Large deviations for interacting particle systems: joint mean-field and small-noise limit

DOI10.1214/20-EJP516zbMATH Open1459.60069arXiv1810.12636MaRDI QIDQ2201487FDOQ2201487

Carlo Orrieri

Publication date: 29 September 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We consider a system of stochastic interacting particles in $mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the empirical measure and the stochastic current, as the number of particles tends to infinity and the noise vanishes, simultaneously. We give a direct proof of the LDP using tilting and subsequently exploiting the link between entropy and large deviations. To this aim we employ consistency of suitable deterministic control problems associated to the stochastic dynamics.

Full work available at URL: https://arxiv.org/abs/1810.12636

zbMATH Keywords

large deviations\(\Gamma\)-convergenceinteracting particle systemsstochastic currents

Mathematics Subject Classification ID

Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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