Graph-combinatorial approach for large deviations of Markov chains

被引:11
|
作者
Carugno, Giorgio [1 ]
Vivo, Pierpaolo [1 ]
Coghi, Francesco [2 ,3 ]
机构
[1] Kings Coll London, Dept Math, London WC2R 2LS, England
[2] KTH Royal Inst Technol, NORDITA, Hannes Alfvens vag 12, SE-10691 Stockholm, Sweden
[3] Stockholm Univ, Hannes Alfvens vag 12, SE-10691 Stockholm, Sweden
基金
英国工程与自然科学研究理事会;
关键词
large deviations; Markov chains; graph theory; jump-type observables; nonequilibrium free energy; SPECTRAL THEORY; LIMIT-THEOREMS; PROBABILITIES;
D O I
10.1088/1751-8121/ac79e6
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the finite-time moment generating function, which is split in cycles and paths contributions, and scaled cumulant generating function of the pair empirical occupation measure via a graph-combinatorial approach. The expression obtained allows us to give a physical interpretation of interaction and entropic terms, and of the Lagrange multipliers, and may serve as a starting point for sub-leading asymptotics. We illustrate the use of the method for a simple two-state Markov chain.
引用
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页数:24
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