Large deviations for empirical measures with degenerate limiting distribution (Q1326247): Difference between revisions
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English | Large deviations for empirical measures with degenerate limiting distribution |
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Large deviations for empirical measures with degenerate limiting distribution (English)
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11 August 1994
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This paper studies the large deviations of the empirical measure associated with \(n\) independent random variables with a degenerate limiting distribution as \(n\to\infty\). A large deviations principle -- quite unlike the classical Sanov type results -- is established for such empirical measures in a general Polish space setting. This result is applied to the large deviations for the empirical process of a system of interacting particles, in which the diffusion coefficient vanishes as the number of particles tends to infinity. A second way in which the present example differs from previous work on similar weakly interacting systems is that there is a singularity in the mean-field type interaction.
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large deviations of the empirical measure
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system of interacting particles
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weakly interacting systems
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mean-field type interaction
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