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A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus

Alessandra FaggionatoDavide Gabrielli — 2012

Annales de l'I.H.P. Probabilités et statistiques

We consider a generic diffusion on the 1D torus and give a simple representation formula for the large deviation rate functional of its invariant probability measure, in the limit of vanishing noise. Previously, this rate functional had been characterized by M. I. Freidlin and A. D. Wentzell as solution of a rather complex optimization problem. We discuss this last problem in full generality and show that it leads to our formula. We express the rate functional by means of a geometric transformation...

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