We consider a diffusion process on R^n and prove a large deviation principle for the empirical process in the joint limit in which the time window diverges and the noise vanishes. The corresponding rate function is given by the expectation of the Freidlin-Wentzell functional per unit of time. As an application of this result, we obtain a variational representation of the rate function for the Gallavotti-Cohen observable in the small noise and large time limits.
Large deviations for diffusions: Donsker and Varadhan meet Freidlin and Wentzell / Bertini, Lorenzo; Gabrielli, Davide; and Claudio Landim,. - In: ENSAIOS MATEMÁTICOS. - ISSN 2175-0432. - 38:(2023), pp. 77-104. [10.21711/217504322023/em383]
Large deviations for diffusions: Donsker and Varadhan meet Freidlin and Wentzell
Lorenzo Bertini;
2023
Abstract
We consider a diffusion process on R^n and prove a large deviation principle for the empirical process in the joint limit in which the time window diverges and the noise vanishes. The corresponding rate function is given by the expectation of the Freidlin-Wentzell functional per unit of time. As an application of this result, we obtain a variational representation of the rate function for the Gallavotti-Cohen observable in the small noise and large time limits.File | Dimensione | Formato | |
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