Cycle symmetries and circulation fluctuations for discrete-time and continuous-time Markov chains

Autor:	Jia, Chen, Jiang, Daquan, Qian, Minping
Rok vydání:	2014
Předmět:	Mathematics - Probability 60J10 60J20 60J27 60J28 60F10
Druh dokumentu:	Working Paper
Popis:	In probability theory, equalities are much less than inequalities. In this paper, we find a series of equalities which characterize the symmetry of the forming times of a family of similar cycles for discrete-time and continuous-time Markov chains. Moreover, we use these cycle symmetries to study the circulation fluctuations for Markov chains. We prove that the empirical circulations of a family of cycles passing through a common state satisfy a large deviation principle with a rate function which has an highly non-obvious symmetry. Finally, we discuss the applications of our work in statistical physics and biochemistry. Comment: 30 pages, 1 figure
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1407.1263 Zobrazit plný text záznamu View this record from Arxiv