Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation
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large deviationscomparison principleHamilton-Jacobi equationsMarkov jump processesviscosity solutions
Large deviations (60F10) Comparison principles in context of PDEs (35B51) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Vlasov equations (35Q83) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations in mechanics (70H20)
Abstract: We prove the large deviation principle for the trajectory of a broad class of mean field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well as Curie-Weiss spin flip dynamics with singular jump rates. The main step in the proof of the large deviation principle, which is of independent interest, is the proof of the comparison principle for an associated collection of Hamilton-Jacobi equations. Additionally, we show that the large deviation principle provides a general method to identify a Lyapunov function for the associated McKean-Vlasov equation.
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