Dynamical fluctuations and large deviations in systems
with and without detailed balance
Robert Jack, Cambridge
Abstract:
Among Markov processes that share the same invariant measure,
it can be argued that reversible processes are the slowest to
converge to their steady states. We consider time-averages
of the empirical current and density in such processes -- for
large times these obey a large deviation principle. By
analysing these large deviation principles, we offer a geometrical
interpretation of the slow convergence of reversible
processes. We discuss the consequences of these results for
physical systems driven far from equilibrium, and for Markov Chain
Monte Carlo sampling methods.
[Joint work with Marcus Kaiser and Johannes Zimmer, University of
Bath
Kaiser, RLJ and Zimmer, J Stat Phys 168, 259 (2017); and
arXiv:1708.01453 ]