Anomalous scaling of dynamical large deviations of stationary Gaussian processes

Baruch Meerson

doi:10.1103/PhysRevE.100.042135

Anomalous scaling of dynamical large deviations of stationary Gaussian processes

Baruch Meerson^*

^*Corresponding author for this work

Racah Institute of Physics

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Abstract

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.

Original language	American English
Article number	042135
Journal	Physical Review E
Volume	100
Issue number	4
DOIs	https://doi.org/10.1103/PhysRevE.100.042135
State	Published - 28 Oct 2019

Bibliographical note

Funding Information:
I am grateful to Tal Agranov, Pavel Sasorov, and Hugo Touchette for useful discussions, and to Hugo Touchette for a critical reading of the manuscript. This work was supported by the Israel Science Foundation (Grant No. 807/16).

Publisher Copyright:
© 2019 American Physical Society.

Access to Document

10.1103/PhysRevE.100.042135

Cite this

@article{93968581d88e4366ba7080e3530487bb,

title = "Anomalous scaling of dynamical large deviations of stationary Gaussian processes",

abstract = "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.",

author = "Baruch Meerson",

note = "Funding Information: I am grateful to Tal Agranov, Pavel Sasorov, and Hugo Touchette for useful discussions, and to Hugo Touchette for a critical reading of the manuscript. This work was supported by the Israel Science Foundation (Grant No. 807/16). Publisher Copyright: {\textcopyright} 2019 American Physical Society.",

year = "2019",

month = oct,

day = "28",

doi = "10.1103/PhysRevE.100.042135",

language = "American English",

volume = "100",

journal = "Physical Review E",

issn = "2470-0045",

publisher = "American Physical Society",

number = "4",

}

TY - JOUR

T1 - Anomalous scaling of dynamical large deviations of stationary Gaussian processes

AU - Meerson, Baruch

N1 - Funding Information: I am grateful to Tal Agranov, Pavel Sasorov, and Hugo Touchette for useful discussions, and to Hugo Touchette for a critical reading of the manuscript. This work was supported by the Israel Science Foundation (Grant No. 807/16). 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

M3 - Article

C2 - 31771031

AN - SCOPUS:85074924304

SN - 2470-0045

VL - 100

JO - Physical Review E

JF - Physical Review E

IS - 4

M1 - 042135

ER -

Anomalous scaling of dynamical large deviations of stationary Gaussian processes

Abstract

Bibliographical note

Access to Document

Other files and links

Fingerprint

Cite this