Large deviations of specific empirical fluxes of independent Markov chains, with implications for Macroscopic Fluctuation Theory

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Date
2017
Volume
2375
Issue
Journal
Series Titel
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Publisher
Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
Abstract

We consider a system of independent particles on a finite state space, and prove a dynamic large-deviation principle for the empirical measure-empirical flux pair, taking the specific fluxes rather than net fluxes into account. We prove the large deviations under deterministic initial conditions, and under random initial conditions satisfying a large-deviation principle. We then show how to use this result to generalise a number of principles from Macroscopic Fluctuation Theory to the finite-space setting.

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Keywords
Empirical measure, empirical flux, discrete space, large deviations, macroscopic fluctuation theory
Citation
Renger, D. R. M. (2017). Large deviations of specific empirical fluxes of independent Markov chains, with implications for Macroscopic Fluctuation Theory (Vol. 2375). Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik. https://doi.org//10.20347/WIAS.PREPRINT.2375
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