Large deviations for interacting multiscale particle systems
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Publication:2105066
DOI10.1016/J.SPA.2022.09.010OpenAlexW3095306929MaRDI QIDQ2105066FDOQ2105066
Authors: Z. W. Bezemek, Konstantinos Spiliopoulos 
Publication date: 8 December 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.03032
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Cited In (26)
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- Importance sampling for the empirical measure of weakly interacting diffusions
- Moderate deviations for fully coupled multiscale weakly interacting particle systems
- Large deviations and stationary measures for interacting particle systems
- Rate of homogenization for fully-coupled McKean–Vlasov SDEs
- Large deviations for systems of noninteracting recurrent particles
- Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems
- Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise
- Large Deviations of the Empirical Current in Interacting Particle Systems
- Large deviations for interacting multiscale particle systems
- Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs
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- Interacting particle systems at the edge of multilevel Dyson Brownian motions
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- Ergodic theory of multi-layer interacting particle systems
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- Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations
- Large Deviations Techniques for Long-Range Interactions
- Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
- Large deviations and optimal control forces for hard particles in one dimension
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