Large deviations for Markov processes with mean field interaction and unbounded jumps (Q1342500)
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English | Large deviations for Markov processes with mean field interaction and unbounded jumps |
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Large deviations for Markov processes with mean field interaction and unbounded jumps (English)
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13 June 1995
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The author studies an \(N\)-particle system which can be viewed as a pure jump Markov process with mean field interaction and unbounded jumps. Main goal of the work is to derive a large deviation principle, as \(N \to \infty\), for the empirical measure of this system. Main idea of proof is to deal with the large deviations for independent processes first, and then to derive the result through a Cameron-Martin-Girsanov formula. Herein, the unboundedness of jumps complicates the situation essentially. The work is part of the author's Ph. D. dissertation under supervision of D. A. Dawson.
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large deviations
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Markov process
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particle system mean field interaction
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Cameron-Martin-Girsanov formula
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empiricial measure
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