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Register a new userLarge deviations conditioned on large deviations I: Markov chain and Langevin equation
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We present a systematic analysis of stochastic processes conditioned on an empirical measure $Q_T$ defined in a time interval $[0,T]$ for large $T$. We build our analysis starting from a discrete time Markov chain. Results for a continuous time Markov process and Langevin dynamics are derived as limiting cases. We show how conditioning on a value of $Q_T$ modifies the dynamics. For a Langevin dynamics with weak noise, we introduce conditioned large deviations functions and calculate them using either a WKB method or a variational formulation. This allows us, in particular, to calculate the typical trajectory and the fluctuations around this optimal trajectory when conditioned on a certain value of $Q_T$.
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For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large time. We determine the conditioned large deviation function of density by a microscopic calculation. We then show that it can be expressed in terms of the solutions of Hamilton-Jacobi equations, which can be written for general diffusive systems using a fluctuating hydrodynamics description.
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Among the Markov chains breaking detailed-balance that have been proposed in the field of Monte-Carlo sampling in order to accelerate the convergence towards the steady state with respect to the detailed-balance dynamics, the idea of Lifting consists in duplicating the configuration space into two copies $sigma=pm$ and in imposing directed flows in each copy in order to explore the configuration space more efficiently. The skew-detailed-balance Lifted-Markov-chain introduced by K. S. Turitsyn, M. Chertkov and M. Vucelja [Physica D Nonlinear Phenomena 240 , 410 (2011)] is revisited for the Curie-Weiss mean-field ferromagnetic model, where the dynamics for the magnetization is closed. The large deviations at various levels for empirical time-averaged observables are analyzed and compared with their detailed-balance counterparts, both for the discrete extensive magnetization $M$ and for the continuous intensive magnetization $m=frac{M}{N}$ for large system-size $N$.
Motivated by the study of rare events for a typical genetic switching model in systems biology, in this paper we aim to establish the general two-scale large deviations for chemical reaction systems. We build a formal approach to explicitly obtain the large deviation rate functionals for the considered two-scale processes based upon the second-quantization path integral technique. We get three important types of large deviation results when the underlying two times scales are in three different regimes. This is realized by singular perturbation analysis to the rate functionals obtained by path integral. We find that the three regimes possess the same deterministic mean-field limit but completely different chemical Langevin approximations. The obtained results are natural extensions of the classical large volume limit for chemical reactions. We also discuss its implication on the single-molecule Michaelis-Menten kinetics. Our framework and results can be applied to understand general multi-scale systems including diffusion processes.
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