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- W2022793216 abstract "We introduce a general method, based on a mapping onto quantum mechanics, for investigating the large-$T$ limit of the distribution $P(r,T)$ of the nonlinear functional $r[V]=(1/T){ensuremath{int}}_{0}^{T}{mathrm{dT}}^{ensuremath{'}}V[{X(T}^{ensuremath{'}})],$ where $V(X)$ is an arbitrary function of the stationary Gaussian Markov process $X(T).$ For $stackrel{ensuremath{rightarrow}}{T}ensuremath{infty}$ at fixed r we obtain $P(r,T)ensuremath{sim}mathrm{exp}[ensuremath{-}ensuremath{theta}(r)T],$ where $ensuremath{theta}(r)$ is a large-deviation function. We present explicit results for a number of special cases including $V(X)=XH(X)$ [where $H(X)$ is the Heaviside function], which is related to the cooling and the heating degree days relevant to weather derivatives." @default.
- W2022793216 created "2016-06-24" @default.
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- W2022793216 date "2002-05-17" @default.
- W2022793216 modified "2023-10-15" @default.
- W2022793216 title "Large-deviation functions for nonlinear functionals of a Gaussian stationary Markov process" @default.
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- W2022793216 doi "https://doi.org/10.1103/physreve.65.051112" @default.
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