TY - JOUR
T1 - Anomalous scaling of dynamical large deviations of stationary Gaussian processes
AU - Meerson, Baruch
N1 - Publisher Copyright:
© 2019 American Physical Society.
PY - 2019/10/28
Y1 - 2019/10/28
N2 - Employing the optimal fluctuation method, we study the large deviation function of long-time averages (1/T)∫-T/2T/2xn(t)dt,n=1,2,», of centered stationary Gaussian processes. These processes are correlated and, in general, non-Markovian. We show that the anomalous scaling with time of the large-deviation function, recently observed for n>2 for the particular case of the Ornstein-Uhlenbeck process, holds for a whole class of stationary Gaussian processes.
AB - Employing the optimal fluctuation method, we study the large deviation function of long-time averages (1/T)∫-T/2T/2xn(t)dt,n=1,2,», of centered stationary Gaussian processes. These processes are correlated and, in general, non-Markovian. We show that the anomalous scaling with time of the large-deviation function, recently observed for n>2 for the particular case of the Ornstein-Uhlenbeck process, holds for a whole class of stationary Gaussian processes.
UR - http://www.scopus.com/inward/record.url?scp=85074924304&partnerID=8YFLogxK
U2 - 10.1103/PhysRevE.100.042135
DO - 10.1103/PhysRevE.100.042135
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C2 - 31771031
AN - SCOPUS:85074924304
SN - 2470-0045
VL - 100
JO - Physical Review E
JF - Physical Review E
IS - 4
M1 - 042135
ER -