English

A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus

Probability 2010-10-12 v2 Mathematical Physics math.MP

Abstract

We consider a generic diffusion on the 1D torus and give a simple representation formula for the large deviation rate functional of its invariant probability measure, in the limit of vanishing noise. Previously, this rate functional had been characterized by M.I. Freidlin and A.D.\ Wentzell as solution of a rather complex optimization problem. We discuss this last problem in full generality and show that it leads to our formula. We express the rate functional by means of a geometric transformation that, with a Maxwell-like construction, creates flat regions. We then consider piecewise deterministic Markov processes on the 1D torus and show that the corresponding large deviation rate functional for the stationary distribution is obtained by applying the same transformation. Inspired by this, we prove a universality result showing that the transformation generates viscosity solution of stationary Hamilton--Jacobi equation associated to any Hamiltonian HH satisfying suitable weak conditions.

Keywords

Cite

@article{arxiv.1001.5160,
  title  = {A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus},
  author = {A. Faggionato and D. Gabrielli},
  journal= {arXiv preprint arXiv:1001.5160},
  year   = {2010}
}

Comments

25 pages, 5 figures. Modified title and abstract. Simplified proofs. Additional explanatory figures. Some extentions

R2 v1 2026-06-21T14:40:39.933Z