Large deviations in non-reversible Markov processes

Prelegent(ci)

Christian Maes

Afiliacja

(Katholieke Universiteit Leuven)

Termin

4 czerwca 2008 16:15

Pokój

p. 5840

Seminarium

Seminarium Zakładu Biomatematyki i Teorii Gier

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We show differences in the structure of dynamical fluctuations for Markov processes between the reversible and non-reversible case. The rate function for the occupation statistics is connected with the entropy production, and the study of current fluctuations involves characterizations of the largest eigenvalue of some non-normal matrices. This is a joint work with Karel Netocny.

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