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Sampling rare fluctuations of discrete-time Markov chains

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 نشر من قبل Stephen Whitelam
 تاريخ النشر 2017
  مجال البحث فيزياء
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 تأليف Stephen Whitelam




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We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate functions (and upper bounds on such functions) for dynamical quantities extensive in the length of the Markov chain. We illustrate the method using a series of simple examples, and use it to study the fluctuations of a lattice-based model of active matter that can undergo motility-induced phase separation.



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