Large deviations for hierarchical systems of interacting jump processes

DOI10.1023/A:1021690707556MaRDI QIDQ1383174zbMATH OpenFDO

Authors Boualem Djehiche, Alexander Schied

Publication date 11 November 1998

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1021690707556

zbMATH Keywords

epidemic processlarge deviationsMcKean-Vlasov limitmeasure-valued processOrlicz spacetwo-level hierarchical interactionweak interaction

Mathematics Subject Classification ID

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

Review text

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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