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.
Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production
Marco Zamparo
;Massimiliano Semeraro
2023-01-01
Abstract
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.File in questo prodotto:
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