Large-deviation principles of switching Markov processes via Hamilton-Jacobi equations
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Publication:6313002
Hamilton-Jacobi equations (35F21) Large deviations (60F10) Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Biomechanics (92C10)
Abstract: We prove pathwise large-deviation principles of switching Markov processes by exploiting the connection to associated Hamilton-Jacobi equations, following Jin Feng's and Thomas Kurtz's method. In the limit that we consider, we show how the large-deviation problem in path-space reduces to a spectral problem of finding principal eigenvalues. The large-deviation rate functions are given in action-integral form. As an application, we demonstrate how macroscopic transport properties of stochastic models of molecular motors can be deduced from an associated principal-eigenvalue problem. The precise characterization of the macroscopic velocity in terms of principal eigenvalues implies that breaking of detailed balance is necessary for obtaining transport. In this way, we extend and unify existing results about molecular motors and place them in the framework of stochastic processes and large-deviation theory.
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