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

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scientific article; zbMATH DE number 1138554
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    Large deviations for hierarchical systems of interacting jump processes
    scientific article; zbMATH DE number 1138554

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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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