large-deviations

Here, we propose an adaptive random walk (ARW), which, differently from the maximum entropy random walk, maximizes dispersion by updating its transition rule on the local information collected while exploring the network. The ARW is obtained via a large-deviation representation of the MERW as a finite-time rare event of an unbiased random walk a…

Code developed for a research project at the University of Cambridge, supervised by Robert Jack.

Hilbert's sixth problem from Kolmogorov's axioms and the Boltzmann equation to the Navier Stokes equations, and the inverse passage: Bayesian estimation on the solution manifold of a differential equation, where the adjoint evolution of the data is a sufficient statistic for linear equations.

Wiki of a research project at the University of Cambridge, supervised by Robert Jack, and at the Université de Paris, supervised by Frédéric van Wijland.

Quasipotential landscape of a nonreciprocally coupled bistable system: the numerics and first-order theory described in Phys. Rev. E 114, 024104 (2026)

This project is an implementation of the Adaptive Power Method (APM). It simulates a random walk on an Erdős-Rényi random graph to compute the scaled culumant generating function (SCGF) and rate function of the mean degree a time additive observable.

Most of my writings — notes, talks, travelogues, thoughts, and the rest

Code, data, figures and manuscript for "Multifractal Large Deviations in Quantum Entanglement: Ideal Fermi-Gas Mapping, Markov Tensor Cascades, and Quartic Casimir Symmetry" (R. Chen, 2026).

Source code of paper "Rare Events of Host Switching for Diseases using a SIR Model with Mutations"

We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of the Wiener process.

This code comes from my master thesis. It takes a nonlinear system of Stochastic Differential Equations (in this case a Lotka-Volterra system) and finds the `most typical way' in which a very rare events happens, due to stochastic fluctuations.

We derive asymptotic behavior of the probability of high-level excursion for the maximal increment of a Gaussian random walk.

LD-SPATT (spatt, statistics for patterns) gsl 2.1 on Win64. VC2015. ported to win64. Large Deviation on coin tosses in s/h. And on Markov Sequences in C++ code.. Also excel s/h

Cloning algorithm for the computation of large deviation functions.

Code and data for: Entropy production does not select attractors -- closed-form counter-examples, a thermodynamic gauge freedom, and the prefactor that does decide

Large-deviation asymptotics and spine-decomposition importance sampling for first-passage times in supercritical branching random walks in R^d