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It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Page 1: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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It is joint work with S. Pirogov and A. Yambartsev.

PecherskyLarge Deviations. Black Hole

Page 2: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Publications1

1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirovand A YambartsevLarge fluctuations of radiation in stochasticallyactivated two-level systems J. Phys. A: Math. Theor.50, 45 (2017) 4552032. E Pechersky, S Pirogov, G M Schuetz, A Vladimirovand A YambartsevLarge Fluctuations in two-level systems withstimulated emission, Theoretical and MathematicalPhysics, 198,1, (2019) 133-144, (in russian)

PecherskyLarge Deviations. Black Hole

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Publications2

3. E. Pechersky, S. Pirogov, G. M. Schuetz, A.Vladimirov, and A. Yambartsev, Large EmissionRegime in Mean Field Luminescence, MoscowMathematical Journal, 19, 1, (2019), 107�-1204. E. Pechersky, S. Pirogov and A. Yambartsev,Hawking-Penrose Black Hole Model. Large EmissionRegime, arxiv.org

PecherskyLarge Deviations. Black Hole

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About

What are topics:1. Markov process2. Functional of the process.3. Interpretation. Black Hole.4. Large deviations.5. The rate function.8. Hamiltonian and Hamiltonian system.9. Results and hypothesis.

PecherskyLarge Deviations. Black Hole

Page 5: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Markov process 1

Markov process ξ(t) defined on the interval [0,T].The state space of the process is

N = {1, ...,N}

The paths of the process are piece-wise constantstaking non-negative integer values.The jumps of the process are +1 or −1.The minimal value of the process is 1, the maximalvalue is N.

PecherskyLarge Deviations. Black Hole

Page 6: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Paths

t

k

Figure: Path

PecherskyLarge Deviations. Black Hole

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Markov process 2

Intensities:

k→ k + 1 : r↑ = λk2(N − k) = λNk2(1 − k

N

)

k→ k − 1 : r↓ = µN(Nk

)2

(1 − δ(k − 1))

PecherskyLarge Deviations. Black Hole

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Markov process 3

Generator:

Lf(k) =

λN k2

N2 (1 −kN)[f(k + 1) − f(k)]+

µNN2

k2 (1 − δ(k − 1))[f(k − 1) − f(k)].

PecherskyLarge Deviations. Black Hole

Page 9: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Functional of the process

Let 1+(γ) =

1, if γ = −10, otherwise

.

The emission of the ξ(t) on the interval [0,T ] is

η(t) =∑

u∈[0,t]1+(ξ(u + 0) − ξ(u))

It is the number of the negative jumps (-1) on [0, t] of ξ.

PecherskyLarge Deviations. Black Hole

Page 10: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Markov process with the emission

It is two dimension process

(ξ(t), η(t))

whose generator is

Lf(k,m) =

λN k2

N2

(1 − k

N

)[f(k + 1,m) − f(k,m)] +

µNN2

k2 (1 − δ(k − 1)) [f(k − 1,m + 1) − f(k,m)] ,

PecherskyLarge Deviations. Black Hole

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Interpretation. Black holeHawking-Penrose black hole

Figure: Black HolePecherskyLarge Deviations. Black Hole

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Hawking, Penrose

Hawking, S.W., Black hole explosions? Nature, 248,30, 1974

Hawking, S.W., Particle creation by black holes,Comm. Math. Phys., 43, 199, 1975

Hawking,S.W.,Breakdownofpredictabilityingravitationalcollaps,Phys.Rev.D14,10,(1976)246

Penrose, R., Singularity and time-asymmetry, inGeneral relativity: an Einstein centenary survey, edsIsrael, Hawking, Cambridge, (1979) 581-638

PecherskyLarge Deviations. Black Hole

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Universe containing the black hole

The box (in the picture) is a space of Universeinhabited by photons (dots).

The region ( the disk) in the box is a horizonsurrounding the black hole (the center of the disk)

We consider Schwarzschild black hole, no rotations, nocharges.

PecherskyLarge Deviations. Black Hole

Page 14: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Dynamics

The black hole attracts the photons from outside. It isby the gravitation.

The black hole emits the photons. It is by Hawkingradiation.

PecherskyLarge Deviations. Black Hole

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Parameters of the black hole

Let R be the radius of the black hole horizon.

The radius R is a function of the number of thephotons inside the black hole.It is proportional to number of the photons in theblack hole.

R ∼ kif k is the photon number in the black hole.

PecherskyLarge Deviations. Black Hole

Page 16: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Stochasticity of the black hole

Stochastic regime of the black hole is a Markov jumpwise process ξ(t) on a finite interval [0,T ].The state space is

N = {1, ...,N}

N is total number of the photons in Universe.ξ(t) = k ∈ N means that the black hole contains kphotons.

PecherskyLarge Deviations. Black Hole

Page 17: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Stochasticity 2

The intensities of the photon transmissions depend onthe black hole radius R.

The absorption of one photon means that k→ k + 1 ifk < N.The absorption intensity r↑ is proportional to R2

The emission of one photon means that k→ k − 1 ifk > 0.The emission intensity r↓ is inversely proportional to R2

PecherskyLarge Deviations. Black Hole

Page 18: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Generator

Lf(k) =

λN(1 − kN)R2[f(k + 1) − f(k)]+

µN(1 − δ(k − 1)) 1R2 [f(k − 1) − f(k)].

Because R ∼ k we have

Lf(k) =

λN(1 − kN)k2[f(k + 1) − f(k)]+

µN(1 − δ(k − 1)) 1k2 [f(k − 1) − f(k)].

PecherskyLarge Deviations. Black Hole

Page 19: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Generator of (ξ(t), η(t))

where η(t) is number of the photons emitted on theinterval [0, t].

Lf(k,m) =

λNk2(1 − k

N

)[f(k + 1,m) − f(k,m)] +

µN 1k2 (1 − δ(k − 1)) [f(k − 1,m + 1) − f(k,m)] ,

PecherskyLarge Deviations. Black Hole

Page 20: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Problem

We are looking for the probability

Pr(η(T ) > BT

),

when B is very large.

It means that very large emission happens on [0,T ].

PecherskyLarge Deviations. Black Hole

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ScalingThe problem belongs to the area of the large deviationstheory.

To apply the the large deviations theory we introducethe scaling versions of the studied process

ξN(t) =ξ(t)N , ηN(t) =

η(t)N .

and find an asymptotic

1N ln Pr

(ηN(T ) > BT

),

as N→ ∞PecherskyLarge Deviations. Black Hole

Page 22: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Rate function

By the large deviations theory this asymptotic is

limN→∞

1N ln Pr

(ηN(T ) > BT

)= − inf I((x, y) ∈ E),

where

E ={(x(·), y(·)) : y(T ) ≥ BT , y(0) = 0

}is the set of all paths of the processes(ξN(t), ηN(t)), t ∈ [0,T ] conditioned by (ηN(T ) > BT ),and I is the rate function.

PecherskyLarge Deviations. Black Hole

Page 23: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Rate function2

In our case

I(x, y) =

∫ T

0L(x, y)dt

=

∫ T

0sup

κ1(t),κ2(t)

{κ1(t)x(t) + κ2(t)y(t)−

λx2(t)(1 − x(t))[eκ1(t) − 1] − µ 1x2(t) [e

−κ1(t)+κ2(t) − 1]}dt,

PecherskyLarge Deviations. Black Hole

Page 24: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Hamiltonian

where

L(x(t), y(t)) =sup

κ1(t),κ2(t)

{κ1(t)x(t) + κ2(t)y(t) − H(x(t), y(t), κ1(t), κ2(t))

}is Legendre transform of Hamiltonian

H(x, y, κ1, κ2) = λx2(1 − x)[eκ1 − 1] + µ 1x2 [e

−κ1+κ2 − 1].

PecherskyLarge Deviations. Black Hole

Page 25: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Infimum

One a way to find

inf I((x, y) ∈ E)

is to solve the Hamiltonian system

PecherskyLarge Deviations. Black Hole

Page 26: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Hamiltonian system

x = λx2(1 − x) exp{κ1} − µ1x2 exp{−κ1 + κ2},

y = µ1x2 exp{−κ1 + κ2},

κ1 = −λ(2x − 3x2)[exp{κ1} − 1] + µ 2x3 [exp{−κ1 + κ2} − 1],

κ2 = 0,

(0.1)

with suitable boundary conditions.

PecherskyLarge Deviations. Black Hole

Page 27: It is joint work with S. Pirogov and A. Yambartsev.math.sci.am/sites/default/files/SAMMP19_Pechersky.pdfPublications1 1. E Pechersky, S Pirogov, G M Schuetz, A Vladimirov and A Yambartsev

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Extremal

For any B > 0there exists qB ∈ [0, 1] such that

x(t) ≡ qB and y(t) = Bt,

eκ1(t) =B

λq2B(1 − qB)

andeκ2(t) = B2 1

λµ(1 − qB)

are the solutions of the Hamiltonian system,where t ∈ [0,T ]

PecherskyLarge Deviations. Black Hole

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We see that x(t) ≡ qB is a constant. The relationbetween qB and B is

qB ∼(2µB

)13

PecherskyLarge Deviations. Black Hole

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Unfortunately this solution does not giveinf I((x, y) ∈ E).

PecherskyLarge Deviations. Black Hole