2000 character limit reached
Large deviations for interacting particle systems: joint mean-field and small-noise limit
Published 30 Oct 2018 in math.PR | (1810.12636v1)
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.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.