Large deviations and ensembles of trajectories in stochastic models

By Robert L. Jack, Peter Sollich. 2009

200 citations recorded by the source corpus.

We consider ensembles of trajectories associated with large deviations of time-integrated quantities in stochastic models. Motivated by proposals that these ensembles are relevant for physical processes such as shearing and glassy relaxation, we show how they can be generated directly using auxiliary stochastic processes. We illustrate our results using the Glauber-Ising chain, for which biased ensembles of trajectories can exhibit ferromagnetic ordering. We discuss the relation between such biased ensembles and quantum phase transitions.

Subfields: Condensed Matter Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/439622d90247f1f04ecea4eea0958e5b966c2ad1

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In Condensed Matter Physics

1. R. Chetrite
2. Hugo Touchette

In Statistics and Probability

1. Hugo Touchette
2. R. Chetrite

Citations in the corpus

• Nonequilibrium Markov Processes Conditioned on Large Deviations (2014, background): “Science 323, 1309 (2009) [64] Jack, R.L., Sollich, P.: Large deviations and ensembles of trajectories in stochastic models.”