The number statistics and optimal history of non-equilibrium steady states of mortal diffusing particles

Suppose that a point-like steady source at x = 0 injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the particles are non-interacting, their total number N in the steady state is Poisson-distributed with mean $\overline{N}$ predicted from a deterministic reaction-diffusion equation. Here we determine the most likely density history of this driven system conditional on observing a given N. We also consider two prototypical examples of interacting diffusing particles: (i) a family of mortal diffusive lattice gases with constant diffusivity (as illustrated by the simple symmetric exclusion process with mortal particles), and (ii) random walkers that can annihilate in pairs. In both examples we calculate the variances of the (non-Poissonian) stationary distributions of N. (paper)