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1,980
Perturbative large deviation analysis of nonequilibrium dynamics
, 2014
"... Macroscopic fluctuation theory has shown that a wide class of nonequilibrium stochastic dynamical systems obey a large deviation principle, but except for a few onedimensional examples these large deviation principles are in general not known in closed form. We consider the problem of constructing ..."
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Macroscopic fluctuation theory has shown that a wide class of nonequilibrium stochastic dynamical systems obey a large deviation principle, but except for a few onedimensional examples these large deviation principles are in general not known in closed form. We consider the problem
Composable entropy and deviation from macroscopic equilibrium
, 2008
"... We formulate, under general conditions, the problem of maximisation of the total entropy of the system, assumed to be in a composable form, for fixed total value of the constrained quantity. We derive the general form of the composability function and also point out the criterion which leads to a vi ..."
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Cited by 1 (0 self)
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We formulate, under general conditions, the problem of maximisation of the total entropy of the system, assumed to be in a composable form, for fixed total value of the constrained quantity. We derive the general form of the composability function and also point out the criterion which leads to a violation of the zeroth law of thermodynamics.
Large deviation approach to non equilibrium processes in stochastic lattice gases.
 Bull. Braz. Math. Soc., New Series
, 2006
"... Abstract. We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and can be studied rigorously providing a source of c ..."
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Cited by 30 (3 self)
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Abstract. We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and can be studied rigorously providing a source
Quantal Response Equilibrium and Overbidding in PrivateValue Auctions
 Journal of Economic Theory
, 2002
"... This paper reports the results of a privatevalues auction experiment in which expected costs of deviating from the Nash equilibrium bidding function are asymmetric, with the implication that upward deviations will be more likely in one treatment than in the other. Overbidding is observed in both tr ..."
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Cited by 108 (21 self)
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This paper reports the results of a privatevalues auction experiment in which expected costs of deviating from the Nash equilibrium bidding function are asymmetric, with the implication that upward deviations will be more likely in one treatment than in the other. Overbidding is observed in both
The theory of large deviations: from Boltzmann’s 1877 calculation to equilibrium macrostates
 in 2D turbulence,” Physica D 133: 106–136
, 1999
"... After presenting some basic ideas in the theory of large deviations, this paper applies the theory to a number of problems in statistical mechanics. These include deriving the form of the Gibbs state for a discrete ideal gas; describing probabilistically the phase transition in the Curie–Weiss model ..."
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Cited by 14 (2 self)
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–Weiss model of a ferromagnet; and deriving variational formulas that describe the equilibrium macrostates in models of twodimensional turbulence. A general approach to the large deviation analysis of models in statistical mechanics is also formulated. ©1999 Elsevier Science B.V. All rights reserved.
Cognition and Behavior in TwoPerson Guessing games
 An Experimental Study’, American Economic Review
, 2006
"... This paper reports an experiment that elicits subjects ’ initial responses to 16 dominancesolvable twoperson guessing games. The structure is publicly announced except for varying payoff parameters, to which subjects are given free access. Varying the parameters allows very strong separation of th ..."
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Cited by 188 (18 self)
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of the behavior implied by leading decision rules. Subjects ’ decisions and searches show that most subjects understood the games and sought to maximize payoffs, but many had simplified models of others ’ decisions that led to systematic deviations from equilibrium. The predictable component of their deviations
Assessing Rule Interestingness with a Probabilistic Measure of Deviation from Equilibrium
, 2005
"... Assessing rule interestingness is the cornerstone of successful applications of association rule discovery. In this article, we present a new measure of interestingness named IPEE. It has the unique feature of combining the two following characteristics: first, it is based on a probabilistic model, ..."
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Cited by 12 (5 self)
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, and secondly, it measures the deviation from what we call equilibrium (maximum uncertainty of the consequent given that the antecedent is true). We study the properties of this new index and show in which cases it is more useful than a measure of deviation from independence.
Junior Can’t Borrow: A New Perspective on the Equity Premium Puzzle, unpublished manuscript
, 1997
"... Ongoing questions on the historical mean and standard deviation of the return on equities and bonds and on the equilibrium demand for these securities are addressed in the context of a stationary, overlappinggenerations economy in which consumers are subject to a borrowing constraint. The key featu ..."
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Cited by 177 (17 self)
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Ongoing questions on the historical mean and standard deviation of the return on equities and bonds and on the equilibrium demand for these securities are addressed in the context of a stationary, overlappinggenerations economy in which consumers are subject to a borrowing constraint. The key
Large Deviations in Queueing Networks
, 1995
"... In this paper we describe how the joint large deviation properties of traffic streams are altered when the traffic passes through a shared buffer according to a FCFS service policy with stochastic service capacity. We also consider the stationary case, proving large deviation principles for the stat ..."
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Cited by 10 (0 self)
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In this paper we describe how the joint large deviation properties of traffic streams are altered when the traffic passes through a shared buffer according to a FCFS service policy with stochastic service capacity. We also consider the stationary case, proving large deviation principles
Results 11  20
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