Large Deviation Principle for Interacting Brownian Motions

2015/03/06 by Insuk Seo, Seo, Insuk · 1 citation
Mathematics · Physics and Astronomy · #Stochastic processes and statistical mechanics #Random Matrices and Applications #Theoretical and Computational Physics

paper · pdf · doi:10.48550/arxiv.1503.02035

Abstract

We prove the Large Deviation Principle for the empirical process in a system of locally interacting Brownian motions in the nonequilibrium dynamic. Such a phenomenon has been proven only for two lattice systems: the symmetric simple exclusion process and zero-range process. Therefore, we have achieved the third result in this context and moreover the first result for the diffusion-type interacting particle system.

Cited by

• Macroscopic fluctuation theory from a Lagrangian viewpoint and the Schrödinger problem

Related

• Large deviations for flows of interacting Brownian motions
• Large deviations for interacting multiscale particle systems
• Large Deviation Principle For Finite-State Mean Field Interacting Particle Systems
• Large deviations for diffusions interacting through their ranks
• Large Deviations Principle for Discrete-time Mean-field Games