On the Relation between Gradient Flows and the Large-Deviation Principle, with Applications to Markov Chains and Diffusion

Abstract

Motivated by the occurrence in rate functions of pathwise large-deviation principles, we study a class of non-negative functions (formula presented) that induce a flow, given by (formula presented) (ρt, ρ?t ) = 0. We derive necessary and sufficient conditions for the unique existence of a generalized gradient structure for the induced flow, as well as explicit formulas for the corresponding driving entropy and dissipation functional. In particular, we show how these conditions can be given a probabilistic interpretation when (formula presented) is associated to the large deviations of a microscopic particle system. Finally, we illustrate the theory for independent Brownian particles with drift, which leads to the entropy-Wasserstein gradient structure, and for independent Markovian particles on a finite state space, which leads to a previously unknown gradient structure.