Large deviations for empirical process of mean-field interacting particle system with unbounded jumps
From MaRDI portal
Publication:1904495
DOI10.1214/aop/1176988496zbMath0852.60029MaRDI QIDQ1904495
Publication date: 2 December 1996
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176988496
empirical process; Schlögl model; \(Q\)-systems; nonlinear master equation; pure jump Markov process; large deviation system; meanfield interacting particle system
60K35: Interacting random processes; statistical mechanics type models; percolation theory
60F10: Large deviations
82C26: Dynamic and nonequilibrium phase transitions (general) in statistical mechanics
Related Items
Asymptotics of the Invariant Measure in Mean Field Models with Jumps, Non-equilibrium Thermodynamical Principles for Chemical Reactions with Mass-Action Kinetics, Reaction-diffusion processes, Non-reversible processes: GENERIC, hypocoercivity and fluctuations, Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks, Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation, On the form of the large deviation rate function for the empirical measures of weakly interacting systems, On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion, McKean-Vlasov limit for interacting random processes in random media., A stochastic maximum principle for Markov chains of mean-field type, Large deviations of the trajectory of empirical distributions of Feller processes on locally compact spaces, Nonlinear master equation of multitype particle systems, Well-posedness and regularity for distribution dependent SPDEs with singular drifts, Phase transitions for a class of time-inhomogeneous diffusion processes, Large deviations of jump process fluxes, Optimal control and zero-sum games for Markov chains of mean-field type, Large deviations of mean-field stochastic differential equations with jumps, Quenched large deviations for interacting diffusions in random media, Mean-field risk sensitive control and zero-sum games for Markov chains, Dynamical phase transitions for flows on finite graphs