Search for: All records

We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers (LLN) of the empirical measure in this asymptotic regime is given by the unique equilibrium of the noiseless dynamics. Due to degeneracy of the noise in the limit, the methods of Donsker and Varadhan [Comm. Pure Appl. Math. 29 (1976), pp. 389–461] are not directly applicable and new ideas are needed. Second, we study a system of slow-fast diffusions where both the slow and the fast components have vanishing noise on their natural time scales. This time the LLN is governed by a degenerate averaging principle in which local equilibria of the noiseless system obtained from the fast dynamics describe the asymptotic evolution of the slow component. We establish a large deviation principle that describes probabilities of divergence from this behavior. On the one hand our methods require stronger assumptions than the nondegenerate settings, while on the other hand the rate functions take simple and explicit forms that have striking differences from their nondegenerate counterparts. 

Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external Newtonian potential (e.g. gravitation) and decreases in proportion to the total local time of collisions with the Brownian particles. This system models a semi-permeable membrane in a fluid having microscopic impurities (Knight in Probab Theory Relat Fields 121:577–598, 2001). We study the long-time behavior of the process (V , Z), where V is the velocity of the inert particle and Z is the vector of gaps between successive particles ordered by their relative positions. The system is not hypoelliptic, not reversible, and has singular form interactions. Thus the study of stability behavior of the system requires new ideas. We show that this process has a unique stationary distribution that takes an explicit product form which is Gaussian in the velocity component and exponential in the other components. We also show that convergence in total variation distance to the stationary distribution happens at an exponential rate. We further obtain certain law of large numbers results for the particle locations and intersection local times.