Large deviations of empirical measures of diffusions in weighted topologies

DOI10.1214/20-EJP514zbMATH Open1470.60085arXiv1906.09411OpenAlexW3090527744MaRDI QIDQ2024505FDOQ2024505

Grégoire Ferré, Gabriel Stoltz

Publication date: 4 May 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the standard Cram'er condition in the context of diffusion processes, which turns out to be related to a spectral gap condition for a Witten-Schr"odinger operator. Secondly, we study more precisely the properties of the Donsker-Varadhan rate functional associated with the LDP. We revisit and generalize some standard duality results as well as a more original decomposition of the rate functional with respect to the symmetric and antisymmetric parts of the dynamics. Finally, we apply our results to overdamped and underdamped Langevin dynamics, showing the applicability of our framework for degenerate diffusions in unbounded configuration spaces.

Full work available at URL: https://arxiv.org/abs/1906.09411

zbMATH Keywords

large deviationsLyapunov functiondiffusion processesempirical measuresFeynman-Kac

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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