Periodically driven jump processes conditioned on large deviations

Abstract : We study the fluctuations of systems modeled by Markov jump processes with periodic generators. We focus on observables defined through time-periodic functions of the system's states or transitions. Using large deviation theory, canonical biasing and generalized Doob transform, we characterize the asymptotic fluctuations of such observables after a large number of periods by obtaining the Markov process that produces them. We show that this process, called driven process, is the minimum under constraint of the large deviation function for occupation and jumps.
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Contributor : Raphael Chetrite <>
Submitted on : Tuesday, November 5, 2019 - 6:56:06 PM
Last modification on : Wednesday, November 6, 2019 - 1:48:51 AM

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Lydia Chabane, Raphael Chetrite, Gatien Verley. Periodically driven jump processes conditioned on large deviations. 2019. ⟨hal-02349853⟩



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