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arXiv 1004.2371math.PRmath-phmath.MP
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扩散过程Gallavotti-Cohen泛函的小噪声渐近性

Small noise asymptotic of the Gallavotti-Cohen functional for diffusion processes

Lorenzo Bertini, Giacomo Di Gesù

摘要:

对于R^n中的扩散过程,我们考虑Gallavotti-Cohen泛函,定义为漂移的非保守部分在一定时间间隔内耗散的经验功率.我们证明了在噪声消失和时间间隔发散的极限下的一个大偏差原理。相应的速率泛函满足涨落定理,表示为经典Freidlin-Wentzell泛函上的一个变分问题。

英文摘要:

We consider, for a diffusion process in R^n, the Gallavotti-Cohen functional, defined as the empirical power dissipated in a time interval by the non-conservative part of the drift. We prove a large deviation principle in the limit in which the noise vanishes and the time interval diverges. The corresponding rate functional, which satisfies the fluctuation theorem, is expressed in terms of a variational problem on the classical Freidlin-Wentzell functional.

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