IDEAS home Printed from https://ideas.repec.org/a/spr/eurphb/v93y2020i4d10.1140_epjb_e2020-100605-3.html
   My bibliography  Save this article

Ergodicity and large deviations in physical systems with stochastic dynamics

Author

Listed:
  • Robert L. Jack

    (University of Cambridge
    University of Cambridge)

Abstract

In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble averages. It allows estimation of the probabilities of these events, and their mechanisms. This theory has been applied to a range of physical systems, where it has yielded new insights into entropy production, current fluctuations, metastability, transport processes, and glassy behaviour. We review some of these developments, identifying general principles. We discuss a selection of dynamical phase transitions, and we highlight some connections between large-deviation theory and optimal control theory. Graphical abstract

Suggested Citation

  • Robert L. Jack, 2020. "Ergodicity and large deviations in physical systems with stochastic dynamics," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 93(4), pages 1-22, April.
    • Handle: RePEc:spr:eurphb:v:93:y:2020:i:4:d:10.1140_epjb_e2020-100605-3
    DOI: 10.1140/epjb/e2020-100605-3
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1140/epjb/e2020-100605-3
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1140/epjb/e2020-100605-3?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. David T. Limmer & Chloe Y. Gao & Anthony R. Poggioli, 2021. "A large deviation theory perspective on nanoscale transport phenomena," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 94(7), pages 1-16, July.

    More about this item

    Keywords

    Statistical and Nonlinear Physics;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:eurphb:v:93:y:2020:i:4:d:10.1140_epjb_e2020-100605-3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.