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Prog. Theor. Phys. Supplement No. 184 (2010) pp. 304-317

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Large Deviations and Ensembles of Trajectories in Stochastic Models

Robert L. Jack1 and Peter Sollich2

1Department of Physics, University of Bath, Bath BA2 7AY, UK
2King's College London, Department of Mathematics, London WC2R 2LS, UK

Abstract:

We consider ensembles of trajectories associated with large deviations of time-integrated quantities in stochastic models. Motivated by proposals that these ensembles are relevant for physical processes such as shearing and glassy relaxation, we show how they can be generated directly using auxiliary stochastic processes. We illustrate our results using the Glauber-Ising chain, for which biased ensembles of trajectories can exhibit ferromagnetic ordering. We discuss the relation between such biased ensembles and quantum phase transitions.


URL : http://ptp.ipap.jp/link?PTPS/184/304/
DOI : 10.1143/PTPS.184.304

[ Full Text PDF : OPEN SELECT (200K) ] Citation:

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