Sample path large deviations for a class of Markov chains related to disordered mean field models

MaRDI QIDQ6501299arXivFDO

Authors Anton Bovier, V. Gayrard

Mathematics Subject Classification ID

Large deviations (60F10) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

Abstract: We prove a large deviation principle on path space for a class of discrete time Markov processes whose state space is the intersection of a regular domain $Lsubset{R}^d$ with some lattice of spacing $e$. Transitions from $x$ to $y$ are allowed if $e^{-1}(x-y)inD$ for some fixed set of vectors $D$. The transition probabilities $p_e(t,x,y)$, which themselves depend on $e$, are allowed to depend on the starting point $x$ and the time $t$ in a sufficiently regular way, except near the boundaries, where some singular behaviour is allowed. The rate function is identified as an action functional which is given as the integral of a Lagrange function. %of time dependent relativistic classical mechanics. Markov processes of this type arise in the study of mean field dynamics of disordered mean field models.

This page was built for publication: Sample path large deviations for a class of Markov chains related to disordered mean field models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6501299)