论文标题
稳定高斯 - 马尔科夫链和熵产生的二次功能的大偏差
Large deviations for quadratic functionals of stable Gauss-Markov chains and entropy production
论文作者
论文摘要
在本文中，我们为可能的非平稳，中心稳定的高斯 - 马尔科夫链的熵生产率建立了一个较大的偏差原理，从而验证了Gallavotti-Cohen对称性。我们通过为多元中心稳定的高斯 - 马尔科夫链开发出大型偏离二次功能的大偏差理论来实现这一目标，该链与完美的toeplitz形式不同，通过添加二次边界项。
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.
