We consider a continuous time Markov chain on a countable state space. We prove a joint large deviation principle (LDP) of the empirical measure and current in the limit of large time interval. The proof is based on results on the joint large deviations of the empirical measure and flow obtained in Bertini et al. (in press). By improving such results we also show, under additional assumptions, that the LDP holds with the strong L1 topology on the space of currents. We deduce a general version of the Gallavotti–Cohen (GC) symmetry for the current field and show that it implies the so-called fluctuation theorem for the GC functional. We also analyze the large deviation properties of generalized empirical currents associated to a fundamental basis in the cycle space, which, as we show, are given by the first class homological coefficients in the graph underlying the Markov chain. Finally, we discuss in detail some examples.

Flows, currents, and cycles for Markov chains: Large deviation asymptotics / Bertini Malgarini, Lorenzo; Faggionato, Alessandra; D., Gabrielli. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - STAMPA. - 125:(2015), pp. 2786-2819. [10.1016/j.spa.2015.02.001]

Flows, currents, and cycles for Markov chains: Large deviation asymptotics

BERTINI MALGARINI, Lorenzo;FAGGIONATO, ALESSANDRA;
2015

Abstract

We consider a continuous time Markov chain on a countable state space. We prove a joint large deviation principle (LDP) of the empirical measure and current in the limit of large time interval. The proof is based on results on the joint large deviations of the empirical measure and flow obtained in Bertini et al. (in press). By improving such results we also show, under additional assumptions, that the LDP holds with the strong L1 topology on the space of currents. We deduce a general version of the Gallavotti–Cohen (GC) symmetry for the current field and show that it implies the so-called fluctuation theorem for the GC functional. We also analyze the large deviation properties of generalized empirical currents associated to a fundamental basis in the cycle space, which, as we show, are given by the first class homological coefficients in the graph underlying the Markov chain. Finally, we discuss in detail some examples.
2015
Markov chain; large deviations; empirical flow
01 Pubblicazione su rivista::01a Articolo in rivista
Flows, currents, and cycles for Markov chains: Large deviation asymptotics / Bertini Malgarini, Lorenzo; Faggionato, Alessandra; D., Gabrielli. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - STAMPA. - 125:(2015), pp. 2786-2819. [10.1016/j.spa.2015.02.001]
File allegati a questo prodotto
File Dimensione Formato  
Bertini_Flows-currents_2015.pdf

solo gestori archivio

Tipologia: Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza: Tutti i diritti riservati (All rights reserved)
Dimensione 573.93 kB
Formato Adobe PDF
573.93 kB Adobe PDF   Contatta l'autore
Bertini_preprint_Flows-currents_2015.pdf

accesso aperto

Tipologia: Documento in Pre-print (manoscritto inviato all'editore, precedente alla peer review)
Licenza: Creative commons
Dimensione 456.7 kB
Formato Unknown
456.7 kB Unknown

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/11573/782196
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 54
  • ???jsp.display-item.citation.isi??? 51
social impact