Invariance principle and empirical mean large deviations of the critical Ornstein-Uhlenbeck process
DOI10.1214/AOP/1176991495zbMATH Open0675.60086OpenAlexW2048692811MaRDI QIDQ1122242FDOQ1122242
Authors: Jean-Dominique Deuschel 
Publication date: 1989
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991495
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- scientific article; zbMATH DE number 4052689
central limit theoremlarge deviationinteracting diffusionssubcritical casebranching Brownian motionsinfinitely many invariant distributionsoccupation times of critical branching Brownian motionsunique Gaussian invariant distribution
Large deviations (60F10) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
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- Stability of a class of transformations of distribution-valued processes and stochastic evolution equations
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- Critical large deviations in harmonic crystals with long-range interactions
- Renormalization of hierarchically interacting isotropic diffusions
- Symmetric Langevin spin glass dynamics
- Entropic repulsion and the maximum of the two-dimensional harmonic crystal.
- On large deviations of empirical measures for stationary Gaussian processes
- Persistence of Gaussian processes: non-summable correlations
- Hypercontractivity and spectral gap of symmetric diffusions with applications to the stochastic Ising models
- Information inequalities and concentration of measure
- Logarithmic Sobolev inequality for some models of random walks
- Logarithmic Sobolev inequalities for finite Markov chains
- Entropy for translation-invariant random-cluster measures
- On self-attracting \(d\)-dimensional random walks
- Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
- Critical large deviations of one-dimensional annealed Brownian motion in a Poissonian potential
- Existence of hydrodynamics for the totally asymmetric simple \(K\)-exclusion process
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