{ "id": "0902.4195", "version": "v1", "published": "2009-02-24T17:09:04.000Z", "updated": "2009-02-24T17:09:04.000Z", "title": "Stationarity, time--reversal and fluctuation theory for a class of piecewise deterministic Markov processes", "authors": [ "Alessandra Faggionato", "Davide Gabrielli", "Marco Ribezzi Crivellari" ], "comment": "45 pages", "categories": [ "cond-mat.stat-mech", "math-ph", "math.MP", "math.PR" ], "abstract": "We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \\s)\\in \\O\\times \\G$, $\\O$ being a region in $\\bbR^d$ or the $d$--dimensional torus, $\\G$ being a finite set. The continuous variable $x$ follows a piecewise deterministic dynamics, the discrete variable $\\s$ evolves by a stochastic jump dynamics and the two resulting evolutions are fully--coupled. We study stationarity, reversibility and time--reversal symmetries of the process. Increasing the frequency of the $\\s$--jumps, we show that the system behaves asymptotically as deterministic and we investigate the structure of fluctuations (i.e. deviations from the asymptotic behavior), recovering in a non Markovian frame results obtained by Bertini et al. \\cite{BDGJL1, BDGJL2, BDGJL3, BDGJL4}, in the context of Markovian stochastic interacting particle systems. Finally, we discuss a Gallavotti--Cohen--type symmetry relation with involution map different from time--reversal. For several examples the above results are recovered by explicit computations.", "revisions": [ { "version": "v1", "updated": "2009-02-24T17:09:04.000Z" } ], "analyses": { "keywords": [ "piecewise deterministic markov processes", "fluctuation theory", "time-reversal", "stationarity", "markovian stochastic interacting particle systems" ], "note": { "typesetting": "TeX", "pages": 45, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2009arXiv0902.4195F" } } }