English

Rare events of small-noise Doob conditioned processes

Statistical Mechanics 2026-05-26 v1 Mathematical Physics math.MP Probability

Abstract

Doob fixed-time conditioning enables the sampling of rare trajectories of Markov processes by modifying the drift so that reaching a prescribed target at a given time is guaranteed. We study the statistics of this conditioned path ensemble through the moment generating function in the weak-noise large deviation regime. Since the Doob drift is rarely available in closed form, we reinterpret the conditioned ensemble as the original process post-selected on the terminal constraint, thereby avoiding explicit construction of the Doob transform. This viewpoint then yields an optimal-control representation for the leading exponential contribution to the generating function, expressed as a variational principle with terminal boundary conditions set by the Doob end-point constraint. We illustrate the framework with two analytical examples and with an application to heat dissipation of a minimal model of biomolecular folding.

Keywords

Cite

@article{arxiv.2605.24537,
  title  = {Rare events of small-noise Doob conditioned processes},
  author = {Iago N. Mamede and Francesco Coghi},
  journal= {arXiv preprint arXiv:2605.24537},
  year   = {2026}
}

Comments

13 pages + Appendices, 4 figures