Large deviations for quadratic functionals of stable Gauss-Markov chains and entropy production

Marco Zamparo, Massimiliano Semeraro

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Abstract

In this paper, we establish a large deviation principle for the entropy production rate of possible non-stationary, centered stable Gauss-Markov chains, verifying the Gallavotti-Cohen symmetry. We reach this goal by developing a large deviation theory for quasi-Toeplitz quadratic functionals of multivariate centered stable Gauss-Markov chains, which differ from a perfect Toeplitz form by the addition of quadratic boundary terms.

Lingua originaleInglese
Numero di articolo023302
RivistaJournal of Mathematical Physics
Volume64
Numero di pubblicazione2
DOI
Stato di pubblicazionePubblicato - 1 feb 2023
Pubblicato esternamente

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