A large deviation system is established for the empirical processes of a mean-field interacting particle system with unbounded jump rates under assumptions that are satisfied by many interesting models including the first and the second Schlogl models. The action functional obtained has a form that is very useful for applications.
Publié le : 1994-10-14
Classification:
$Q$-process,
pure jump Markov process,
nonlinear master equation,
Schlogl model,
mean-field interacting particle system,
empirical process,
large deviation system,
60F10,
60J75,
60K35,
82C26
@article{1176988496,
author = {Feng, Shui},
title = {Large Deviations for Empirical Process of Mean-Field Interacting Particle System with Unbounded Jumps},
journal = {Ann. Probab.},
volume = {22},
number = {4},
year = {1994},
pages = { 2122-2151},
language = {en},
url = {http://dml.mathdoc.fr/item/1176988496}
}
Feng, Shui. Large Deviations for Empirical Process of Mean-Field Interacting Particle System with Unbounded Jumps. Ann. Probab., Tome 22 (1994) no. 4, pp. 2122-2151. http://gdmltest.u-ga.fr/item/1176988496/