arXiv subjects

Francesco Coghi

Publications and source records attributed to Francesco Coghi.

23 records · Page 2Linked to original sources

arXiv2022

Graph-combinatorial approach for large deviations of Markov chains

We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the finite-time moment generating function, which is split in cycles and paths contributions, and scaled cumulant generating function of the pair empirical occupation measure via a graph-combinatorial approach. The expression obtained allows us to give a physical interpretation of interaction and entropic terms, and of the Lagrange multipliers, and may serve as a starting point for sub-leading asymptotics. We illustrate the use of the method for a simple two-state Markov chain.

cond-mat.stat-mech↗

arXiv2021

Role of current fluctuations in nonreversible samplers

It is known that the distribution of nonreversible Markov processes breaking the detailed balance condition converges faster to the stationary distribution compared to reversible processes having the same stationary distribution. This is used in practice to accelerate Markov chain Monte Carlo algorithms that sample the Gibbs distribution by adding nonreversible transitions or non-gradient drift terms. The breaking of detailed balance also accelerates the convergence of empirical estimators to their ergodic expectation in the long-time limit. Here, we give a physical interpretation of this second form of acceleration in terms of currents associated with the fluctuations of empirical estimators using the level 2.5 of large deviations, which characterises the likelihood of density and current fluctuations in Markov processes. Focusing on diffusion processes, we show that there is accelerated convergence because estimator fluctuations arise in general with current fluctuations, leading to an added large deviation cost compared to the reversible case, which shows no current. We study the current fluctuation most likely to arise in conjunction with a given estimator fluctuation and provide bounds on the acceleration, based on approximations of this current. We illustrate these results for the Ornstein-Uhlenbeck process in two dimensions and the Brownian motion on the circle.

cond-mat.stat-mech↗

arXiv2020

A large deviation perspective on ratio observables in reset processes: robustness of rate functions

We study large deviations of a ratio observable in discrete-time reset processes. The ratio takes the form of a current divided by the number of reset steps and as such it is not extensive in time. A large deviation rate function can be derived for this observable via contraction from the joint probability density function of current and number of reset steps. The ratio rate function is differentiable and we argue that its qualitative shape is 'robust', i.e. it is generic for reset processes regardless of whether they have short- or long-range correlations. We discuss similarities and differences with the rate function of the efficiency in stochastic thermodynamics.

cond-mat.stat-mech↗

arXiv2019

Large deviations of random walks on random graphs

We study using large deviation theory the fluctuations of time-integrated functionals or observables of the unbiased random walk evolving on Erdös-Rényi random graphs, and construct a modified, biased random walk that explains how these fluctuations arise in the long-time limit. Two observables are considered: the sum of the degrees visited by the random walk and the sum of their logarithm, related to the trajectory entropy. The modified random walk is used for both quantities to explain how sudden changes in degree fluctuations, akin to dynamical phase transitions, are related to localization transitions. For the second quantity, we also establish links between the large deviations of the trajectory entropy and the maximum entropy random walk.

cond-mat.stat-mech↗

arXiv2018

Controlling the uncertain response of real multiplex networks to random damage

We reveal large fluctuations in the response of real multiplex networks to random damage of nodes. These results indicate that the average response to random damage, traditionally considered in mean-field approaches to percolation, is a poor metric of system robustness. We show instead that a large deviation approach to percolation provides a more accurate characterization of system robustness. We identify an effective percolation threshold at which we observe a clear abrupt transition separating two distinct regimes in which the most likely response to damage is either a functional or a dismantled multiplex network. We leverage our findings to propose a new metric, named safeguard centrality, able to single out the nodes that control the response of the entire multiplex network to random damage. We show that safeguarding the function of top-scoring nodes is sufficient to prevent system collapse.

physics.soc-ph↗