Large deviations of mean-field interacting particle systems in a fast varying environment
From MaRDI portal
(Redirected from Publication:2170356)
Abstract: This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment evolves in the fast time scale. Our main result is the path-space large deviation principle for the joint law of the empirical measure process of the particles and the occupation measure process of the fast environment. This extends previous results known for two time scale diffusions to two time scale mean-field models with jumps. Our proof is based on the method of stochastic exponentials. We characterise the rate function by studying a certain variational problem associated with an exponential martingale.
Recommendations
- Large deviations for interacting multiscale particle systems
- Large deviations for interacting diffusions with path-dependent McKean-Vlasov limit
- scientific article; zbMATH DE number 465551
- Large deviations for interacting particle systems: joint mean-field and small-noise limit
- scientific article; zbMATH DE number 1405914
Cites work
- scientific article; zbMATH DE number 1076323 (Why is no real title available?)
- scientific article; zbMATH DE number 1376935 (Why is no real title available?)
- scientific article; zbMATH DE number 3366247 (Why is no real title available?)
- scientific article; zbMATH DE number 2237386 (Why is no real title available?)
- A First Course in Optimization Theory
- A particle system in interaction with a rapidly varying environment: mean field limits and applications
- A retrial system with two input streams and two orbit queues
- Asymptotic evaluation of certain markov process expectations for large time, I
- Asymptotics of the Invariant Measure in Mean Field Models with Jumps
- Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms
- Large deviations and idempotent probability
- Large deviations for long range interacting particle systems with jumps
- Large deviations for multi-scale jump-diffusion processes
- Large deviations for small noise diffusions in a fast Markovian environment
- Large deviations for stochastic processes.
- Large deviations for two scaled diffusions
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Large deviations techniques and applications.
- Large loss networks
- Large-time behavior of perturbed diffusion Markov processes with applications to the second eigenvalue problem for Fokker-Planck operators and simulated annealing
- Loss networks
- On large deviations for SDEs with small diffusion and averaging.
- On large deviations for particle systems associated with spatially homogeneous Boltzmann type equations
- On large deviations in the averaging principle for SDEs with a ``full dependence
- On large deviations of coupled diffusions with time scale separation
- Optimization via trunk reservation in single resource loss systems under heavy traffic
- Random Perturbations of Dynamical Systems
- The method of stochastic exponentials for large deviations
- The rate function for some measure-valued jump processes
Cited in
(11)- Moderate deviations for fully coupled multiscale weakly interacting particle systems
- Large deviations in fast-slow systems
- Large-time behaviour and the second eigenvalue problem for finite-state mean-field interacting particle systems
- Asymptotics for the fastest among N stochastic particles: role of an extended initial distribution and an additional drift component
- On large deviations of coupled diffusions with time scale separation
- A particle system in interaction with a rapidly varying environment: mean field limits and applications
- Large deviations principle for discrete-time mean-field games
- Path large deviations for interacting diffusions with local mean-field interactions in random environment
- Large deviations for interacting particle systems: joint mean-field and small-noise limit
- Rapid mixing of Glauber dynamics of Gibbs ensembles via aggregate path coupling and large deviations methods
- Large deviations for interacting multiscale particle systems
This page was built for publication: Large deviations of mean-field interacting particle systems in a fast varying environment
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2170356)
