SEMINARI DI PROBABILITA'
10:30-11:15, Aula seminari del Dipartimento di Matematica Applicata "U. Dini"
Large deviation principle of the empirical current for Markov processes
Lorenzo Bertini (Roma La Sapienza)



Abstract:
We consider a continuous time Markov chain on a countable state space
and extend the classical Donsker-Varadhan large deviation principle for
the empirical measure by considering also the empirical flow. We then
discuss the application to the Gallavotti-Cohen functional, whose
associated large deviation principle can be obtained by projection. We
finally illustrate briefly the analogous results for diffusion
processes on R^n.

SEMINARI DI PROBABILITA'
11:15-12:15, Aula seminari del Dipartimento di Matematica Applicata "U. Dini"
Macroscopic fluctuation theory for aerogels dynamics
Mauro Mariani (Aix-Marseille III)



Abstract:
Macroscopic fluctuation theory provides a main tool to study
non-equilibrium Statistical Mechanics. In this talk, a class of models
is introduced, for which it can be proved that the quasi-potential of
the current fluctuations is non-analytical.