Large deviations for quadratic functionals of stable Gauss-Markov chains and entropy production
Probability
2023-04-24 v1 Statistical Mechanics
Mathematical Physics
math.MP
Abstract
In this paper we establish a large deviation principle for the entropy production rate of possible non-stationary, centered stable Gauss-Markov chains, verifying the Gallavotti-Cohen symmetry. We reach this goal by developing a large deviation theory for quasi-Toeplitz quadratic functionals of multivariate centered stable Gauss-Markov chains, which differ from a perfect Toeplitz form by the addition of quadratic boundary terms.
Cite
@article{arxiv.2204.08059,
title = {Large deviations for quadratic functionals of stable Gauss-Markov chains and entropy production},
author = {Marco Zamparo and Massimiliano Semeraro},
journal= {arXiv preprint arXiv:2204.08059},
year = {2023}
}