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: | Journal of physics. A, Mathematical and theoretical Mathematical and theoretical, 2022-07, Vol.55 (29), p.295001 |
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Hauptverfasser: | , , |
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. |
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ISSN: | 1751-8113 1751-8121 1751-8121 |
DOI: | 10.1088/1751-8121/ac79e6 |