Anomalous scaling of dynamical large deviations of stationary Gaussian processes
Statistical Mechanics
2021-12-13 v2 Probability
Abstract
Employing the optimal fluctuation method (OFM), we study the large deviation function of long-time averages , , 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 for the particular case of the Ornstein-Uhlenbeck process, holds for a whole class of stationary Gaussian processes.
Keywords
Cite
@article{arxiv.1909.01858,
title = {Anomalous scaling of dynamical large deviations of stationary Gaussian processes},
author = {Baruch Meerson},
journal= {arXiv preprint arXiv:1909.01858},
year = {2021}
}
Comments
7 pages, 3 figures