The Airy distribution (AD) describes the probability distribution of the area under a Brownian excursion. The AD is prominent in several areas of physics, mathematics and computer science. Here we use a dilute colloidal system to directly measure, for the first time, the AD in experiment. We also show how two different techniques of theory of large deviations - the Donsker-Varadhan formalism and the optimal fluctuation method - manifest themselves in the AD. We advance the theory of the AD by calculating, at large and small areas, the position distribution of a Brownian excursion conditioned on a given area, and measure its mean in the experiment. For large areas, we uncover two singularities in the large deviation function, which can be interpreted as dynamical phase transitions of third order. For small areas the position distribution coincides with the Ferrari-Spohn distribution, and we identify the reason for this coincidence.
The Airy$_β$ point process, $a_i \equiv N^{2/3} (λ_i-2)$, describes the eigenvalues $λ_i$ at the edge of the Gaussian $β$ ensembles of random matrices for large matrix size $N \to \infty$. We study the probability distribution function (PDF) of linear statistics ${\sf L}= \sum_i t φ(t^{-2/3} a_i)$ for large parameter $t$. We show the large deviation forms $\mathbb{E}_{{\rm Airy},β}[\exp(-{\sf L})] \sim \exp(- t^2 Σ[φ])$ and $P({\sf L}) \sim \exp(- t^2 G(L/t^2))$ for the cumulant generating function and the PDF. We obtain the exact rate function $Σ[φ]$ using four apparently different methods (i…
We rigorously compute the integrable system for the limiting $(N\rightarrow\infty)$ distribution function of the extreme momentum of $N$ noninteracting fermions when confined to an anharmonic trap $V(q)=q^{2n}$ for $n\in\mathbb{Z}_{\geq 1}$ at positive temperature. More precisely, the edge momentum statistics in the harmonic trap $n=1$ are known to obey the weak asymmetric KPZ crossover law which is realized via the finite temperature Airy kernel determinant or equivalently via a Painlevé-II integro-differential transcendent, cf. \cite{LW,ACQ}. For general $n\geq 2$, a novel higher order finit…
We investigate the marginal distribution of the bottom eigenvalues of the stochastic Airy operator when the inverse temperature $β$ tends to $0$. We prove that the minimal eigenvalue, whose fluctuations are governed by the Tracy-Widom $β$ law, converges weakly, when properly centered and scaled, to the Gumbel distribution. More generally we obtain the convergence in law of the marginal distribution of any eigenvalue with given index $k$. Those convergences are obtained after a careful analysis of the explosion times process of the Riccati diffusion associated to the stochastic Airy operator. W…
We establish a large deviation principle for the Kardar-Parisi-Zhang (KPZ) equation, providing precise control over the left tail of the height distribution for narrow wedge initial condition. Our analysis exploits an exact connection between the KPZ one-point distribution and the Airy point process -- an infinite particle Coulomb-gas which arises at the spectral edge in random matrix theory. We develop the large deviation principle for the Airy point process and use it to compute, in a straight-forward and assumption-free manner, the KPZ large deviation rate function in terms of an electrosta…
We numerically investigate the area statistics of the outer boundary of planar random loops, on the square and triangular lattices. Our Monte Carlo simulations suggest that the underlying limit distribution is the Airy distribution, which was recently found to appear also as area distribution in the model of self-avoiding loops.
We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by the previous measurement as feedback. Consequently, we obtain a set of stationary states corresponding to an exponential family of distributions, each of which shows rare events in the original system as the typical behavior. As a demonstration of our method, we study large deviation statistics of one-dimensional lattice gas models.
We study the distribution of the time-integrated current in an exactly-solvable toy model of heat conduction, both analytically and numerically. The simplicity of the model allows us to derive the full current large deviation function and the system statistics during a large deviation event. In this way we unveil a relation between system statistics at the end of a large deviation event and for intermediate times. Midtime statistics is independent of the sign of the current, a reflection of the time-reversal symmetry of microscopic dynamics, while endtime statistics do depend on the current si…
We present a systematic short time expansion for the generating function of the one point height probability distribution for the KPZ equation with droplet initial condition, which goes much beyond previous studies. The expansion is checked against a numerical evaluation of the known exact Fredholm determinant expression. We also obtain the next order term for the Brownian initial condition. Although initially devised for short time, a resummation of the series allows to obtain also the \textit{long time large deviation function}, found to agree with previous works using completely different t…
We analyse the statistics of the shear stress in a one dimensional \emph{model fluid}, that exhibits a rich phase behaviour akin to real complex fluids under shear. We show that the energy flux satisfies the Gallavotti-Cohen FT across all phases in the system. The theorem allows us to define an effective temperature which deviates considerably from the equilibrium temperature as the noise in the system increases. This deviation is negligible when the system size is small. The dependence of the effective temperature on the strain rate is phase-dependent. It doesn't vary much at the phase bounda…
Circular KPZ interfaces spreading radially in the plane have GUE Tracy-Widom (TW) height distribution (HD) and Airy$_2$ spatial covariance, but what are their statistics if they evolve on the surface of a different background space, such as a bowl, a cup, or any surface of revolution? To give an answer to this, we report here extensive numerical analyses of several one-dimensional KPZ models on substrates whose size enlarges as $\langle L(t) \rangle = L_0+ωt^γ$, while their mean height $\langle h \rangle$ increases as usual [$\langle h \rangle\sim t$]. We show that the competition between the …
We study analytically the distribution of the minimum of a set of hierarchically correlated random variables $E_1$, $E_2$, $...$, $E_N$ where $E_i$ represents the energy of the $i$-th path of a directed polymer on a Cayley tree. If the variables were uncorrelated, the minimum energy would have an asymptotic Gumbel distribution. We show that due to the hierarchical correlations, the forward tail of the distribution of the minimum energy becomes highly nnon universal, depends explicitly on the distribution of the bond energies $ε$ and is generically different from the super-exponential forward t…
We show that, using the Coulomb fluid approach, we are able to derive a rate function $Ψ(c,x)$ of two variables that captures: (i) the large deviations of bulk eigenvalues; (ii) the large deviations of extreme eigenvalues (both left and right large deviations); (iii) the statistics of the fraction $c$ of eigenvalues to the left of a position $x$. Thus, $Ψ(c,x)$ explains the full order statistics of the eigenvalues of large random Gaussian matrices as well as the statistics of the shifted index number. All our analytical findings are thoroughly compared with Monte Carlo simulations, obtaining e…
We study the probability distribution $P$ of the sum of a large number of non-identically distributed random variables $n_m$. Condensation of fluctuations, the phenomenon whereby one of such variables provides a macroscopic contribution to the global probability, is discussed and interpreted in analogy to phase-transitions in Statistical Mechanics. A general expression for $P$ is derived, and its sensitivity to the details of the distribution of a single $n_m$ is worked out. These general results are verified by the analytical and numerical solution of some specific examples.
The exponent of anomalous diffusion of virus in cytoplasm of a living cell is experimentally known to fluctuate depending on localized areas of the cytoplasm, indicating heterogeneity of diffusion. In a recent paper (Itto, 2012), a maximum-entropy-principle approach has been developed in order to propose an Ansatz for the statistical distribution of such exponent fluctuations. Based on this approach, here the deviation of the statistical distribution of the fluctuations from the proposed one is studied from the viewpoint of Einstein's theory of fluctuations (of the thermodynamic quantities). T…
We investigate the Ising model in one, two, and three dimensions using a cumulant method that allows us to determine the Lee-Yang zeros from the magnetization fluctuations in small lattices. By doing so with increasing system size, we are able to determine the convergence point of the Lee-Yang zeros in the thermodynamic limit and thereby predict the occurrence of a phase transition. The cumulant method is attractive from an experimental point of view since it uses fluctuations of measurable quantities, such as the magnetization in a spin lattice, and it can be applied to a variety of equilibri…
Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's undetermined multipliers, the results of both theorems, the differentials of entropies or rate functions with respect to numbers of systems, establish the statistical equilibrium condition. We connect the large deviation statistics to the reversible and irreversible processes of the spatial arrangements of the systems and the energy exchange of the ensemble…
Active systems are characterized by a continuous production of entropy at steady state. We study the statistics of entropy production within a lattice-based model of interacting active particles that is capable of motility-induced phase separation. Exploiting a recent formulation of the exact fluctuating hydrodynamics for this model, we provide analytical results for its entropy production statistics in both typical and atypical (biased) regimes. This complements previous studies of the large deviation statistics of entropy production in off-lattice active particle models that could only be ad…
Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative dephasing. We analytically calculate the exact expression for the second current moment in a system of any length and then numerically demonstrate that in the thermodynamic limit higher-order cumulants and the large-deviation function can be calculated using the additivity principle or macroscopic hydrodynamic theory. This shows that the additivity principle …
We obtain the distribution of number of atoms in an interval (full counting statistics) of Lieb-Liniger model of interacting bosons in one dimension. Our results are valid in the weakly interacting regime in a parametrically large window of temperatures and interval lengths. The obtained distribution deviates strongly from a Gaussian away from the quasi-condensate regime, and, for sufficiently short intervals, the probability of large number fluctuations is strongly enhanced.
Two-dimensional turbulent flows, and to some extent, geophysical flows, are systems with a large number of degrees of freedom, which, albeit fluctuating, exhibit some degree of organization: coherent structures emerge spontaneously at large scales. In this short course, we show how the principles of equilibrium statistical mechanics apply to this problem and predict the condensation of energy at large scales and allow for computing the resulting coherent structures. We focus on the structure of the theory using the language of large deviation theory.
The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the measurement outcomes at the end of the system's evolution are random variables. Here, we provide the exact large-deviation form of their probability distribution, which is given by an exponentially decaying profile in the number of measurements. The most probable distribution of the measurement outcomes in a single realization of the system transformation is t…
We analyse dynamical large deviations of quantum trajectories in Markovian open quantum systems in their full generality. We derive a {\em quantum level-2.5 large deviation principle} for these systems, which describes the joint fluctuations of time-averaged quantum jump rates and of the time-averaged quantum state for long times. Like its level-2.5 counterpart for classical continuous-time Markov chains (which it contains as a special case) this description is both {\em explicit and complete}, as the statistics of arbitrary time-extensive dynamical observables can be obtained by contraction f…
In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random systems. From the mathematical point of view a given statistics satisfies the large deviation principle, if the probability that it belongs to a certain range decreases exponentially. The TAMSD is one of the main statistics used in the problem of anomalous diffusion detection. Applying the theory of generalized chi-squared distribution and sub-gamma random variabl…
We consider a one-dimensional XX spin chain in a nonequilibrium setting with a Lindblad-type boundary driving. By calculating large deviation rate function in the thermodynamic limit, being a generalization of free energy to a nonequilibrium setting, we obtain a complete distribution of current, including closed expressions for lower-order cumulants. We also identify two phase-transition-like behaviors in either the thermodynamic limit, at which the current probability distribution becomes discontinuous, or, at maximal driving, when the range of possible current values changes discontinuously.…
We study the statistics of large deviations of the intensive work done in an interaction quench of a one-dimensional Bose gas with a large number N of particles, system size L and fixed density. We consider the case in which the system is initially prepared in the non-interacting ground state and a repulsive interaction is suddenly turned on. For large deviations of the work below its mean value, we show that the large deviation principle holds by means of the quench action approach. Using the latter, we compute exactly the so-called rate function, and study its properties analytically. In par…
The complex zeros of partition functions were originally investigated by Lee and Yang to explain the behavior of condensing gases. Since then, Lee-Yang zeros have become a powerful tool to describe phase transitions in interacting systems. Today, Lee-Yang zeros are no longer just a theoretical concept; they have been determined in recent experiments. In one approach, the Lee-Yang zeros are extracted from the high cumulants of thermodynamic observables at finite size. Here, we employ this method to investigate a phase transition in a molecular zipper. From the energy fluctuations in small zippe…
We study the large deviations statistics of the intensive work done by changing globally a control parameter in a thermally isolated quantum many-body system. We show that, upon approaching a critical point, large deviations well below the mean work display universal features related to the critical Casimir effect in the corresponding classical system. Large deviations well above the mean are, instead, of quantum nature and not captured by the quantum-to-classical correspondence. For a bosonic system we show that in this latter regime a transition from exponential to power-law statistics, anal…
Extensive time-series encoding the position of particles such as viruses, vesicles, or individual proteins are routinely garnered in single-particle tracking experiments or supercomputing studies. They contain vital clues on how viruses spread or drugs may be delivered in biological cells. Similar time-series are being recorded of stock values in financial markets and of climate data. Such time-series are most typically evaluated in terms of time-average mean-squared displacements, which remain random variables for finite measurement times. Their statistical properties are different for differ…
In exponentially proliferating populations of microbes, the population typically doubles at a rate less than the average doubling time of a single-cell due to variability at the single-cell level. It is known that the distribution of generation times obtained from a single lineage is, in general, insufficient to determine a population's growth rate. Is there an explicit relationship between observables obtained from a single lineage and the population growth rate? We show that a population's growth rate can be represented in terms of averages over isolated lineages. This lineage representation…
We compute the full order statistics of a one-dimensional gas of fermions in a harmonic trap at zero temperature, including its large deviation tails. The problem amounts to computing the probability distribution of the $k$th smallest eigenvalue $λ_{(k)}$ of a large dimensional Gaussian random matrix. We find that this probability behaves for large $N$ as $\mathcal{P}[λ_{(k)}=x]\approx \exp\left(-βN^2 ψ(k/N,x)\right)$, where $β$ is the Dyson index of the ensemble. The rate function $ψ(c,x)$, computed explicitly as a function of $x$ in terms of the intensive label $c=k/N$, has a quadratic behav…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for analyzing extreme value statistics of ergodic reversible Markov processes in confining potentials on the hand of the underlying relaxation eigenspectra. We derive a chain of inequalities, which bounds the long-time asymptotics of first passage densities, and thereby extrema, from above and from below. The bounds involve a time integral of the transition probab…
Real space condensation is known to occur in stochastic models of mass transport in the regime in which the globally conserved mass density is greater than a critical value. It has been shown within models with factorised stationary states that the condensation can be understood in terms of sums of independent and identically distributed random variables: these exhibit condensation when they are conditioned to a large deviation of their sum. It is well understood that the condensation, whereby one of the random variables contributes a finite fraction to the sum, occurs only if the underlying p…
The two-dimensional one-component plasma is an ubiquitous model for several vortex systems. For special values of the coupling constant $βq^2$ (where $q$ is the particles charge and $β$ the inverse temperature), the model also corresponds to the eigenvalues distribution of normal matrix models. Several features of the system are discussed in the limit of large number $N$ of particles for generic values of the coupling constant. We show that the statistics of a class of radial observables produces a rich phase diagram, and their asymptotic behaviour in terms of large deviation functions is calc…
We study the statistical properties of the long-time dynamics of the rule 54 reversible cellular automaton (CA), driven stochastically at its boundaries. This CA can be considered as a discrete-time and deterministic version of the Fredrickson-Andersen kinetically constrained model (KCM). By means of a matrix product ansatz, we compute the exact large deviation cumulant generating functions for a wide range of time-extensive observables of the dynamics, together with their associated rate functions and conditioned long-time distributions over configurations. We show that for all instances of b…
An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(λ_1,\cdots,λ_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form $L=(1/N)\sum_if(λ_i)$ where $f(x)$ is a given function, appears in many physical problems. In the $N\to\infty$ limit, $L$ scales as $L\sim N^η$, where the scaling exponent $η$ depends on the ensemble and the function $f$. Its distribution can be written under the form $P_N(s=N^{-η}\,L)\simeq A_{β,N}(s)\,\exp\big\{-(βN^2/2)\,Φ(s)\big\}$, where $β\in\{1,\,2,\,4\}$ is the Dyson inde…
We study the Ginibre ensemble of $N \times N$ complex random matrices and compute exactly, for any finite $N$, the full distribution as well as all the cumulants of the number $N_r$ of eigenvalues within a disk of radius $r$ centered at the origin. In the limit of large $N$, when the average density of eigenvalues becomes uniform over the unit disk, we show that for $0<r<1$ the fluctuations of $N_r$ around its mean value $\langle N_r \rangle \approx N r^2$ display three different regimes: (i) a typical Gaussian regime where the fluctuations are of order ${\cal O}(N^{1/4})$, (ii) an intermediat…
