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

Abstract

For 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 \(F< 0\) else \(\sim \exp - F\). 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.