Graph-combinatorial approach for large deviations of Markov chains
Statistical Mechanics
2022-07-04 v2 Probability
Abstract
We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the finite-time moment generating function, which is split in cycles and paths contributions, and scaled cumulant generating function of the pair empirical occupation measure via a graph-combinatorial approach. The expression obtained allows us to give a physical interpretation of interaction and entropic terms, and of the Lagrange multipliers, and may serve as a starting point for sub-leading asymptotics. We illustrate the use of the method for a simple two-state Markov chain.
Cite
@article{arxiv.2201.00582,
title = {Graph-combinatorial approach for large deviations of Markov chains},
author = {Giorgio Carugno and Pierpaolo Vivo and Francesco Coghi},
journal= {arXiv preprint arXiv:2201.00582},
year = {2022}
}
Comments
17 pages, 13 figures