arXiv:1910.07202 [cond-mat.stat-mech]AbstractReferencesReviewsResources
Large deviation of long time average for a stochastic process : an alternative method
Published 2019-10-16Version 1
We present here a simple method for computing the large deviation of long time average for stochastic jump processes. We show that the computation of the rate function can be reduced to that of a partial differential equation governing the evolution of the probability generating function. The long time limit of this equation, which in many cases can be easily obtained, leads naturally to the rate function.
Related articles: Most relevant | Search more
arXiv:1509.01233 [cond-mat.stat-mech] (Published 2015-09-03)
Current fluctuations and large deviations for periodic TASEP on the relaxation scale
arXiv:1909.05594 [cond-mat.stat-mech] (Published 2019-09-12)
Time between the maximum and the minimum of a stochastic process
arXiv:1806.02001 [cond-mat.stat-mech] (Published 2018-06-06)
Path-reversal, Doi-Peliti generating functionals, and dualities between dynamics and inference for stochastic processes