We consider independent Hermitian heavy-tailed random matrices. Our model includes the Lévy matrices as well as sparse random matrices with O(1) non-zero entries per row. By representing these matrices as weighted graphs, we derive a large deviation principle for key macroscopic observables. Specifically, we focus on the empirical distribution of eigenvalues, the joint neighborhood distribution, and the joint traffic distribution. As an application, we define a notion of microstates entropy for traffic distribution which is additive under free traffic convolution.[-]

An $N$ dimer cover of a graph is a collection of edges such that every vertex is contained in exactly $N$ edges of the collection. The multinomial dimer model studies a family of natural but non-uniform measures on $N$ dimer covers. In the large $N$ limit, this model turns out to be exactly solvable in a strong sense, in any dimension $N$. In this talk, I will define the model, and discuss its properties on subgraphs of lattices in the iterated limit as the multiplicity $N$ and then the size of the graph go to infinity, analogous to the scaling limit question for 2D standard dimers addressed by Cohn, Kenyon, and Propp. In this setting we can explicitly compute limit shapes in some examples, in particular for the Aztec diamond and a 3D analog called the Aztec cuboid. I will also discuss the surrounding theory, including explicit formulas for the free energy, large deviations, EulerLagrange equations, gauge functions, and regularity properties of limit shapes.This is joint work with Rick Kenyon.[-]

In this second lecture I will discuss the basic ideas of the macroscopic fluctuation theory as an effective theory in non equilibrium statistical mechanics. All the theory develops starting from a principal formula that describes the distribution at large deviations scale of the joint fluctuations of the density and the current for a diffusive system. The validity of such a formula can be proved for diffusive stochastic lattice gases. I will discuss an infinite dimensional Hamilton-Jacobi equation for the quasi-potential of stationary non equilibrium states, fluctuation-dissipation relationships, the underlying Hamiltonian structure, a relation with work and Clausius inequality, a large deviations functional for the current flowing through a system.[-]

In the last lecture I will apply the macroscopic fluctuation theory to solve specific problems. I will show that several features and behaviors of non equilibrium systems can be deduced within the theory. In particular I will discuss the following issues: the presence of long range correlations in stationary non equilibrium states; the explicit computation of the large deviations rate functional for a few one dimensional stationary non equilibrium states; the existence of dynamical phase transitions in terms of the current flowing across the system, the existence of Lagrangian phase transitions.[-]

We propose a modulated free energy which combines of the method previously developed by the speaker together with the modulated energy introduced by S. Serfaty. This modulated free energy may be understood as introducing appropriate weights in the relative entropy to cancel the more singular terms involving the divergence of the flow. This modulated free energy allows to treat singular interactions of gradient-flow type and allows potentials with large smooth part, small attractive singular part and large repulsive singular part. As an example, a full rigorous derivation (with quantitative estimates) of some chemotaxis models, such as Patlak-Keller Segel system in the subcritical regimes, is obtained. This is joint work with D. Bresch and Z. Wang.[-]

We propose a modulated free energy which combines of the method previously developed by the speaker together with the modulated energy introduced by S. Serfaty. This modulated free energy may be understood as introducing appropriate weights in the relative entropy to cancel the more singular terms involving the divergence of the flow. This modulated free energy allows to treat singular interactions of gradient-flow type and allows potentials with large smooth part, small attractive singular part and large
repulsive singular part. As an example, a full rigorous derivation (with quantitative estimates) of some chemotaxis models, such as Patlak-Keller Segel system in the subcritical regimes, is obtained. This is joint work with D. Bresch and Z. Wang.[-]

In this first lecture I will introduce a class of stochastic microscopic models very useful as toy models in non equilibrium statistical mechanics. These are multi-component stochastic particle systems like the exclusion process, the zero range process and the KMP model. I will discuss their scaling limits and the corresponding large deviations principles. Problems of interest are the computation of the current flowing across a system and the understanding of the structure of the stationary non equilibrium states. I will discuss these problems in specific examples and from two different perspectives. The stochastic microscopic and combinatorial point of view and the macroscopic variational approach where the microscopic details of the models are encoded just by the transport coefficients.[-]