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July 2006 Large deviations for trapped interacting Brownian particles and paths
Stefan Adams, Jean-Bernard Bru, Wolfgang König
Ann. Probab. 34(4): 1370-1422 (July 2006). DOI: 10.1214/009117906000000214


We introduce two probabilistic models for N interacting Brownian motions moving in a trap in ℝd under mutually repellent forces. The two models are defined in terms of transformed path measures on finite time intervals under a trap Hamiltonian and two respective pair-interaction Hamiltonians. The first pair interaction exhibits a particle repellency, while the second one imposes a path repellency.

We analyze both models in the limit of diverging time with fixed number N of Brownian motions. In particular, we prove large deviations principles for the normalized occupation measures. The minimizers of the rate functions are related to a certain associated operator, the Hamilton operator for a system of N interacting trapped particles. More precisely, in the particle-repellency model, the minimizer is its ground state, and in the path-repellency model, the minimizers are its ground product-states. In the case of path-repellency, we also discuss the case of a Dirac-type interaction, which is rigorously defined in terms of Brownian intersection local times. We prove a large-deviation result for a discrete variant of the model.

This study is a contribution to the search for a mathematical formulation of the quantum system of N trapped interacting bosons as a model for Bose–Einstein condensation, motivated by the success of the famous 1995 experiments. Recently, Lieb et al. described the large-N behavior of the ground state in terms of the well-known Gross–Pitaevskii formula, involving the scattering length of the pair potential. We prove that the large-N behavior of the ground product-states is also described by the Gross–Pitaevskii formula, however, with the scattering length of the pair potential replaced by its integral.


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Stefan Adams. Jean-Bernard Bru. Wolfgang König. "Large deviations for trapped interacting Brownian particles and paths." Ann. Probab. 34 (4) 1370 - 1422, July 2006.


Published: July 2006
First available in Project Euclid: 19 September 2006

zbMATH: 1105.60021
MathSciNet: MR2257650
Digital Object Identifier: 10.1214/009117906000000214

Primary: 60F10 , 60J65 , 82B10 , 82B26

Keywords: energy functionals , Gross–Pitaevskii functional , Interacting Brownian motions , large deviations , occupation measure

Rights: Copyright © 2006 Institute of Mathematical Statistics


Vol.34 • No. 4 • July 2006
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