Asymptotic equivalence of probability measures and stochastic processes

DOI10.1007/S10955-018-1965-5zbMATH Open1391.82024arXiv1708.02890OpenAlexW3102813259MaRDI QIDQ1753262FDOQ1753262

Hugo Touchette

Publication date: 28 May 2018

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: Let $P_n$ and $Q_n$ be two probability measures representing two different probabilistic models of some system (e.g., an $n$-particle equilibrium system, a set of random graphs with $n$ vertices, or a stochastic process evolving over a time $n$) and let $M_n$ be a random variable representing a 'macrostate' or 'global observable' of that system. We provide sufficient conditions, based on the Radon-Nikodym derivative of $P_n$ and $Q_n$, for the set of typical values of $M_n$ obtained relative to $P_n$ to be the same as the set of typical values obtained relative to $Q_n$ in the limit $nightarrowinfty$. This extends to general probability measures and stochastic processes the well-known thermodynamic-limit equivalence of the microcanonical and canonical ensembles, related mathematically to the asymptotic equivalence of conditional and exponentially-tilted measures. In this more general sense, two probability measures that are asymptotically equivalent predict the same typical or macroscopic properties of the system they are meant to model.

Full work available at URL: https://arxiv.org/abs/1708.02890

zbMATH Keywords

equivalence of ensembleslarge deviation theorynonequilibrium systemsequilibrium systems

Mathematics Subject Classification ID

Large deviations (60F10) Continuum models (systems of particles, etc.) arising in equilibrium statistical mechanics (82B21) Statistical thermodynamics (82B30)

Cites Work

• Title not available (Why is that?)
• Convex Analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic equivalence and contiguity of some random graphs
• Title not available (Why is that?)
• Large deviations
• Time reversal of diffusions
• Title not available (Why is that?)
• A Gallavotti-Cohen-type symmetry in the large deviation functional for stochastic dynamics
• Large Deviations and Ensembles of Trajectories in Stochastic Models
• Two divergence-rate counterexamples
• Stochastic Processes and Applications
• Thermodynamic formalism for systems with Markov dynamics
• Large deviation principles and complete equivalence and nonequivalence results for pure and mixed ensembles
• Fluctuation theorems for stochastic dynamics
• Methods for calculating nonconcave entropies
• Title not available (Why is that?)
• The equivalence of ensembles for lattice systems: Some examples and a counterexample
• Nonequilibrium Markov processes conditioned on large deviations
• Equivalence and nonequivalence of ensembles: thermodynamic, macrostate, and measure levels
• Flows, currents, and cycles for Markov chains: large deviation asymptotics
• The generalized canonical ensemble and its universal equivalence with the microcanonical ensemble
• Asymptotic equivalence of probability measures and stochastic processes
• Title not available (Why is that?)
• A formal view on level 2.5 large deviations and fluctuation relations
• Unbiased sampling of network ensembles
• Ensemble nonequivalence in random graphs with modular structure
• Relative entropy and waiting times for continuous-time Markov processes
• Variational and optimal control representations of conditioned and driven processes

Cited In (10)

• Asymptotic equivalence of probability measures and stochastic processes
• Asymptotic statistical equivalence for scalar ergodic diffusions
• Is breaking of ensemble equivalence monotone in the number of constraints?
• Covariance structure behind breaking of ensemble equivalence in random graphs
• Current fluctuations in a semi-infinite line
• Efficient large deviation estimation based on importance sampling
• Title not available (Why is that?)
• Current large deviations for partially asymmetric particle systems on a ring
• Equivalent deterministic inputs for random processes
• Title not available (Why is that?)

This page was built for publication: Asymptotic equivalence of probability measures and stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1753262)