Moderate deviation principles for weakly interacting particle systems

DOI10.1007/S00440-016-0723-3zbMath1369.60012arXiv1510.02187OpenAlexW2262471321MaRDI QIDQ2363652

Amarjit Budhiraja, Ruoyu Wu

Publication date: 25 July 2017

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.02187

zbMATH Keywords

large deviationsSchwartz distributionsvariational representationsmoderate deviationsPoisson random measuresnonlinear Markov processesjump-diffusionsmean field asymptoticsLaplace principleweakly interacting particle systems

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Large deviations (60F10) Random measures (60G57)

Related Items (7)

Rare event asymptotics for exploration processes for random graphs ⋮ Unnamed Item ⋮ Solving mean field rough differential equations ⋮ Importance sampling for the empirical measure of weakly interacting diffusions ⋮ Many-server asymptotics for join-the-shortest-queue: large deviations and rare events ⋮ Moderate deviations for stochastic Cahn-Hilliard equations with a random dynamical boundary driven by Poisson random measures ⋮ Propagation of chaos for mean field rough differential equations

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