Large deviations for many Brownian bridges with symmetrised initial-terminal condition

Consider a large system of $N$ Brownian motions in $\mathbb{R}^d$ with some non-degenerate initial measure on some fixed time interval $[0,\beta]$ with symmetrised initial-terminal condition. That is, for any $i$, the terminal location of the $i$-th motion is affixed to the initial point of the $\sigma(i)$-th motion, where $\sigma$ is a uniformly distributed random permutation of $1,...,N$. Such systems play an important role in quantum physics in the description of Boson systems at positive temperature $1/\beta$. In this paper, we describe the large-N behaviour of the empirical path measure (the mean of the Dirac measures in the $N$ paths) and of the mean of the normalised occupation measures of the $N$ motions in terms of large deviations principles. The rate functions are given as variational formulas involving certain entropies and Fenchel-Legendre transforms. Consequences are drawn for asymptotic independence statements and laws of large numbers. In the special case related to quantum physics, our rate function for the occupation measures turns out to be equal to the well-known Donsker-Varadhan rate function for the occupation measures of one motion in the limit of diverging time. This enables us to prove a simple formula for the large-N asymptotic of the symmetrised trace of ${\rm e}^{-\beta \mathcal{H}_N}$, where $\mathcal{H}_N$ is an $N$-particle Hamilton operator in a trap

Asymptotics for the Wiener sausage among Poissonian obstacles

We consider the Wiener sausage among Poissonian obstacles. The obstacle is called hard if Brownian motion entering the obstacle is immediately killed, and is called soft if it is killed at certain rate. It is known that Brownian motion conditioned to survive among obstacles is confined in a ball near its starting point. We show the weak law of large numbers, large deviation principle in special cases and the moment asymptotics for the volume of the corresponding Wiener sausage. One of the consequence of our results is that the trajectory of Brownian motion almost fills the confinement ball.Comment: 19 pages, Major revision made for publication in J. Stat. Phy

Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise

The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large deviation principle for different types of SPDE such as stochastic reaction-diffusion equations, stochastic porous media equations and fast diffusion equations, and the stochastic p-Laplace equation in Hilbert space. The weak convergence approach is employed in the proof to establish the Laplace principle, which is equivalent to the large deviation principle in our framework.Comment: 31 pages, published in Appl. Math. Opti

Transport Properties of a Chain of Anharmonic Oscillators with random flip of velocities

We consider the stationary states of a chain of $n$ anharmonic coupled oscillators, whose deterministic hamiltonian dynamics is perturbed by random independent sign change of the velocities (a random mechanism that conserve energy). The extremities are coupled to thermostats at different temperature $T_\ell$ and $T_r$ and subject to constant forces $\tau_\ell$ and $\tau_r$. If the forces differ $\tau_\ell \neq \tau_r$ the center of mass of the system will move of a speed $V_s$ inducing a tension gradient inside the system. Our aim is to see the influence of the tension gradient on the thermal conductivity. We investigate the entropy production properties of the stationary states, and we prove the existence of the Onsager matrix defined by Green-kubo formulas (linear response). We also prove some explicit bounds on the thermal conductivity, depending on the temperature.Comment: Published version: J Stat Phys (2011) 145:1224-1255 DOI 10.1007/s10955-011-0385-

Annealed lower tails for the energy of a polymer

We consider the energy of a randomly charged polymer. We assume that only charges on the same site interact pairwise. We study the lower tails of the energy, when averaged over both randomness, in dimension three or more. As a corollary, we obtain the correct temperature-scale for the Gibbs measure.Comment: 27 page

Large deviations of lattice Hamiltonian dynamics coupled to stochastic thermostats

We discuss the Donsker-Varadhan theory of large deviations in the framework of Hamiltonian systems thermostated by a Gaussian stochastic coupling. We derive a general formula for the Donsker-Varadhan large deviation functional for dynamics which satisfy natural properties under time reversal. Next, we discuss the characterization of the stationary state as the solution of a variational principle and its relation to the minimum entropy production principle. Finally, we compute the large deviation functional of the current in the case of a harmonic chain thermostated by a Gaussian stochastic coupling.Comment: Revised version, published in Journal of Statistical Physic

Heat bounds and the blowtorch theorem

We study driven systems with possible population inversion and we give optimal bounds on the relative occupations in terms of released heat. A precise meaning to Landauer's blowtorch theorem (1975) is obtained stating that nonequilibrium occupations are essentially modified by kinetic effects. Towards very low temperatures we apply a Freidlin-Wentzel type analysis for continuous time Markov jump processes. It leads to a definition of dominant states in terms of both heat and escape rates.Comment: 11 pages; v2: minor changes, 1 reference adde

Sample-size dependence of the ground-state energy in a one-dimensional localization problem

We study the sample-size dependence of the ground-state energy in a one-dimensional localization problem, based on a supersymmetric quantum mechanical Hamiltonian with random Gaussian potential. We determine, in the form of bounds, the precise form of this dependence and show that the disorder-average ground-state energy decreases with an increase of the size $R$ of the sample as a stretched-exponential function, $\exp( - R^{z})$, where the characteristic exponent $z$ depends merely on the nature of correlations in the random potential. In the particular case where the potential is distributed as a Gaussian white noise we prove that $z = 1/3$. We also predict the value of $z$ in the general case of Gaussian random potentials with correlations.Comment: 30 pages and 4 figures (not included). The figures are available upon reques

An Empirical Process Central Limit Theorem for Multidimensional Dependent Data

Let $(U_n(t))_{t\in\R^d}$ be the empirical process associated to an $\R^d$-valued stationary process $(X_i)_{i\ge 0}$. We give general conditions, which only involve processes $(f(X_i))_{i\ge 0}$ for a restricted class of functions $f$, under which weak convergence of $(U_n(t))_{t\in\R^d}$ can be proved. This is particularly useful when dealing with data arising from dynamical systems or functional of Markov chains. This result improves those of [DDV09] and [DD11], where the technique was first introduced, and provides new applications.Comment: to appear in Journal of Theoretical Probabilit

Pascal Principle for Diffusion-Controlled Trapping Reactions

"All misfortune of man comes from the fact that he does not stay peacefully in his room", has once asserted Blaise Pascal. In the present paper we evoke this statement as the "Pascal principle" in regard to the problem of survival of an "A" particle, which performs a lattice random walk in presence of a concentration of randomly moving traps "B", and gets annihilated upon encounters with any of them. We prove here that at sufficiently large times for both perfect and imperfect trapping reactions, for arbitrary spatial dimension "d" and for a rather general class of random walks, the "A" particle survival probability is less than or equal to the survival probability of an immobile target in the presence of randomly moving traps.Comment: 4 pages, RevTex, appearing in PR