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 originale | Inglese |
|---|---|
| Numero di articolo | 023302 |
| Rivista | Journal of Mathematical Physics |
| Volume | 64 |
| Numero di pubblicazione | 2 |
| DOI | |
| Stato di pubblicazione | Pubblicato - 1 feb 2023 |
| Pubblicato esternamente | Sì |
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