English

Large deviations for diffusions: Donsker-Varadhan meet Freidlin-Wentzell

Probability 2024-12-31 v2 Statistical Mechanics

Abstract

We consider a diffusion process on Rn\mathbb R^n and prove a large deviation principle for the empirical process in the joint limit in which the time window diverges and the noise vanishes. The corresponding rate function is given by the expectation of the Freidlin-Wentzell functional per unit of time. As an application of this result, we obtain a variational representation of the rate function for the Gallavotti-Cohen observable in the small noise and large time limits.

Keywords

Cite

@article{arxiv.2211.02593,
  title  = {Large deviations for diffusions: Donsker-Varadhan meet Freidlin-Wentzell},
  author = {Lorenzo Bertini and Davide Gabrielli and Claudio Landim},
  journal= {arXiv preprint arXiv:2211.02593},
  year   = {2024}
}

Comments

To appear in Ensaios Matem\'aticos in a special issue dedicated to Errico Presutti

R2 v1 2026-06-28T05:12:32.622Z