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arXiv:1910.07202 [cond-mat.stat-mech]AbstractReferencesReviewsResources

Large deviation of long time average for a stochastic process : an alternative method

Bahram Houchmandzadeh

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.

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