Introduction to dynamical large deviations of Markov processes
Sign Up to like & getrecommendations! Published in 2018 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2017.10.046
Abstract: Abstract These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and nonequilibrium… read more here.
Keywords: deviations markov; dynamical large; introduction dynamical; markov processes ... See more keywords
Large deviations of Markov chains with multiple time-scales
Sign Up to like & getrecommendations! Published in 2019 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2018.09.009
Abstract: For Markov processes evolving on multiple time-scales a combination of large com- ponent scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of… read more here.
Keywords: deviations markov; multiple time; time scales; markov chains ... See more keywords