Large deviations conditioned on large deviations. I: Markov chain and Langevin equation

DOI10.1007/s10955-019-02321-4zbMath1433.37005arXiv1807.06543OpenAlexW3100354161MaRDI QIDQ2328683

Tridib Sadhu, Bernard Derrida

Publication date: 10 October 2019

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.06543

zbMATH Keywords

Markov chainLangevin dynamicslarge deviation functionconditioned stochastic process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Large deviations (60F10) Semiclassical techniques, including WKB and Maslov methods applied to problems in quantum theory (81Q20) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

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