Direct evaluation of dynamical large-deviation rate functions using a variational ansatz

Understand

We describe a simple form of importance sampling designed to bound and compute large-deviation rate functions for time-extensive dynamical observables in continuous-time Markov chains.

• We start with a model, defined by a set of rates, and a time-extensive dynamical observable.
• We construct a reference model, a variational ansatz for the behavior of the original model conditioned on atypical values of the observable.
• Direct simulation of the reference model provides an upper bound on the large-deviation rate function associated with the original model, an estimate of the tightness of the bound, and, if the ansatz is chosen well, the exact rate function.