Preprint 36/2006

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

Stefan Adams and Wolfgang König

Contact the author: Please use for correspondence this email.
Submission date: 30. Mar. 2006
Pages: 35
published in: Probability theory and related fields, 142 (2008) 1-2, p. 79-124 
DOI number (of the published article): 10.1007/s00440-007-0099-5
MSC-Numbers: 60F10, 60J65, 82B10, 81S40
Keywords and phrases: Brownian motions, symmetrised distribution, large deviations, systems of Bosons
Download full preprint: PDF (444 kB)

Consider a large system of N Brownian motions in formula11 with some non-degenerate initial measure on some fixed time interval formula13 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 formula19-th motion, where is a uniformly distributed random permutation of formula23. Such systems play an important role in quantum physics in the description of Boson systems at positive temperature formula25.

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 formula35, where formula37 is an N-particle Hamilton operator in a trap.

18.10.2019, 02:13