Path-space moderate deviations for a class of Curie-Weiss models with dissipation

DOI10.1016/J.SPA.2019.11.008MaRDI QIDQ2182625zbMATH OpenOpenAlexFDO

Authors Francesca Collet, Richard Clemens Kraaij

Publication date 26 May 2020

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.10888

zbMATH Keywords

moderate deviationsinteracting particle systemsHamilton-Jacobi equationmean-field interactionbifurcation of periodic orbitsperturbation theory for Markov processes

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We modify the Glauber dynamics of the Curie-Weiss model with dissipation in Dai Pra, Fischer, Regoli[2013] by considering arbitrary transition rates and we analyze the phase-portrait as well as the dynamics of moderate fluctuations for macroscopic observables. We obtain path-space moderate deviation principles via a general analytic approach based on the convergence of non-linear generators and uniqueness of viscosity solutions for associated Hamilton-Jacobi equations. The moderate asymptotics depend crucially on the phase we are considering and, moreover, their behavior may be influenced by the choice of the rates.

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Cited in

(5)

• Coexistence of stable limit cycles in a generalized Curie-Weiss model with dissipation
• Path-space moderate deviation principles for the random field Curie-Weiss model
• Dynamical moderate deviations for the Curie-Weiss model
• Path-space moderate deviations for a Curie-Weiss model of self-organized criticality
• Moderate deviations for a Curie–Weiss model with dynamical external field

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