Large deviations for hierarchical systems of interacting jump processes (Q1383174)

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Large deviations for hierarchical systems of interacting jump processes
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    Large deviations for hierarchical systems of interacting jump processes (English)
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    11 November 1998
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    The authors study the limiting behaviour of some Markovian systems of jump processes obeying a two-level hierarchy interaction, which in the limit, as the number of subsystems grows to infinity, satisfy a McKean-Vlasov type equation. For the corresponding empirical distribution, a large deviation upper bound is obtained and the associated rate function is shown to admit two representations, a Lagrangian and a nonvariational (integral) one. Moreover, the admissible paths for the weak solution of the McKean-Vlasov equation are proven to obey some strong differentiability properties. Application to a certain epidemic model is also discussed.
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    two-level hierarchical interaction
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    McKean-Vlasov limit
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    large deviations
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    Orlicz space
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    measure-valued process
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    weak interaction
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    epidemic process
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