Large Deviations For Synchronized System

被引:0
|
作者
Ge Li
Jicheng Liu
机构
[1] Huazhong University of Science and Technology,School of Mathematics and Statistics
来源
Applied Mathematics & Optimization | 2022年 / 86卷
关键词
Large deviations; Weak convergence method; Synchronization; Slow-fast system; 37H10; 60H10;
D O I
暂无
中图分类号
学科分类号
摘要
We develop the large deviations principle for synchronized system with small noise. Depending on the interaction between the intensity of the noise with coupling strength, we get different behavior. By simple transformations, the original synchronized system is equivalently converted into the slow-fast system, then we derive the representations for the action functional of the slow variables via weak convergence methods. Therefore, the large deviation properties corresponding to the original synchronized system are derived. In particular, we present a large deviation principle for a particular system in view of Smoluchowski–Kramers arguments and study the synchronization of the quasipotential for a linear system.
引用
收藏
相关论文
共 50 条
  • [41] ON LARGE DEVIATIONS IN THE POISSON APPROXIMATION
    STATULEVICIUS, V
    ALESKEVICIENE, A
    THEORY OF PROBABILITY AND ITS APPLICATIONS, 1993, 38 (02) : 385 - 393
  • [42] Large deviations for renewal processes
    Lefevere, Raphael
    Mariani, Mauro
    Zambotti, Lorenzo
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2011, 121 (10) : 2243 - 2271
  • [43] Large deviations of radial SLE∞
    Ang, Morris
    Park, Minjae
    Wang, Yilin
    ELECTRONIC JOURNAL OF PROBABILITY, 2020, 25 : 1 - 13
  • [44] Large deviations for random trees
    Bakhtin, Yuri
    Heitsch, Christine
    JOURNAL OF STATISTICAL PHYSICS, 2008, 132 (03) : 551 - 560
  • [45] A supplement to the laws of large numbers and the large deviations
    Li, Deli
    Miao, Yu
    STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2021, 93 (08) : 1261 - 1280
  • [46] Large deviations of Jackson networks
    Ignatiouk-Robert, I
    ANNALS OF APPLIED PROBABILITY, 2000, 10 (03) : 962 - 1001
  • [47] Large Deviations and Scaling Limit
    Varadhan, Srinivasa R. S.
    LETTERS IN MATHEMATICAL PHYSICS, 2009, 88 (1-3) : 175 - 185
  • [48] A martingale inequality and large deviations
    Li, YL
    STATISTICS & PROBABILITY LETTERS, 2003, 62 (03) : 317 - 321
  • [49] Adaptive Sampling of Large Deviations
    Grégoire Ferré
    Hugo Touchette
    Journal of Statistical Physics, 2018, 172 : 1525 - 1544
  • [50] Asymptotic arbitrage and large deviations
    H. Föllmer
    W. Schachermayer
    Mathematics and Financial Economics, 2008, 1 : 213 - 249