A framework for the direct evaluation of large deviations in non-Markovian processes

Abstract

We propose a general framework to simulate stochastic trajectories with arbitrarily long memory dependence and efficiently evaluate large deviation functions associated to time-extensive observables. This extends the "cloning" procedure of Giardiná et al. [Phys. Rev. Lett. 96, 120603 (2006)] to non-Markovian systems. We demonstrate the validity of this method by testing non-Markovian variants of an ion-channel model and the Totally Asymmetric Exclusion Process, recovering results obtainable by other means.

15 pages, 3 figures, supplemental material. v5, typo and transcription errors from the journal version corrected; further commentary on these changes (which do not alter the main scientific results) can be found in the official Corrigendum [DOI: 10.1088/1751-8121/ae35ed]

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• Towards neural reinforcement learning for large deviations in nonequilibrium systems with memory
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