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Noise correction of large deviations with anomalous scaling

  • African Institute for Mathematical Sciences (AIMS)
    ,
  • Stellenbosch University
Research Output:
Journal Article or Conference Article in Journal
Journal article
Peer-review

Publication Information

Output type

Research Output:
Journal Article or Conference Article in Journal
Journal article
Peer-review

Original language

English

Journal (Volume, Issue Number)

Physical Review E (Issue 105)

Publication milestones

  • Published - 03/06/2022

Publication status

Published - 03/06/2022

ISSN

2470-0045

Publication IDs

  • ORCID: /0000-0001-8052-9286/work/113966763
  • Scopus: 85131921797

Abstract

We present a path integral calculation of the probability distribution associated with the time-integrated moments of the Ornstein-Uhlenbeck process that includes the Gaussian prefactor in addition to the dominant path or instanton term obtained in the low-noise limit. The instanton term was obtained recently [D. Nickelsen and H. Touchette, Phys. Rev. Lett. 121, 090602 (2018)] and shows that the large deviations of the time-integrated moments are anomalous in the sense that the logarithm of their distribution scales nonlinearly with the integration time. The Gaussian prefactor gives a correction to the low-noise approximation and leads us to define an instanton variance giving some insights as to how anomalous large deviations are created in time. The results are compared with simulations based on importance sampling, extending our previous results based on direct Monte Carlo simulations. We conclude by explaining why many of the standard analytical and numerical methods of large deviation theory fail in the case of anomalous large deviations.

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