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

Marco Zamparo; Massimiliano Semeraro

doi:10.1063/5.0096315

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arXiv · 2204.08059

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

Marco Zamparo·Massimiliano Semeraro

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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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BibTeX RIS

Marco Zamparo, Massimiliano Semeraro. 2022-04-17. Large deviations for quadratic functionals of stable Gauss-Markov chains and entropy production. https://doi.org/10.1063/5.0096315

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