Large deviations and ensembles of trajectories in stochastic models

Reference:

Jack, R. L. and Sollich, P., 2010. Large deviations and ensembles of trajectories in stochastic models. Progress of Theoretical Physics Supplement, 184, pp. 304-317.

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Official URL:

http://dx.doi.org/10.1143/PTPS.184.304

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.

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