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Asymptotic Feynman–Kac formulae for large symmetrised systems of random walks

Stefan AdamsTony Dorlas — 2008

Annales de l'I.H.P. Probabilités et statistiques

We study large deviations principles for random processes on the lattice ℤ with finite time horizon [0, ] under a symmetrised measure where all initial and terminal points are uniformly averaged over random permutations. That is, given a permutation of elements and a vector ( , …, ) of initial points we let the random processes terminate in the points ( , …, ) and then sum over all possible permutations and initial points, weighted...

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