The large deviation approach to statistical mechanics

The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as they often yield valuable information about the large fluctuations of a random system around its most probable state or trajectory. In the context of equilibrium statistical mechanics, the theory of large deviations provides exponential-order estimates of probabilities that refine and generalize Einstein's theory of fluctuations. This review explores this and other connections between large deviation theory and statistical mechanics, in an effort to show that the mathematical language of statistical mechanics is the language of large deviation theory. The first part of the review presents the basics of large deviation theory, and works out many of its classical applications related to sums of random variables and Markov processes. The second part goes through many problems and results of statistical mechanics, and shows how these can be formulated and derived within the context of large deviation theory. The problems and results treated cover a wide range of physical systems, including equilibrium many-particle systems, noise-perturbed dynamics, nonequilibrium systems, as well as multifractals, disordered systems, and chaotic systems. This review also covers many fundamental aspects of statistical mechanics, such as the derivation of variational principles characterizing equilibrium and nonequilibrium states, the breaking of the Legendre transform for nonconcave entropies, and the characterization of nonequilibrium fluctuations through fluctuation relations.

In the general framework of stochastic control theory we introduce a suitable form of stochastic action associated to the controlled process. A variational principle gives all the main features of Nelson's stochastic mechanics. In particular, we derive the expression for the current velocity field as the gradient of the phase action. Moreover, the stochastic corrections to the Hamilton-Jacobi equation are in agreement with the quantum-mechanical form of the Madelung fluid (equivalent to the Schr\"odinger equation). Therefore, stochastic control theory can provide a very simple model simulating quantum-mechanical behavior.

Quantization of Dynamical Systems and Stochastic Control Theory

Remarks on convergence of the Feynman path integrals

(1 < p ≤ ∞) [LS87f]. (2) [HR88a]. (2m− 2) [KL88]. (A0, A1)θ1 [Xu87a]. (α, β) [Pie88a, Fin88a]. (d ≥ 1) [Wsc85a]. (λ) [DM85b]. (Z/2) [Car86b]. (nα) [Sch85h]. (φ)2 [BM89c]. (τ − λ)u = f [Wei87r]. (x, t) [Lum87, Lum89]. (X1 −X3, X2 −X3) [SW87]. 0 [Caz88, Kas86, Pro87]. 0 < p < 1 [Cle87]. 1 [Bak85a, DD85, Drm87, Eli88, FT88a, Gek86d, HN88, Kos86a, LT89, Pet89a, Pro87, Tan87, vdG89]. 1/4 [KS86e]. 1 ≤ q < 2 [Gue86]. 2 [BPPS87, Cam88, Cat85a, ES87b, Gan85e, Gol86a, HRL89g, Hei85, Hua86, Kan89, KB86, Li86, LT89, Mil87b, Mur85a, Qui85b, SP89, Shi85, Spe86, Wal85b, Wan86]. 2m− 2 [Kos88b]. 2m− 3 [Kos88b]. 2m− 4 [Kos88b]. 2× 2 [Vog88]. 3 [Aso89, BPPS87, BW85c, BG88b, Che86d, Fis86, Gab85, Gu87a, HLM85b, Kam89b, Kir89c, Lev85c, Mil85c, Néd86, Pet86, Ron86, Sch85b, ST88, Tur88b, Wan86, Wen85, tDP89, vdW86]. 4 [Bau88a, Don85a, FKV88, Kha88, Kir89l, SS86, Seg85b, Wal85b]. 5 [Ito89, Kir89e, SV85]. 5(4) [Cas86]. 5819539783680 [KSX87]. 6 [PH89, Žub88].

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A Complete Bibliography of Lecture Notes in Mathematics (1985{1989)

Feynman Path Integrals

Using a regularization of the classical Kepler problem, we show that a change of process and a change of time in stochastic differential equations allow a treatment of singular potentials in Wiener integrals.

Treatment of some singular potentials by change of variables in Wiener integrals

We give an expression for the perturbed evolution of a free evolution by gentle, possibly velocity dependent, potential, in terms of the expectation with respect to a Poisson process on a group. Various applications are given in particular to usual quantum mechanics but also to Fermi and spin systems.

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Poisson Processes on Groups and Feynman Path Integrals

For quantum fields with trigonometric interaction in arbitrary space dimension we construct a representation of the Lorentz group by automorphisms on a Banach space generated by the Weyl algebra.

/pdf/local-relativistic-invariant-flows-for-quantum-fields-5fodb1pyr9.pdf

Local relativistic invariant flows for quantum fields

We prove the existence of a Feynman integral formula for gentle perturbations of the harmonic oscillator. This result is extended to Bose relativistic theory.

M. Sirugue

Papers

Feynman Path Integrals

Treatment of some singular potentials by change of variables in Wiener integrals

Poisson Processes on Groups and Feynman Path Integrals

Local relativistic invariant flows for quantum fields

Feynman path integral and Poisson processes with piecewise classical paths