Large deviation of long time average for a stochastic process : an alternative method.

Bahram Houchmandzadeh (1)

1 BIOP-LIPhy - BIOP - Fluctuations, Régulation et Evolution des Systèmes Vivants

We present here a simple method for computing the large deviation of long time average for stochastic jump processes. We show that the computation of the rate function can be reduced to that of a partial differential equation governing the evolution of the probability generating function. The long time limit of this equation, which in many cases can be easily obtained, leads naturally to the rate function.

Mots clés: large deviation theory; Markov process

Domaines: Mécanique statistique [cond-mat.stat-mech]; Physique mathématique [math-ph]

Bahram Houchmandzadeh. Large deviation of long time average for a stochastic process : an alternative method.. Journal of Physics A: Mathematical and Theoretical, 2020, 53 (9), pp.095004. ⟨hal-02315555⟩