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.File | Dimensione | Formato | |
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