SCHRODINGER PROCESSES AND LARGE DEVIATIONS

被引：20
|
作者：
DAWSON, D
GOROSTIZA, L
WAKOLBINGER, A
机构：
[1] CTR INVEST & ESTUDIOS AVANZADOS,DEPT MATEMAT,MEXICO CITY 07000,DF,MEXICO
[2] JOHANNES KEPLER UNIV,INST MATH,A-4040 LINZ,AUSTRIA
来源：
JOURNAL OF MATHEMATICAL PHYSICS | 1990年 / 31卷 / 10期
关键词：
D O I：
10.1063/1.528840
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
For a large system of independent diffusing particles, each of which is killed at a certain space-time dependent rate, the conditional distribution of surviving trajectories in a bounded time interval is computed, given the approximate form of the initial and final empirical distribution of surviving particles. This generalizes a result for the Brownian case without killing, which was first obtained by Schrödinger [Sitzungsber. Preuss. Akad. Wiss. Phys. Math. Kl. 1931, 144]. © 1990 American Institute of Physics.
引用
收藏
页码：2385 / 2388
页数：4
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