Large deviations of mean-field interacting particle systems in a fast varying environment
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Publication:2170356
DOI10.1214/21-AAP1718zbMATH Open1496.60025arXiv2008.06855OpenAlexW3049377913MaRDI QIDQ2170356FDOQ2170356
Sarath Yasodharan, Rajesh Sundaresan
Publication date: 5 September 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/2008.06855
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Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Processes in random environments (60K37) Jump processes on general state spaces (60J76)
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