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arXiv · 2401.10920

First-Passage Time for Upper Bounds on Fluctuations of Trajectory Observables

V. V. Ryazanov
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Abstract

General upper bounds on fluctuations of trajectory observables were recently obtained. It turned out that the size of fluctuations of dynamical observable is limited from below and from above. For the moment generating function of general upper bounds on the size of fluctuations, the moments (average value and variance) of the size of fluctuations are obtained. A more complex and interesting task is to obtain the first-passage time for process of upper bounds on the moments and first-passage time (FPT) of the observable A, which are obtained by calculating the moments and FPT of the process of upper bound. Characteristic functions, average values and variances of the first-passage time of reaching fluctuations of observables of the trajectory of the Markov chain of positive and negative levels are also obtained. Some general issues of the relationship between the theory of random processes (using the example of the risk theory used) and thermodynamics of trajectories are also considered.

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BibTeXRIS

V. V. Ryazanov. 2024-01-15. First-Passage Time for Upper Bounds on Fluctuations of Trajectory Observables. https://arxiv.org/abs/2401.10920

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