English

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 (1/T)T/2T/2xn(t)dt(1/T)\int_{-T/2}^{T/2} x^n(t) dt, n=1,2,n=1,2, \dots, 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>2n>2 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