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