Phenomenological Structure for the Large Deviation Principle in Time-Series Statistics

Phenomenological Structure for the Large Deviation Principle in Time-Series Statistics
Author :
Publisher : Springer
Total Pages : 136
Release :
ISBN-10 : 9789812878113
ISBN-13 : 9812878114
Rating : 4/5 (13 Downloads)

Book Synopsis Phenomenological Structure for the Large Deviation Principle in Time-Series Statistics by : Takahiro Nemoto

Download or read book Phenomenological Structure for the Large Deviation Principle in Time-Series Statistics written by Takahiro Nemoto and published by Springer. This book was released on 2015-11-06 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis describes a method to control rare events in non-equilibrium systems by applying physical forces to those systems but without relying on numerical simulation techniques, such as copying rare events. In order to study this method, the book draws on the mathematical structure of equilibrium statistical mechanics, which connects large deviation functions with experimentally measureable thermodynamic functions. Referring to this specific structure as the “phenomenological structure for the large deviation principle”, the author subsequently extends it to time-series statistics that can be used to describe non-equilibrium physics. The book features pedagogical explanations and also shows many open problems to which the proposed method can be applied only to a limited extent. Beyond highlighting these challenging problems as a point of departure, it especially offers an effective means of description for rare events, which could become the next paradigm of non-equilibrium statistical mechanics.


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