We propose a complement to the Laplace--Varadhan integral lemma arising in the large-deviations literature. We examine a situation in which the state space may depend on the rate of deviations. We use this framework to discuss large-deviations principles for an abstract class of discrete generation interacting particle systems as well as for pure jump and McKean--Vlasov diffusions.
Publié le : 2003-02-14
Classification:
interacting particle systems,
Laplace-Varadhan integral lemma,
large deviations
@article{1068129010,
author = {Del Moral, P. and Zajic, T.},
title = {A note on the Laplace--Varadhan integral lemma},
journal = {Bernoulli},
volume = {9},
number = {3},
year = {2003},
pages = { 49-65},
language = {en},
url = {http://dml.mathdoc.fr/item/1068129010}
}
Del Moral, P.; Zajic, T. A note on the Laplace--Varadhan integral lemma. Bernoulli, Tome 9 (2003) no. 3, pp. 49-65. http://gdmltest.u-ga.fr/item/1068129010/