Explicit LDP for a slowed RW driven by a symmetric exclusion process
| Autor: | Milton Jara, Florian Völlering, Luca Avena |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
Statistics and Probability
Path (topology) Gaussian 01 natural sciences 010104 statistics & probability symbols.namesake FOS: Mathematics Limit (mathematics) 0101 mathematics Random environments 60F10 82C22 82D30 Mathematics Particle system Particle systems Mathematical finance Exclusion process Probability (math.PR) 010102 general mathematics Mathematical analysis Random walk Large deviations Computer Science::Mathematical Software symbols Hydrodynamic limits Large deviations theory Statistics Probability and Uncertainty Rate function Mathematics - Probability Analysis |
| Zdroj: | Probability Theory and Related Fields Probability Theory and Related Fields, 171(3-4), 865-915 Avena, L, Jara, M & Vollering, F 2018, ' Explicit LDP for a slowed RW driven by a symmetric exclusion process ', Probability Theory and Related Fields, vol. 171, no. 3-4, pp. 865–915 . https://doi.org/10.1007/s00440-017-0797-6 |
| ISSN: | 1432-2064 0178-8051 |
| DOI: | 10.1007/s00440-017-0797-6 |
| Popis: | We consider a random walk (RW) driven by a simple symmetric exclusion process (SSE). Rescaling the RW and the SSE in such a way that a joint hydrodynamic limit theorem holds we prove a joint path large deviation principle. The corresponding large deviation rate function can be split into two components, the rate function of the SSE and the one of the RW given the path of the SSE. Such components have different structures (Gaussian and Poissoinian, respectively) and to overcome this difficulty we make use of the theory of Orlicz spaces. In particular, the component of the rate function corresponding to the RW is explicit. 45 pages |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full text from SpringerLink