Large deviations for quadratic functionals of stable Gauss-Markov chains and entropy production

Autor: Zamparo, Marco, Semeraro, Massimiliano
Rok vydání: 2022
Předmět:
Zdroj: J. Math. Phys. 64, 023302 (2023)
Druh dokumentu: Working Paper
DOI: 10.1063/5.0096315
Popis: In this paper we establish a large deviation principle for the entropy production rate of possible non-stationary, centered stable Gauss-Markov chains, verifying the Gallavotti-Cohen symmetry. We reach this goal by developing a large deviation theory for quasi-Toeplitz quadratic functionals of multivariate centered stable Gauss-Markov chains, which differ from a perfect Toeplitz form by the addition of quadratic boundary terms.
Databáze: arXiv