{ "id": "1909.01858", "version": "v1", "published": "2019-09-04T15:00:45.000Z", "updated": "2019-09-04T15:00:45.000Z", "title": "Anomalous scaling of dynamical large deviations of stationary Gaussian processes", "authors": [ "Baruch Meerson" ], "comment": "6 pages, 3 figures", "categories": [ "cond-mat.stat-mech" ], "abstract": "Employing the optimal fluctuation method (OFM), we study the large deviation function of long-time averages $(1/T)\\int_{-T/2}^{T/2} x^n(t) dt$, $n=1,2, \\dots$, of centered stationary Gaussian processes. These processes are correlated and, in general, non-Markovian. We show that the anomalous scaling with time of the large-deviation function, recently observed for $n>2$ for the particular case of the Ornstein-Uhlenbeck process, holds for a whole class of stationary Gaussian processes.", "revisions": [ { "version": "v1", "updated": "2019-09-04T15:00:45.000Z" } ], "analyses": { "keywords": [ "dynamical large deviations", "anomalous scaling", "large deviation function", "optimal fluctuation method", "centered stationary gaussian processes" ], "note": { "typesetting": "TeX", "pages": 6, "language": "en", "license": "arXiv", "status": "editable" } } }