Large systems of path-repellent Brownian motions in a trap at positive temperature

DOI10.1214/EJP.V11-330MaRDI QIDQ850413zbMATH OpenFDO

Authors Stefan Adams, J.-B. Bru, W. König

Publication date 3 November 2006

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0512305, https://eudml.org/doc/127541

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65) Phase transitions (general) in equilibrium statistical mechanics (82B26) Quantum equilibrium statistical mechanics (general) (82B10)

Abstract: We study a model of $N$ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from escaping to infinity, and a pair-interaction Hamiltonian, which imposes a repellency of the $N$ paths. In fact, this interaction is an $N$-dependent regularisation of the Brownian intersection local times, an object which is of independent interest in the theory of stochastic processes. The time horizon (interpreted as the inverse temperature) is kept fixed. We analyse the model for diverging number of Brownian motions in terms of a large deviation principle. The resulting variational formula is the positive-temperature analogue of the well-known Gross-Pitaevskii formula, which approximates the ground state of a certain dilute large quantum system; the kinetic energy term of that formula is replaced by a probabilistic energy functional. This study is a continuation of the analysis in cite{ABK04} where we considered the limit of diverging time (i.e., the zero-temperature limit) with fixed number of Brownian motions, followed by the limit for diverging number of motions. �ibitem[ABK04]{ABK04} {sc S.~Adams, J.-B.~Bru} and {sc W.~K"onig},

ewblock Large deviations for trapped interacting Brownian particles and paths,

ewblock {it Ann. Probab.}, to appear (2004).

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Cited in

(10)

• Large deviations in weakly interacting fermions: Generating functions as Gaussian Berezin integrals and bounds on large Pfaffians
• Large deviations for many Brownian bridges with symmetrised initial-terminal condition
• Gibbs measures on permutations over one-dimensional discrete point sets
• Space-time random walk loop measures
• Phase uniqueness for the Mallows measure on permutations
• Large deviations for trapped interacting Brownian particles and paths
• Asymptotic Feynman-Kac formulae for large symmetrised systems of random walks
• Stochastic description of a Bose-Einstein condensate
• Interacting Brownian Motions and the Gross-Pitaevskii Formula
• Large deviations for symmetrised empirical measures

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