Limits of relative entropies associated with weakly interacting particle systems

DOI10.1214/EJP.v20-4003zbMath1321.60202arXiv1412.5553OpenAlexW2962682548MaRDI QIDQ2515948

Kavita Ramanan, Amarjit Budhiraja, Markus Fischer, Paul Dupuis

Publication date: 7 August 2015

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

Full work available at URL: https://arxiv.org/abs/1412.5553

zbMATH Keywords

stabilityrelative entropymetastabilityLyapunov functionslarge deviationsmean field limitnonlinear Markov processesweakly interacting particle systemsinteracting Markov chains

Mathematics Subject Classification ID

Lyapunov and storage functions (93D30) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stability of solutions to ordinary differential equations (34D20) Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

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