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We consider a harmonically bound Brownian particle coupled to two distinct heat reservoirs at different temperatures. We show that the presence of a harmonic trap does not change the large deviation function from the case of a free Brownian particle discussed by Derrida and Brunet and Visco. Likewise, the Gallavotti-Cohen fluctuation theorem related to the entropy production at the heat sources remains in force. We support the analytical results with numerical simulations.

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