Large Deviation Principle for the Whittaker 2d Growth Model

2020/09/27 by Jun Gao, Jie Ding, Gao, Jun +1
Mathematics · Physics and Astronomy · #FOS: Computer and information sciences #FOS: Mathematics #FOS: Physical sciences #Information Theory (cs.IT) #Mathematical Physics (math-ph) #Probability (math.PR) #Random Matrices and Applications #Statistics Theory (math.ST) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics

paper · pdf · doi:10.48550/arxiv.2009.12907

openalex publication_date 2020/09/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling factor. The main challenge is the spatiotemporal interactions and dynamics that may depend on potential sample-path intersections. We develop such a principle with a novel rate function. Our approach is mainly based on Schider's Theorem, contraction principle, and special treatment for intersecting sample paths.

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