Stationarity, time--reversal and fluctuation theory for a class of piecewise deterministic Markov processes

Physics – Condensed Matter – Statistical Mechanics

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45 pages

Scientific paper

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The continuous variable $x$ follows a piecewise deterministic dynamics, the discrete variable $\s$ evolves by a stochastic jump dynamics and the two resulting evolutions are fully--coupled. We study stationarity, reversibility and time--reversal symmetries of the process. Increasing the frequency of the $\s$--jumps, we show that the system behaves asymptotically as deterministic and we investigate the structure of fluctuations (i.e. deviations from the asymptotic behavior), recovering in a non Markovian frame results obtained by Bertini et al. \cite{BDGJL1, BDGJL2, BDGJL3, BDGJL4}, in the context of Markovian stochastic interacting particle systems. Finally, we discuss a Gallavotti--Cohen--type symmetry relation with involution map different from time--reversal. For several examples the above results are recovered by explicit computations.

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