TY - JOUR
T1 - Large deviations and ensembles of trajectories in stochastic models
AU - Jack, Robert L
AU - Sollich, P
N1 - Proceedings of the Yukawa International Seminar 2009 (YKIS2009)
PY - 2010
Y1 - 2010
N2 - We consider ensembles of trajectories associated with large deviations of time-integrated quantities in stochastic models. Motivated by proposals that these ensembles are relevant for physical processes such as shearing and glassy relaxation, we show how they can be generated directly using auxiliary stochastic processes. We illustrate our results using the Glauber-Ising chain, for which biased ensembles of trajectories can exhibit ferromagnetic ordering. We discuss the relation between such biased ensembles and quantum phase transitions.
AB - We consider ensembles of trajectories associated with large deviations of time-integrated quantities in stochastic models. Motivated by proposals that these ensembles are relevant for physical processes such as shearing and glassy relaxation, we show how they can be generated directly using auxiliary stochastic processes. We illustrate our results using the Glauber-Ising chain, for which biased ensembles of trajectories can exhibit ferromagnetic ordering. We discuss the relation between such biased ensembles and quantum phase transitions.
UR - http://www.scopus.com/inward/record.url?scp=77955612296&partnerID=8YFLogxK
UR - http://dx.doi.org/10.1143/PTPS.184.304
U2 - 10.1143/PTPS.184.304
DO - 10.1143/PTPS.184.304
M3 - Article
SN - 0375-9687
VL - 184
SP - 304
EP - 317
JO - Progress of Theoretical Physics Supplement
JF - Progress of Theoretical Physics Supplement
ER -