共 50 条
Graph-combinatorial approach for large deviations of Markov chains
被引:13
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
收藏
页数:24
相关论文
共 50 条