Graph-combinatorial approach for large deviations of Markov chains

We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the finite-time moment generating function, which is split in cycles and...

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Veröffentlicht in:arXiv.org 2022-06
Hauptverfasser: Carugno, Giorgio, Vivo, Pierpaolo, Coghi, Francesco
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider discrete-time Markov chains and study large deviations of the pair empirical occupation measure, which is useful to compute fluctuations of pure-additive and jump-type observables. We provide an exact expression for the finite-time moment generating function, which is split in cycles and paths contributions, and scaled cumulant generating function of the pair empirical occupation measure via a graph-combinatorial approach. The expression obtained allows us to give a physical interpretation of interaction and entropic terms, and of the Lagrange multipliers, and may serve as a starting point for sub-leading asymptotics. We illustrate the use of the method for a simple two-state Markov chain.
ISSN:2331-8422
DOI:10.48550/arxiv.2201.00582