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Anomalous scaling of dynamical large deviations of stationary Gaussian processes

Published 4 Sep 2019 in cond-mat.stat-mech and math.PR | (1909.01858v2)

Abstract: Employing the optimal fluctuation method (OFM), we study the large deviation function of long-time averages $(1/T)\int_{-T/2}{T/2} xn(t) dt$, $n=1,2, \dots$, of centered stationary Gaussian processes. These processes are correlated and, in general, non-Markovian. We show that the anomalous scaling with time of the large-deviation function, recently observed for $n>2$ for the particular case of the Ornstein-Uhlenbeck process, holds for a whole class of stationary Gaussian processes.

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