Asymmetric scaling in large deviations for rare values bigger or smaller than the typical value

Abstract

In various disordered systems or non-equilibrium dynamical models, the large deviations of some observables have been found to display different scalings for rare values bigger or smaller than the typical value. In the present paper, we revisit the simpler observables based on independent random variables, namely the empirical maximum, the empirical average, the empirical non-integer moments or other additive empirical observables, in order to describe the cases where asymmetric large deviations already occur. The unifying starting point to analyze the large deviations of these various empirical observables is given by the Sanov theorem for the large deviations of the empirical histogram : the rate function corresponds to the relative entropy with respect to the true probability distribution and it can be optimized in the presence of the appropriate constraints. Finally, the physical meaning of large deviations rate functions is discussed from the renormalization perspective.

arXiv comment19 pages

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