Multicyclic Norias: A First-Transition Approach to Extreme Values of the Currents

Abstract

AbstractFor continuous-time Markov chains we prove that, depending on the notion of effective affinity F, the probability of an edge current to ever become negative is either 1 if $$F< 0$$ F < 0 else $$\sim \exp - F$$ ∼ exp - F . The result generalizes a “noria” formula to multicyclic networks. We give operational insights on the effective affinity and compare several estimators, arguing that stopping problems may be more accurate in assessing the nonequilibrium nature of a system according to a local observer. Finally we elaborate on the similarity with the Boltzmann formula. The results are based on a constructive first-transition approach.