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作者:Atar, R; Budhiraja, A; Dupuis, P
作者单位:Technion Israel Institute of Technology; University of North Carolina; University of North Carolina Chapel Hill; Brown University
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作者:Kosygina, E
作者单位:Northwestern University
摘要:The paper studies the behavior of the specific entropy for one-dimensional simple exclusion processes under the hydrodynamic scaling of time and space. It is shown that if the initial configurations possess a macroscopic profile then for each positive macroscopic time the specific microscopic entropy converges to the macroscopic entropy. The latter is defined in terms of the solution of the corresponding hydrodynamic equation.
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作者:Brown, TC; Xia, AH
作者单位:University of Melbourne
摘要:Barbour introduced a probabilistic view of Stein's method for estimating the error in probability approximations. However, in the case of approximations by general distributions on the integers, there have been no purely probabilistic proofs of Stein bounds till this paper. Furthermore, the methods introduced here apply to a very large class of approximating distributions on the non-negative integers, among which there is a natural class for higher-order approximations by probability distribut...
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作者:Chi, ZY
作者单位:University of Chicago
摘要:Given two Polish spaces A(X) and A(Y), let rho : A(X) x A(Y) --> R-d be a bounded measurable function. Let X = {X-n : n greater than or equal to 1) and Y = {Y-n: n greater than or equal to 1} be two independent stationary processes on A(X)(infinity) and A(Y)(infinity), respectively. The article studies the large deviation principle (LDP) for n(-1) Sigma(k=1)(n) rho(X-k, Y-k), conditional on X. Based on a stochastic version of approximate subadditivity, it is shown that if Y satisfies certain m...
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作者:Duvillard, TC; Guionnet, A
作者单位:Universite Paris Cite; Ecole Normale Superieure de Lyon (ENS de LYON)
摘要:Using It (o) over caps calculus, we study the large deviations properties of the law of the spectral measure of the Hermitian Brownian motion. We extend this strategy to the symmetric, unitary and Wishart processes. This dynamical approach is generalized to the study of the large deviations of the non-commutative laws of several independent Hermitian Brownian motions. As a consequence, we can bound from above entropies defined in the spirit of the microstates entropy introduced by Voiculescu.