1 From the Law of Large Numbers to Large Deviation Theory in Statistical Physics: An Introduction |
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1 | (28) |
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1 | (2) |
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1.2 An Informal Historical Note |
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3 | (10) |
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1.2.1 Law of Large Numbers and Ergodicity |
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4 | (5) |
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1.2.2 Central Limit Theorems |
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9 | (2) |
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1.2.3 Large Deviation Theory |
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11 | (2) |
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1.3 LDT for the Sum and Product of Random Independent Variables |
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13 | (4) |
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1.3.1 A Combinatorial Example |
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13 | (2) |
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1.3.2 Product of Random Variables |
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15 | (2) |
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1.4 Large Deviation Theory: Examples From Physics |
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17 | (13) |
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1.4.1 Energy Fluctuations in the Canonical Ensemble |
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17 | (1) |
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1.4.2 Multiplicative Cascade in Turbulence |
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18 | (1) |
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19 | (2) |
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21 | (3) |
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1.4.5 Entropy Production in Markov Processes |
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24 | (2) |
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26 | (3) |
2 Ergodicity: How Can It Be Broken? |
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29 | (42) |
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2.1 The Ergodic Hypothesis |
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30 | (6) |
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2.1.1 The Fundamental Physical Ideas |
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30 | (3) |
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2.1.2 A Well-Posed Mathematical Setting |
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33 | (3) |
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36 | (17) |
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2.2.1 Ergodicity Breaking in the Fermi-Pasta-Ulam Model at Low Energies |
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37 | (10) |
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2.2.2 Ergodicity Breaking Induced by Breather States in the Discrete Nonlinear Schr8dinger Equation |
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47 | (6) |
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2.3 Ergodicity Breaking at Equilibrium |
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53 | (9) |
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53 | (1) |
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54 | (6) |
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2.3.3 The Local DRL Equilibrium States |
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60 | (2) |
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62 | (6) |
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2.4.1 A Heuristic Construction: Finite Volume States |
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62 | (3) |
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2.4.2 The Case of Many States |
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65 | (3) |
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68 | (3) |
3 Large Deviations in Stationary States, Especially Nonequilibrium |
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71 | (22) |
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71 | (2) |
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73 | (1) |
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3.3 The Fundamental Formula |
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74 | (4) |
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3.4 Time Reversal and Its Consequences |
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78 | (2) |
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3.5 Long Range Correlations |
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80 | (1) |
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3.6 Fluctuations of the Current and Dynamical Phase Transitions |
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81 | (2) |
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3.7 Universality in Current Fluctuations and Other Results |
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83 | (1) |
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3.8 Nonequilibrium Phase Transitions |
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84 | (1) |
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3.9 Large Deviations for Reaction-Diffusion Systems |
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85 | (1) |
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3.10 Thermodynamic Interpretation of the Large Deviation Functional |
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85 | (4) |
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3.11 Concluding Remarks and Additional References |
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89 | (1) |
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90 | (3) |
4 Fluctuation-Dissipation and Fluctuation Relations: From Equilibrium to Nonequilibrium and Back |
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93 | (42) |
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93 | (2) |
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4.2 The Brownian Motion and the Langevin Equation |
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95 | (4) |
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4.3 The Fluctuation-Dissipation Relation |
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99 | (4) |
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4.4 Evolution of Probability Distributions |
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103 | (5) |
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4.4.1 Ergodicity and Mixing |
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107 | (1) |
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108 | (4) |
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4.6 Onsager-Machlup: Response from Small Deviations |
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112 | (6) |
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4.7 Fluctuation Relations: Response from Large Deviations |
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118 | (9) |
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4.7.1 The Gallavotti-Cohen Approach |
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119 | (2) |
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4.7.2 Fluctuation Relations for the Dissipation Function |
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121 | (4) |
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4.7.3 Green-Kubo Relations |
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125 | (1) |
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126 | (1) |
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4.8 t-Mixing and General Response Theory |
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127 | (2) |
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129 | (2) |
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131 | (4) |
5 Large Deviations in Disordered Spin Systems |
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135 | (26) |
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5.1 Some General Results on Large Deviations |
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135 | (7) |
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5.1.1 An Example: The Mean Field Ising Model |
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139 | (3) |
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5.2 Sample-to-Sample Free Energy Fluctuations and Replica Trick |
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142 | (13) |
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143 | (2) |
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145 | (2) |
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5.2.3 Replicas in the Random Ising Chain |
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147 | (1) |
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5.2.4 From Small to Large Deviations |
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148 | (3) |
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5.2.5 Random Directed Polymer |
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151 | (1) |
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5.2.6 Mean-Field Spin-Glass |
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151 | (2) |
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5.2.7 Positive Large Deviations |
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153 | (1) |
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5.2.8 Spherical Spin-Glass Model and Gaussian Random Matrices |
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154 | (1) |
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5.3 Sample-to-Sample Fluctuation of the Overlap |
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155 | (4) |
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5.3.1 Back to the Replicated Random Ising Chain |
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156 | (2) |
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5.3.2 Random Field Ising Model |
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158 | (1) |
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159 | (1) |
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159 | (2) |
6 Large Deviations in Monte Carlo Methods |
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161 | (32) |
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161 | (2) |
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163 | (5) |
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6.3 Multiple Histogram Method |
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168 | (4) |
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6.4 Umbrella Sampling and Simulated Tempering |
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172 | (6) |
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172 | (1) |
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6.4.2 Simulated Tempering |
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173 | (1) |
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6.4.3 Equivalence of Simulated Tempering and Umbrella Sampling |
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174 | (4) |
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6.5 Generalizing the Umbrella Method: Multicanonical Sampling |
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178 | (6) |
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184 | (6) |
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6.6.1 General Considerations |
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184 | (2) |
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6.6.2 Some General Rigorous Results |
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186 | (1) |
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6.6.3 Optimal Choice of Temperatures |
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187 | (2) |
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6.6.4 Improving Parallel Tempering |
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189 | (1) |
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190 | (1) |
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190 | (3) |
7 Large Deviations Techniques for Long-Range Interactions |
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193 | (28) |
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7.1 Long-Range Interactions |
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193 | (5) |
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7.2 Some Useful Results of Large Deviations Theory |
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198 | (1) |
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7.3 Thermodynamic Functions From Large Deviations Theory |
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199 | (3) |
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202 | (14) |
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7.4.1 Three-States Potts Model |
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203 | (2) |
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7.4.2 The Blume-Capel Model |
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205 | (3) |
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7.4.3 A System with Continuous Variables: The XY Model |
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208 | (4) |
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7.4.4 Negative Susceptibility: 44 Model |
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212 | (3) |
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7.4.5 The Free Electron Laser |
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215 | (1) |
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7.5 The Min-Max Procedure and a Model with Short and Long-Range Interactions |
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216 | (3) |
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7.6 Conclusions and Perspectives |
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219 | (1) |
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219 | (2) |
8 Large Deviations of Brownian Motors |
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221 | (22) |
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221 | (3) |
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8.2 Nonequilibrium Fluctuations and Brownian Motors |
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224 | (7) |
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225 | (2) |
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227 | (4) |
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8.3 Experiments in Granular Systems |
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231 | (7) |
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8.3.1 Velocity Fluctuations of a Self-Propelled Polar Particle |
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232 | (2) |
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8.3.2 Asymmetric Rotor in a Granular Gas |
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234 | (4) |
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238 | (1) |
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239 | (4) |
9 Stochastic Fluctuations in Deterministic Systems |
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243 | (20) |
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243 | (2) |
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9.2 Kolmogorov-Sinai Entropy |
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245 | (5) |
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250 | (4) |
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253 | (1) |
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254 | (3) |
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256 | (1) |
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257 | (2) |
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259 | (2) |
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261 | (2) |
10 Anomalous Diffusion: Deterministic and Stochastic Perspectives |
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263 | (32) |
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263 | (1) |
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10.2 Stochastic Anomalous Transport |
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264 | (17) |
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10.2.1 Moments and Scaling |
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264 | (3) |
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10.2.2 A Few Observations About Levy Stable Laws |
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267 | (2) |
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10.2.3 An Extension: Continuous Time Random Walks |
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269 | (3) |
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10.2.4 Topological Effects in Subdiffusion: Weak Anomalous Diffusion and Random Walks on Graphs |
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272 | (5) |
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10.2.5 Topological Effects in Superdiffusion: Strong Anomalous Diffusion and Quenched Levy Walks |
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277 | (4) |
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10.3 Deterministic Anomalous Transport |
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281 | (3) |
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10.3.1 A Brief Tour of Intermittency |
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281 | (3) |
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10.4 Chain of Intermittent Maps |
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284 | (5) |
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287 | (1) |
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287 | (2) |
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10.5 Deterministic vs Stochastic Approximation |
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289 | (2) |
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291 | (1) |
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291 | (4) |
11 Large Deviations in Turbulence |
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295 | (16) |
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295 | (1) |
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11.2 Global Scale Invariance and Kolmogorov Theory |
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296 | (3) |
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11.3 Accounting for the Fluctuations: The Multifractal Model |
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299 | (8) |
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11.3.1 The Statistics of Velocity Gradient |
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302 | (1) |
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11.3.2 The Statistics of Acceleration |
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303 | (2) |
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11.3.3 Multiplicative Processes for the Multifractal Model |
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305 | (2) |
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11.4 Fluctuations of the Energy Dissipation Rate |
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307 | (2) |
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309 | (1) |
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309 | (2) |
Index |
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311 | |