A framework for the direct evaluation of large deviations in non-Markovian processes

作者:Cavallaro Massimo*; Harris Rosemary J
来源:Journal of Physics A-Mathematical and Theoretical, 2016, 49(47): 47LT02.
DOI:10.1088/1751-8113/49/47/47LT02

摘要

We propose a general framework to simulate stochastic trajectories with arbitrarily long memory dependence and efficiently evaluate large deviation functions associated to time-extensive observables. This extends the 'cloning' procedure of Giardina et al (2006 Phys. Rev. Lett. 96 120603) to non-Markovian systems. We demonstrate the validity of this method by testing non-Markovian variants of an ion-channel model and the totally asymmetric exclusion process, recovering results obtainable by other means.

  • 出版日期2016-11-25