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arXiv · 1909.01858

Anomalous scaling of dynamical large deviations of stationary Gaussian processes

Baruch Meerson
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Abstract

Employing the optimal fluctuation method (OFM), we study the large deviation function of long-time averages $(1/T)\int_{-T/2}^{T/2} x^n(t) dt$, $n=1,2, \dots$, of centered stationary Gaussian processes. These processes are correlated and, in general, non-Markovian. We show that the anomalous scaling with time of the large-deviation function, recently observed for $n>2$ for the particular case of the Ornstein-Uhlenbeck process, holds for a whole class of stationary Gaussian processes.

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BibTeXRIS

Baruch Meerson. 2019-09-04. Anomalous scaling of dynamical large deviations of stationary Gaussian processes. https://doi.org/10.1103/physreve.100.042135

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