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

被引:7
作者
Orrieri, Carlo [1 ]
机构
[1] Univ Trento, Dipartimento Matemat, Via Sommar 14, I-38123 Povo, Trento, Italy
关键词
large deviations; interacting particle systems; stochastic currents; Gamma-convergence; PROPAGATION; LAW;
D O I
10.1214/20-EJP516
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a system of stochastic interacting particles in R-d and we describe large deviation asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviation 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.
引用
收藏
页码:1 / 44
页数:44
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