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Register a new userPath large deviations for stochastic evolutions driven by the square of a Gaussian process
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Many dynamics are random processes with increments given by a quadratic form of a fast Gaussian process. We find that the rate function which describes path large deviations can be computed from the large interval asymptotic of a certain Fredholm determinant. The latter can be evaluated explicitly using Widoms theorem which generalizes the celebrated Szego-Kac formula to the multi-dimensional case. This provides a large class of dynamics with explicit path large deviation functionals. Inspired by problems in hydrodynamics and atmosphere dynamics, we present the simplest example of the emergence of metastability for such a process.
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