The Airy distribution (AD) describes the probability distribution of the area under a Brownian excursion. The AD is prominent in several areas of physics, mathematics and computer science. Here we use a dilute colloidal system to directly measure, for the first time, the AD in experiment. We also show how two different techniques of theory of large deviations -the Donsker-Varadhan formalism and the optimal fluctuation method -manifest themselves in the AD. We advance the theory of the AD by calculating, at large and small areas, the position distribution of a Brownian excursion conditioned on a given area. For large areas, we uncover two singularities in the large deviation function, which can be interpreted as dynamical phase transitions of third order. For small areas the position distribution coincides with the Ferrari-Spohn distribution, which has previously appeared in other problems, and we identify the reason for this coincidence.

The narrow escape problem deals with the calculation of the mean escape time (MET) of a Brownian particle from a bounded domain through a small hole on the domain's boundary. Here we develop a formalism which allows us to evaluate the nonescape probability of a gas of diffusing particles that may interact with each other. In some cases the nonescape probability allows us to evaluate the MET of the first particle. The formalism is based on the fluctuating hydrodynamics and the recently developed macroscopic fluctuation theory. We also uncover an unexpected connection between the narrow escape of interacting particles and thermal runaway in chemical reactors.

Suppose that a d-dimensional domain is filled with a gas of (in general, interacting) diffusive particles with density n_{0}. A particle is absorbed whenever it reaches the domain boundary. Employing macroscopic fluctuation theory, we evaluate the probability P that no particles are absorbed during a long time T. We argue that the most likely gas density profile, conditional on this event, is stationary throughout most of the time T. As a result, P decays exponentially with T for a whole class of interacting diffusive gases in any dimension. For d=1 the stationary gas density profile and P can be found analytically. In higher dimensions we focus on the simple symmetric exclusion process (SSEP) and show that -lnP≃D_{0}TL^{d-2}s(n_{0}), where D_{0} is the gas diffusivity, and L is the linear size of the system. We calculate the rescaled action s(n_{0}) for d=1, for rectangular domains in d=2, and for spherical domains. Near close packing of the SSEP s(n_{0}) can be found analytically for domains of any shape and in any dimension.

We extend recent results on the exact hydrodynamics of a system of diffusive active particles displaying a motility-induced phase separation to account for typical fluctuations of the dynamical fields. By calculating correlation functions exactly in the homogeneous phase, we find that two macroscopic length scales develop in the system. The first is related to the diffusive length of the particles and the other to the collective behavior of the particles. The latter diverges as the critical point is approached. Our results show that the critical behavior of the model in one dimension belongs to the universality class of a mean-field Ising model, both for static and dynamic properties, when the thermodynamic limit is taken in a specified manner. The results are compared to the critical behavior exhibited by the ABC model. In particular, we find that in contrast to the ABC model the density large deviation function, at its Gaussian approximation, does not contain algebraically decaying interactions but is of a finite, macroscopic, extent which is dictated by the diverging correlation length.

The time which a diffusing particle spends in a certain region of space is known as the occupation time, or the residence time. Recently the joint occupation time statistics of an ensemble of non-interacting particles was addressed using the single-particle statistics. Here we employ the Macroscopic Fluctuation Theory (MFT) to study the occupation time statistics of many interacting particles. We find that interactions can significantly change the statistics and, in some models, even cause a singularity of the large-deviation function describing these statistics. This singularity can be interpreted as a dynamical phase transition. We also point out to a close relation between the MFT description of the occupation-time statistics of non-interacting particles and the level 2 large deviation formalism which describes the occupation-time statistics of a single particle.