Asymptotic Feynman-Kac Formulae for large Symmetrised systems of Random Walks

Adams, Stefan and Dorlas, T. C. (2006) Asymptotic Feynman-Kac Formulae for large Symmetrised systems of Random Walks. (Preprint)

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We study large deviations principles for N random processes on the lattice Z_d with finite time horizon [0, β] under a symmetrised measure where all initial and terminal points are uniformly given by a random permutation. That is, given a permutation σ of N elements and a vector (x_1 , . . . , x_N) of N initial points we let the random processes terminate in the points (x_σ(1) , . . . , x_σ(N)) and then sum over all possible permutations and initial points, weighted with an initial distribution. There is a two-level random mechanism and we prove two-level large deviations principles for the mean of empirical path measures, for the mean of paths and for the mean of occupation local times under this symmetrised measure. The symmetrised measure cannot be written as any product of single random process distributions. We show a couple of important applications of these results in quantum statistical mechanics using the Feynman-Kac formulae representing traces of certain trace class operators. In particular we prove a non-commutative Varadhan Lemma for quantum spin systems with Bose-Einstein statistics and mean field interactions. A special case of our large deviations principle for the mean of occupation local times of N simple random walks has the Donsker-Varadhan rate function as the rate function for the limit N → ∞ but for finite time β. We give an interpretation in quantum statistical mechanics for this surprising result.

Item Type: Article
Uncontrolled Keywords: large deviations, large systems of random processes with symmetrised initial-terminal conditions, Feynman-Kac formula, Bose-Einstein statistics, non-commutative Varadhan Lemma, quantum spin systems, Donsker-Varadhan function
Divisions: School of Theoretical Physics > Preprints
Date Deposited: 19 Jun 2018 13:46
Last Modified: 17 Dec 2022 10:09

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