Inequivalence of nonequilibrium path ensembles: the example of stochastic bridges
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Publication:3302174
DOI10.1088/1742-5468/2015/12/P12008zbMATH Open1456.82695arXiv1508.04969OpenAlexW1864277402WikidataQ64457211 ScholiaQ64457211MaRDI QIDQ3302174FDOQ3302174
Authors: Juraj Szavits-Nossan, Martin R. Evans 
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Abstract: We study stochastic processes in which the trajectories are constrained so that the process realises a large deviation of the unconstrained process. In particular we consider stochastic bridges and the question of inequivalence of path ensembles between the microcanonical ensemble, in which the end points of the trajectory are constrained, and the canonical or s ensemble in which a bias or tilt is introduced into the process. We show how ensemble inequivalence can be manifested by the phenomenon of temporal condensation in which the large deviation is realised in a vanishing fraction of the duration (for long durations). For diffusion processes we find that condensation happens whenever the process is subject to a confining potential, such as for the Ornstein-Uhlenbeck process, but not in the borderline case of dry friction in which there is partial ensemble equivalence. We also discuss continuous-space, discrete-time random walks for which in the case of a heavy tailed step-size distribution it is known that the large deviation may be achieved in a single step of the walk. Finally we consider possible effects of several constraints on the process and in particular give an alternative explanation of the interaction-driven condensation in terms of constrained Brownian excursions.
Full work available at URL: https://arxiv.org/abs/1508.04969
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Cited In (16)
- Constrained Brownian processes and constrained Brownian bridges
- Non-equivalence of dynamical ensembles and emergent non-ergodicity
- Effective dynamics of a conditioned generalized linear Glauber model
- Large deviations conditioned on large deviations. I: Markov chain and Langevin equation
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- Universal excursion and bridge shapes in ABBM/CIR/Bessel processes
- Exact solutions for the probability density of various conditioned processes with an entrance boundary
- Conditioned random walks and interaction-driven condensation
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