We analyze the Gallavotti-Cohen functional, defined as the empirical power dissipated by the non conservative part of the drift, fora diffusion process in R-n. In particular we prove a large deviation principle in the limit in which the noise vanishes and the time interval diverges. The corresponding rate functional, which satisfies the fluctuation theorem, is expressed in terms of a variational problem on the classical Freidlin-Wentzell functional. As shown in an example, the rate functional can be not strictly convex.

Small noise asymptotic of the Gallavotti-Cohen functional for diffusion processes / Bertini, L; Di Gesu, G. - In: ALEA. - ISSN 1980-0436. - 12:2(2015), pp. 743-763.

Small noise asymptotic of the Gallavotti-Cohen functional for diffusion processes

Bertini, L;Di Gesu, G
2015

Abstract

We analyze the Gallavotti-Cohen functional, defined as the empirical power dissipated by the non conservative part of the drift, fora diffusion process in R-n. In particular we prove a large deviation principle in the limit in which the noise vanishes and the time interval diverges. The corresponding rate functional, which satisfies the fluctuation theorem, is expressed in terms of a variational problem on the classical Freidlin-Wentzell functional. As shown in an example, the rate functional can be not strictly convex.
2015
Large deviations; Gallavotti-Cohen functional; Freidlin-Wentzell estimates
01 Pubblicazione su rivista::01a Articolo in rivista
Small noise asymptotic of the Gallavotti-Cohen functional for diffusion processes / Bertini, L; Di Gesu, G. - In: ALEA. - ISSN 1980-0436. - 12:2(2015), pp. 743-763.
File allegati a questo prodotto
File Dimensione Formato  
Bertini_Small-noise_.2015.pdf

solo gestori archivio

Tipologia: Documento in Post-print (versione successiva alla peer review e accettata per la pubblicazione)
Licenza: Tutti i diritti riservati (All rights reserved)
Dimensione 329.99 kB
Formato Adobe PDF
329.99 kB Adobe PDF   Contatta l'autore

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1463736
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 7
  • ???jsp.display-item.citation.isi??? 6
social impact