Moderate deviation principles for weakly interacting particle systems

DOI10.1007/s00440-016-0723-3zbMath1369.60012arXiv1510.02187OpenAlexW2262471321MaRDI QIDQ2363652

Amarjit Budhiraja, Ruoyu Wu

Publication date: 25 July 2017

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.02187

zbMATH Keywords

large deviationsSchwartz distributionsvariational representationsmoderate deviationsPoisson random measuresnonlinear Markov processesjump-diffusionsmean field asymptoticsLaplace principleweakly interacting particle systems

Mathematics Subject Classification ID

Related Items (5)

Rare event asymptotics for exploration processes for random graphs ⋮ Solving mean field rough differential equations ⋮ Importance sampling for the empirical measure of weakly interacting diffusions ⋮ Many-server asymptotics for join-the-shortest-queue: large deviations and rare events ⋮ Propagation of chaos for mean field rough differential equations

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