Work

Large deviations for dynamical Schrödinger problems

Year: 2025

Type: article

Abstract: We establish large deviations for dynamical Schrödinger problems driven by perturbed Brownian motions when the noise parameter tends to zero. Our results show that Schrödinger bridges charge exponentially small masses outside the support of the limiting law that agrees with the optimal solution to the dynamical Monge–Kantorovich optimal transport problem. Our proofs build on mixture representations of Schrödinger bridges and establishing exponential continuity of Brownian bridges with respect to the initial and terminal points.

Source: Journal of Applied Probability

DOI: 10.1017/jpr.2025.10049

Author: Kengo Kato

Institution: Cornell University

Language: English

Topic: Geometric Analysis and Curvature Flows

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,550

Funder: National Science Foundation