Large Deviations in Switching Diffusion: Dynamical Condensation and Diffusivity BBP Transition
Year: 2026
Type: preprint
Abstract: We consider a Brownian particle with position $x(t)$ whose diffusivity changes at Poissonian switching times, with each new value drawn independently from a bounded distribution $W(D)$. Assuming $W(D)\sim C(D_{\max}-D)^ν$ near its upper edge, we study the large-deviation regime $x(t)\simeq yt$ with $y = O(1)$ at large times, far beyond the typical diffusive scale. In a recent work Guéneau et al., Phys. Rev. Lett. 135, 067102 (2025), the rate function of the displacement was obtained through a renewal approach and it was shown to display several singularities. In this paper, we carry out a detailed study of the corresponding dynamical phase transitions and trajectory condensation. For moderate $y$, the imposed displacement is shared among $O(t)$ displacement increments accumulated during successive intervals between switches. Beyond a first threshold $y_-$, one interval produces an increment of order $t$ carrying a finite fraction of the total displacement, signaling dynamical condensation. For $ν>1$, a second threshold $y_+>y_-$ is reached when this macroscopic increment carries asymptotically the entire imposed displacement, whereas for $0<ν\leq1$ the two thresholds merge, $y_-=y_+$. In turn, the moment-generating function of $x(t)$ displays a complementary transition from collective contributions of many diffusivities to selection of states near $D_{\max}$. We show that this transition is governed by the same edge mechanism as the Baik-Ben Arous-Péché (BBP) transition, indicating that diffusivity selection and trajectory condensation are two manifestations of the same phenomenon. We validate our predictions for the dynamical condensation against numerical results from rare event sampling.
Source: arXiv (Cornell University)
Institutions: Max Planck Institute for the Physics of Complex Systems, Courant Institute of Mathematical Sciences, New York University, Centre National de la Recherche Scientifique, Université Paris-Saclay, Laboratoire de Physique Théorique et Modèles Statistiques, Laboratoire de Physique Théorique et Hautes Energies, Sorbonne Université
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7223020786