Large deviations for diffusions: Donsker-Varadhan meet Freidlin-Wentzell
| Autor: | Bertini, Lorenzo, Gabrielli, Davide, Landim, Claudio |
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| Rok vydání: | 2022 |
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| Druh dokumentu: | Working Paper |
| Popis: | We consider a diffusion process on $\mathbb R^n$ and prove a large deviation principle for the empirical process in the joint limit in which the time window diverges and the noise vanishes. The corresponding rate function is given by the expectation of the Freidlin-Wentzell functional per unit of time. As an application of this result, we obtain a variational representation of the rate function for the Gallavotti-Cohen observable in the small noise and large time limits. Comment: To appear in Ensaios Matem\'aticos in a special issue dedicated to Errico Presutti |
| Databáze: | arXiv |
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