The large deviation approach to statistical mechanics Export

@article{citeulike:4843890, abstract = {The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as they often yield valuable information about the large fluctuations of a random system around its most probable state or trajectory. In the context of equilibrium statistical mechanics, the theory of large deviations provides exponential-order estimates of probabilities that refine and generalize Einstein's theory of fluctuations. This review explores this and other connections between large deviation theory and statistical mechanics, in an effort to show that the mathematical language of statistical mechanics is the language of large deviation theory. The first part of the review presents the basics of large deviation theory, and works out many of its classical applications related to sums of random variables and Markov processes. The second part goes through many problems and results of statistical mechanics, and shows how these can be formulated and derived within the context of large deviation theory. The problems and results treated cover a wide range of physical systems, including equilibrium many-particle systems, noise-perturbed dynamics, nonequilibrium systems, as well as multifractals, disordered systems, and chaotic systems. This review also covers many fundamental aspects of statistical mechanics, such as the derivation of variational principles characterizing equilibrium and nonequilibrium states, the breaking of the Legendre transform for nonconcave entropies, and the characterization of nonequilibrium fluctuations through fluctuation relations.}, author = {Touchette, Hugo}, citeulike-article-id = {4843890}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/j.physrep.2009.05.002}, citeulike-linkout-1 = {http://linkinghub.elsevier.com/retrieve/pii/S0370157309001410}, day = {08}, doi = {10.1016/j.physrep.2009.05.002}, issn = {03701573}, journal = {Physics Reports}, keywords = {large\_deviations, physics, statistical\_mechanics}, month = {July}, number = {1-3}, pages = {1--69}, posted-at = {2009-08-25 19:47:52}, priority = {2}, title = {The large deviation approach to statistical mechanics}, url = {http://dx.doi.org/10.1016/j.physrep.2009.05.002}, volume = {478}, year = {2009} }

TY - JOUR ID - citeulike:4843890 L3 - citeulike-article-id:4843890 N2 - The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as they often yield valuable information about the large fluctuations of a random system around its most probable state or trajectory. In the context of equilibrium statistical mechanics, the theory of large deviations provides exponential-order estimates of probabilities that refine and generalize Einstein’s theory of fluctuations. This review explores this and other connections between large deviation theory and statistical mechanics, in an effort to show that the mathematical language of statistical mechanics is the language of large deviation theory. The first part of the review presents the basics of large deviation theory, and works out many of its classical applications related to sums of random variables and Markov processes. The second part goes through many problems and results of statistical mechanics, and shows how these can be formulated and derived within the context of large deviation theory. The problems and results treated cover a wide range of physical systems, including equilibrium many-particle systems, noise-perturbed dynamics, nonequilibrium systems, as well as multifractals, disordered systems, and chaotic systems. This review also covers many fundamental aspects of statistical mechanics, such as the derivation of variational principles characterizing equilibrium and nonequilibrium states, the breaking of the Legendre transform for nonconcave entropies, and the characterization of nonequilibrium fluctuations through fluctuation relations. IS - 1-3 JF - Physics Reports SN - 03701573 EP - 69 TI - The large deviation approach to statistical mechanics VL - 478 SP - 1 KW - large_deviations KW - physics KW - statistical_mechanics AU - Touchette, Hugo PY - 2009/07/08/ UR - http://dx.doi.org/10.1016/j.physrep.2009.05.002 ER -