Large deviations for interacting particle systems: joint mean-field and small-noise limit

DOI10.1214/20-EJP516zbMath1459.60069arXiv1810.12636MaRDI QIDQ2201487

Carlo Orrieri

Publication date: 29 September 2020

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

Full work available at URL: https://arxiv.org/abs/1810.12636

zbMATH Keywords

large deviationsinteracting particle systems\(\Gamma\)-convergencestochastic currents

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10)

Related Items (8)

Lagrangian, Eulerian and Kantorovich formulations of multi-agent optimal control problems: equivalence and gamma-convergence ⋮ Importance sampling for the empirical measure of weakly interacting diffusions ⋮ Stein variational gradient descent: many-particle and long-time asymptotics ⋮ Attainability property for a probabilistic target in Wasserstein spaces ⋮ Superposition principle and schemes for measure differential equations ⋮ Metastability in a continuous mean-field model at low temperature and strong interaction ⋮ Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise ⋮ Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large deviations of the empirical flow for continuous time Markov chains
• Stochastic Allen-Cahn approximation of the mean curvature flow: large deviations upper bound
• Large deviation properties of weakly interacting processes via weak convergence methods
• A martingale approach to the law of large numbers for weakly interacting stochastic processes
• Large deviations and a Kramers' type law for self-stabilizing diffusions
• Large deviations principles for stochastic scalar conservation laws
• On the Skorokhod topology
• A variational representation for certain functionals of Brownian motion
• Multilevel large deviations and interacting diffusions
• Large deviations for long range interacting particle systems with jumps
• McKean-Vlasov limit for interacting random processes in random media.
• The enhanced Sanov theorem and propagation of chaos
• Strong solutions of mean-field stochastic differential equations with irregular drift
• Large deviations for interacting particle systems: Applications to non-linear filtering
• Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law
• Stochastic currents
• A WELL-POSEDNESS THEORY IN MEASURES FOR SOME KINETIC MODELS OF COLLECTIVE MOTION
• Random Perturbations of Dynamical Systems
• Large deviations from the hydrodynamical limit for a system of independent brownian particles
• A Γ-convergence approach to large deviations
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions
• Mean-field optimal control as Gamma-limit of finite agent controls
• Limit Theory for Controlled McKean--Vlasov Dynamics

This page was built for publication: Large deviations for interacting particle systems: joint mean-field and small-noise limit