Multilevel large deviations and interacting diffusions

DOI10.1007/BF01192835zbMath0794.60015MaRDI QIDQ1326291

Donald A. Dawson, Jürgen Gärtner

Publication date: 15 August 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

large deviation principleempirical measurehierarchical modelsweakly interacting diffusionsMcKean-Vlasov limit

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Large deviations (60F10)

Related Items (15)

Gamma-convergence of a gradient-flow structure to a non-gradient-flow structure ⋮ Nonlinear Markov semigroups and interacting Lévy type processes ⋮ A second order equation for Schrödinger bridges with applications to the hot gas experiment and entropic transportation cost ⋮ From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach ⋮ Non-equilibrium Thermodynamical Principles for Chemical Reactions with Mass-Action Kinetics ⋮ Large deviations for interacting particle systems: joint mean-field and small-noise limit ⋮ Large deviations for symmetrised empirical measures ⋮ Continuum approximations to systems of correlated interacting particles ⋮ Large deviation properties of weakly interacting processes via weak convergence methods ⋮ LARGE DEVIATIONS FOR INHOMOGENEOUS SYSTEMS ⋮ From the Schrödinger problem to the Monge-Kantorovich problem ⋮ Large deviations for many Brownian bridges with symmetrised initial-terminal condition ⋮ Large deviations for independent random variables – Application to Erdös-Renyi's functional law of large numbers ⋮ Asymptotic Feynman-Kac formulae for large symmetrised systems of random walks ⋮ VARIATIONAL FORMULATION OF THE FOKKER–PLANCK EQUATION WITH DECAY: A PARTICLE APPROACH

Cites Work

• Duality theorems for marginal problems
• Viscosity Solutions of Hamilton-Jacobi Equations
• Large deviations, free energy functional and quasi-potential for a mean field model of interacting diffusions
• On the McKean-Vlasov Limit for Interacting Diffusions
• Approximating pavings and construction of measures
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions
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