Path-space moderate deviations for a class of Curie–Weiss models with dissipation
| Autor: | Francesca Collet, Richard C. Kraaij |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
Class (set theory) Interacting particle systems Curie–Weiss law Applied Mathematics 010102 general mathematics Phase (waves) Observable Mean-field interaction Dissipation Hamilton-Jacobi equation 01 natural sciences Bifurcation of periodic orbits 010104 statistics & probability Viscosity Moderate deviations Modeling and Simulation Convergence (routing) Hamilton–Jacobi equation Perturbation theory for Markov processes Statistical physics Uniqueness 0101 mathematics Mathematics |
| Zdroj: | Stochastic Processes and their Applications, 130(7) |
| ISSN: | 0304-4149 |
| Popis: | We modify the spin-flip dynamics of the Curie–Weiss model with dissipation in Dai Pra, Fischer and Regoli (2013) by considering arbitrary transition rates and we analyze the phase-portrait as well as the dynamics of moderate fluctuations for macroscopic observables. We obtain path-space moderate deviation principles via a general analytic approach based on the convergence of non-linear generators and uniqueness of viscosity solutions for associated Hamilton–Jacobi equations. The moderate asymptotics depend crucially on the phase we are considering and, moreover, their behavior may be influenced by the choice of the rates. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full Text from ScienceDirect