Sampling rare fluctuations of discrete-time Markov chains
Statistical Mechanics
2018-03-28 v3 Soft Condensed Matter
Abstract
We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate functions (and upper bounds on such functions) for dynamical quantities extensive in the length of the Markov chain. We illustrate the method using a series of simple examples, and use it to study the fluctuations of a lattice-based model of active matter that can undergo motility-induced phase separation.
Cite
@article{arxiv.1709.03953,
title = {Sampling rare fluctuations of discrete-time Markov chains},
author = {Stephen Whitelam},
journal= {arXiv preprint arXiv:1709.03953},
year = {2018}
}
Comments
Submitted along with arXiv:1709.03951 as a joint work