We consider a lattice system of linear interacting diffusion processes with infinitely many invariant distributions. We first prove a nonstandard central limit theorem and identify the equation of the fluctuation field. We then derive dimension dependent large deviation results for the empirical mean.
Publié le : 1989-01-14
Classification:
Infinite particle system,
Ornstein-Uhlenbeck process,
invariance principle,
large deviations,
60K35,
60F05,
60F10
@article{1176991495,
author = {Deuschel, Jean-Dominique},
title = {Invariance Principle and Empirical Mean Large Deviations of the Critical Ornstein-Uhlenbeck Process},
journal = {Ann. Probab.},
volume = {17},
number = {4},
year = {1989},
pages = { 74-90},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991495}
}
Deuschel, Jean-Dominique. Invariance Principle and Empirical Mean Large Deviations of the Critical Ornstein-Uhlenbeck Process. Ann. Probab., Tome 17 (1989) no. 4, pp. 74-90. http://gdmltest.u-ga.fr/item/1176991495/