Anomalous scaling of dynamical large deviations of stationary Gaussian processes

Baruch Meerson*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

10 Scopus citations


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 languageAmerican English
Article number042135
JournalPhysical Review E
Issue number4
StatePublished - 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.


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