Small noise asymptotic of the Gallavotti-Cohen functional for diffusion processes

MaRDI QIDQ3465406zbMATH OpenFDO

Authors Lorenzo Bertini, Giacomo Di Gesù

Publication date 21 January 2016

Full work available at URL https://arxiv.org/abs/1004.2371, http://alea.impa.br/articles/v12/12-28.pdf

zbMATH Keywords

diffusion processesFreidlin-Wentzell estimatesGallavotti-Cohen functionallarge deviations

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Abstract: We consider, for a diffusion process in R^n, the Gallavotti-Cohen functional, defined as the empirical power dissipated in a time interval by the non-conservative part of the drift. We prove a large deviation principle in the limit in which the noise vanishes and the time interval diverges. The corresponding rate functional, which satisfies the fluctuation theorem, is expressed in terms of a variational problem on the classical Freidlin-Wentzell functional.

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(11)

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