-time Lyapunov exponent can be expressed as an additive functional of the associated Riccati process. The large deviations properties can be analyzed from two equivalent perspectives, using Euler-Lagrange optimization and spectral analysis of the tilted Fokker-Planck operator. The conditioned process through the generalization of Doob's h-transform helps clarify the equivalence with the first approach.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2021)

Add to Collection

Article Physics, Multidisciplinary

Generating constrained run-and-tumble trajectories

Benjamin De Bruyne et al.

Summary: The proposed method generates bridge run-and-tumble trajectories with specified starting and ending conditions for different types of constrained particles, showing high efficiency in numerical implementation.

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2021)

Add to Collection

Article Physics, Multidisciplinary

Large deviations of currents in diffusions with reflective boundaries

E. Mallmin et al.

Summary: In this work, we investigate the large deviations of current-type observables in Markov diffusion processes evolving in bounded regions with reflections at the boundaries, deriving the correct boundary conditions required for the associated spectral problem. Our results extend recent research on density-type observables and are illustrated for a specific N-particle diffusion scenario.

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2021)

Add to Collection

Article Mechanics

Revisiting the Ruelle thermodynamic formalism for Markov trajectories with application to the glassy phase of random trap models

Cecile Monthus

Summary: The Ruelle thermodynamic formalism is applied to dynamical trajectories and large deviation theory, with microcanonical and canonical analysis evaluating exponential growth and non-conserved dynamics, respectively. It is described in the context of discrete-time and continuous-time Markov processes, with application to the directed random trap model. Anomalous scaling laws and non-self-averaging properties characterize the glassy phase.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2021)

Add to Collection

Article Physics, Mathematical

Non-intersecting Brownian Bridges in the Flat-to-Flat Geometry

Jacek Grela et al.

Summary: The study focuses on N vicious Brownian bridges that propagate without intersecting within a given time range, mapping the problem to non-intersecting Dyson's Brownian bridges. For specific configurations in the large N limit, an effective Langevin equation is used to derive an exact Burgers' equation, solving the evolution of the average density. The connection to well-known problems such as the Chem-Simons model and related orthogonal polynomials is also discussed.

JOURNAL OF STATISTICAL PHYSICS (2021)

Add to Collection

Article Physics, Mathematical

Large Deviations at Level 2.5 for Markovian Open Quantum Systems: Quantum Jumps and Quantum State Diffusion

Federico Carollo et al.

Summary: In this paper, quantum stochastic processes are discussed within a level 2.5 large deviation formalism to characterize fluctuations of time-averaged quantities in the large-time limit. Two classes of quantum stochastic dynamics related to photon detection and homodyne detection are analyzed, presenting the level 2.5 functional derived from the corresponding quantum stochastic Schrodinger equation. Connections to optimal control theory are also discussed for both processes.

JOURNAL OF STATISTICAL PHYSICS (2021)

Add to Collection

Review Physics, Condensed Matter

Ergodicity and large deviations in physical systems with stochastic dynamics

Robert L. Jack

EUROPEAN PHYSICAL JOURNAL B (2020)

Add to Collection

Article Statistics & Probability

Markov processes conditioned on their location at large exponential times

Steven N. Evans et al.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2019)

Add to Collection

Article Mechanics

Large-deviation theory for a Brownian particle on a ring: a WKB approach

Karel Proesmans et al.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2019)

Add to Collection

Article Physics, Mathematical

Large deviations conditioned on large deviations I: Markov chain and Langevin equation

Bernard Derrida et al.

JOURNAL OF STATISTICAL PHYSICS (2019)

Add to Collection

Article Chemistry, Physical

Large deviations and dynamical phase transitions in stochastic chemical networks

Alexandre Lazarescu et al.

JOURNAL OF CHEMICAL PHYSICS (2019)

Add to Collection

Article Physics, Mathematical

Large Deviations Conditioned on Large Deviations II: Fluctuating Hydrodynamics

Bernard Derrida et al.

JOURNAL OF STATISTICAL PHYSICS (2019)

Add to Collection

Article Mechanics

Strongly constrained stochastic processes: the multi-ends Brownian bridge

Coline Larmier et al.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2019)

Add to Collection

Article Mechanics

Effective driven dynamics for one-dimensional conditioned Langevin processes in the weak-noise limit

Nicolas Tizon-Escamilla et al.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2019)

Add to Collection

Article Physics, Mathematical

Exact and Efficient Sampling of Conditioned Walks

Matteo Adorisio et al.

JOURNAL OF STATISTICAL PHYSICS (2018)

Add to Collection

Article Physics, Multidisciplinary

Aspects of non-equilibrium in classical and quantum systems: Slow relaxation and glasses, dynamical large deviations, quantum non-ergodicity, and open quantum dynamics

Juan P. Garrahan

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2018)

Add to Collection

Article Physics, Multidisciplinary

Introduction to dynamical large deviations of Markov processes

Hugo Touchette

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2018)

Add to Collection

Article Chemistry, Physical

Ab initio sampling of transition paths by conditioned Langevin dynamics

Marc Delarue et al.

JOURNAL OF CHEMICAL PHYSICS (2017)

Add to Collection

Article Physics, Mathematical

Constraint Ornstein-Uhlenbeck bridges

Alain Mazzolo

JOURNAL OF MATHEMATICAL PHYSICS (2017)

Add to Collection

Article Physics, Multidisciplinary

Generic dynamical phase transition in one-dimensional bulk-driven lattice gases with exclusion

Alexandre Lazarescu

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2017)

Add to Collection

Article Physics, Mathematical

Diffusions conditioned on occupation measures

Florian Angeletti et al.

JOURNAL OF MATHEMATICAL PHYSICS (2016)

Add to Collection

Article Physics, Multidisciplinary

Effective interactions and large deviations in stochastic processes

R. L. Jack et al.

EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS (2015)

Add to Collection

Review Physics, Multidisciplinary

The physicist's companion to current fluctuations: one-dimensional bulk-driven lattice gases

Alexandre Lazarescu

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2015)

Add to Collection

Article Physics, Multidisciplinary

Nonequilibrium Markov Processes Conditioned on Large Deviations

Raphael Chetrite et al.

ANNALES HENRI POINCARE (2015)

Add to Collection

Article Physics, Mathematical

Microscopic Structure of Shocks and Antishocks in the ASEP Conditioned on Low Current

V. Belitsky et al.

JOURNAL OF STATISTICAL PHYSICS (2013)

Add to Collection

Article Chemistry, Physical

Generating transition paths by Langevin bridges

Henri Orland

JOURNAL OF CHEMICAL PHYSICS (2011)

Add to Collection

Article Physics, Mathematical

Bethe Ansatz for the Weakly Asymmetric Simple Exclusion Process and Phase Transition in the Current Distribution

Damien Simon

JOURNAL OF STATISTICAL PHYSICS (2011)

Add to Collection

Article Physics, Mathematical

Transition Probabilities and Dynamic Structure Function in the ASEP Conditioned on Strong Flux

V. Popkov et al.

JOURNAL OF STATISTICAL PHYSICS (2011)

Add to Collection

Article Physics, Mathematical

Simulating Rare Events in Dynamical Processes

Cristian Giardina et al.

JOURNAL OF STATISTICAL PHYSICS (2011)

Add to Collection

Article Physics, Multidisciplinary

Brownian motion with dry friction: Fokker-Planck approach

Hugo Touchette et al.

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2010)

Add to Collection

Article Physics, Multidisciplinary

First-order dynamical phase transition in models of glasses: an approach based on ensembles of histories

Juan P. Garrahan et al.

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2009)

Add to Collection

Article Physics, Multidisciplinary

On the time to reach maximum for a variety of constrained Brownian motions

Satya N. Majumdar et al.

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2008)

Add to Collection

Article Ecology

Analyzing animal movements using Brownian bridges

Jon S. Horne et al.

ECOLOGY (2007)

Add to Collection

Article Astronomy & Astrophysics

Thermodynamic formalism and large deviation functions in continuous time Markov dynamics

Vivien Lecornte et al.

COMPTES RENDUS PHYSIQUE (2007)

Add to Collection

Article Physics, Mathematical

Thermodynamic formalism for systems with Markov dynamics

V. Lecomte et al.

JOURNAL OF STATISTICAL PHYSICS (2007)

Add to Collection

Article Mathematics

Quasistationary distributions for one-dimensional diffusions with killing

David Steinsaltz et al.

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY (2007)

Add to Collection

Article Physics, Mathematical

Brownian motion with dry friction

PG de Gennes

JOURNAL OF STATISTICAL PHYSICS (2005)

Add to Collection

Article Physics, Mathematical

Airy distribution function: From the area under a brownian excursion to the maximal height of fluctuating interfaces

SN Majumdar et al.

JOURNAL OF STATISTICAL PHYSICS (2005)

Add to Collection

© Peeref 2019-2024. All rights reserved.