Large deviations of a long-time average in the Ehrenfest urn model

DOI10.1088/1742-5468/AABBC7MaRDI QIDQ4964587zbMATH OpenOpenAlexFDO

Authors Baruch Meerson, Pini Zilber

Publication date 2 March 2021

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1712.04929

Mathematics Subject Classification ID

Large deviations (60F10) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Abstract: Since its inception in 1907, the Ehrenfest urn model (EUM) has served as a test bed of key concepts of statistical mechanics. Here we employ this model to study large deviations of a time-additive quantity. We consider two continuous-time versions of the EUM with $K$ urns and $N$ balls: without and with interactions between the balls in the same urn. We evaluate the probability distribution $$ that the average number of balls in one urn over time $T$, $$, takes any specified value $aN$, where $0leqaleq1$. For long observation time, $Toinfty$, a Donsker-Varadhan large deviation principle holds: $$, where $dots$ denote additional parameters of the model. We calculate the rate function $I(a,N,K,dots)$ exactly by two different methods due to Donsker and Varadhan and compare the exact results with those obtained with a variant of WKB approximation (after Wentzel, Kramers and Brillouin). In the absence of interactions the WKB prediction for $I(a,N,K,dots)$ is exact for any $N$. In the presence of interactions the WKB method gives asymptotically exact results for $Ngg1$. The WKB method also uncovers the (very simple) time history of the system which dominates the contribution of different time histories to $$.

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Cited in

(8)

• On the distribution of the hitting time for the \(N\)-urn Ehrenfest model
• Of dogs and fleas: the dynamics of N uncoupled two-state systems
• On time's arrow in Ehrenfest models with reversible deterministic dynamics
• Reversing the drift of the Ehrenfest urn model and three conditionings
• Mean transition times for the Ehrenfest urn model
• Large deviation of long time average for a stochastic process: an alternative method
• A New Method for Computing the Expected Hitting Time between Arbitrary Different Configurations of the Multiple–Urn Ehrenfest Model
• Hydrodynamics of the generalized N-urn Ehrenfest model

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