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

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.

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Cited by in corpus (4)

• Statistical fluctuations under resetting: rigorous results
• Entropy production of active Brownian particles going from liquid to hexatic and solid phases
• Work fluctuations for a confined Brownian particle: the role of initial conditions
• Understanding random-walk dynamical phase coexistence through waiting times