Anomalous scaling of dynamical large deviations of stationary Gaussian processes

DOI10.1103/PHYSREVE.100.042135MaRDI QIDQ6324677zbMATH OpenWikidataFDO

Authors Baruch Meerson

Publication date 4 September 2019

Full work available at URL https://doi.org/10.1103/PHYSREVE.100.042135

Abstract: Employing the optimal fluctuation method (OFM), we study the large deviation function of long-time averages $(1/T)in{t}_{-T/2}^{T/2}{x}^n(t)dt$, $n=1,2,dots$, of centered stationary Gaussian processes. These processes are correlated and, in general, non-Markovian. We show that the anomalous scaling with time of the large-deviation function, recently observed for $n>2$ for the particular case of the Ornstein-Uhlenbeck process, holds for a whole class of stationary Gaussian processes.

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