Effective interactions and large deviations in stochastic processes

R. L. Jack, P. Sollich

Research output: Contribution to journalArticle

36 Citations (Scopus)
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Abstract

We discuss the relationships between large deviations in stochastic systems, and “effective interactions” that induce particular rare events. We focus on the nature of these effective interactions in physical systems with many interacting degrees of freedom, which we illustrate by reviewing several recent studies. We describe the connections between effective interactions, large deviations at “level 2.5”, and the theory of optimal control. Finally, we discuss possible physical applications of variational results associated with those theories.

Original languageEnglish
Pages (from-to)2351-2367
Number of pages17
JournalEuropean Physical Journal - Special Topics
Volume224
Issue number12
Early online date22 Jun 2015
DOIs
Publication statusPublished - Sep 2015

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Stochastic systems
stochastic processes
Random processes
deviation
reviewing
interactions
optimal control
degrees of freedom

Cite this

Effective interactions and large deviations in stochastic processes. / Jack, R. L.; Sollich, P.

In: European Physical Journal - Special Topics, Vol. 224, No. 12, 09.2015, p. 2351-2367.

Research output: Contribution to journalArticle

Jack, R. L. ; Sollich, P. / Effective interactions and large deviations in stochastic processes. In: European Physical Journal - Special Topics. 2015 ; Vol. 224, No. 12. pp. 2351-2367.
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