Pelerine Tsobgni Nyawo, Hugo Touchette
Published 2016-11-23Version 1
We calculate the large deviation functions characterizing the long-time fluctuations of the occupation of drifted Brownian motion and show that these functions have non-analytic points. This provides the first example of dynamical phase transition that appears in a simple, homogeneous Markov process without an additional low-noise, large-volume or hydrodynamic scaling limit.
Comments: 5 pages, 2 figures
Dynamical phase transition in drifted Brownian motion
A tale of three approaches: dynamical phase transitions for weakly bound Brownian particles
A Minimal Model for Carnot Efficiency at Maximum Power
![QR code for arXiv:1611.07707 [cond-mat.stat-mech]](http://oss.arxitics.com/images/favicon.svg)