Symmetries and Zero Modes in Sample Path Large Deviations
نویسندگان
چکیده
Sharp large deviation estimates for stochastic differential equations with small noise, based on minimizing the Freidlin-Wentzell action functional under appropriate boundary conditions, can be obtained by integrating certain matrix Riccati along minimizers or instantons, either forward backward in time. Previous works this direction often rely existence of isolated positive definite second variation. By adopting techniques from field theory and explicitly evaluating prefactors as determinant ratios using Forman's theorem, we extend approach to general systems where degenerate submanifolds exist. The key technique is a boundary-type regularization variation operator. This extension particularly relevant if system possesses continuous symmetries that are broken instantons. We find removing vanishing eigenvalues associated zero modes possible within formulation amounts modifying initial final conditions evaluation matrices. apply our results multiple examples including dynamical phase transition average surface height short-time deviations one-dimensional Kardar-Parisi-Zhang equation flat profile.
منابع مشابه
Sample - Path Large Deviations
This paper considers Gaussian flows multiplexed in a queueing network. A single node being a useful but often incomplete setting, we examine more advanced models. We focus on a (twonode) tandem queue, fed by a large number of Gaussian inputs. With service rates and buffer sizes at both nodes scaled appropriately, Schilder’s sample-path large deviations theorem can be applied to calculate the as...
متن کاملSample path large deviations and intree networks
Using the contraction principle, in this paper we derive a set of closure properties for sample path large deviations. These properties include sum, reduction, composition and reeection mapping. Using these properties, we show that the exponential decay rates of the steady state queue length distributions in an intree network with routing can be derived by a set of recursive equations. The solu...
متن کاملSample-Path Large Deviations in Credit Risk
Disclaimer/Complaints regulations If you believe that digital publication of certain material infringes any of your rights or (privacy) interests, please let the Library know, stating your reasons. In case of a legitimate complaint, the Library will make the material inaccessible and/or remove it from the website. Please Ask the Library: http://uba.uva.nl/en/contact, or a letter to: Library of ...
متن کاملSample Path Large Deviations for Order Statistics
We consider the sample paths of the order statistics of independent and identically distributed random variables with common distribution function F . If F is strictly increasing but possibly having discontinuities, we prove that the sample paths of the order statistics satisfy the large deviation principle in the Skorokhod M1 topology. Sanov’s theorem is deduced in the SkorokhodM ′ 1 topology ...
متن کاملSample Path Large Deviations for Squares of Stationary Gaussian Processes
In this paper, we show large deviations for random step functions of type
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2023
ISSN: ['0022-4715', '1572-9613']
DOI: https://doi.org/10.1007/s10955-022-03051-w