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Large Deviations and Ensembles of Trajectories in Stochastic Models

Authors :
Robert L. Jack
Peter Sollich
Source :
ResearcherID
Publication Year :
2010
Publisher :
Oxford University Press (OUP), 2010.

Abstract

We consider ensembles of trajectories associated with large deviations of time-integrated quantities in stochastic models. Motivated by proposals that these ensembles are relevant for physical processes such as shearing and glassy relaxation, we show how they can be generated directly using auxiliary stochastic processes. We illustrate our results using the Glauber-Ising chain, for which biased ensembles of trajectories can exhibit ferromagnetic ordering. We discuss the relation between such biased ensembles and quantum phase transitions.<br />Comment: 14 pages, 1 fig

Details

ISSN :
03759687
Volume :
184
Database :
OpenAIRE
Journal :
Progress of Theoretical Physics Supplement
Accession number :
edsair.doi.dedup.....183ed814e84af6aa823aa38d3085ef9f