Dynamical moderate deviations for the Curie-Weiss model

Francesca Collet; Richard Kraaij

doi:10.1016/j.spa.2017.01.002

Dynamical moderate deviations for the Curie-Weiss model

Francesca Collet, Richard Kraaij

Applied Probability

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Abstract

We derive moderate deviation principles for the trajectory of the empirical magnetization of the standard Curie–Weiss model via a general analytic approach based on convergence of generators and uniqueness of viscosity solutions for associated Hamilton–Jacobi equations. The moderate asymptotics depend crucially on the phase under consideration.

Original language	English
Pages (from-to)	2900-2925
Number of pages	26
Journal	Stochastic Processes and their Applications
Volume	127
Issue number	9
DOIs	https://doi.org/10.1016/j.spa.2017.01.002
Publication status	Published - 2017

Keywords

Moderate deviations
Interacting particle systems
Mean-field interaction
Viscosity solutions
Hamilton–Jacobi equation

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10.1016/j.spa.2017.01.002

8339075Accepted author manuscript, 462 KBLicence: CC BY-NC-ND

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title = "Dynamical moderate deviations for the Curie-Weiss model",

abstract = "We derive moderate deviation principles for the trajectory of the empirical magnetization of the standard Curie–Weiss model via a general analytic approach based on convergence of generators and uniqueness of viscosity solutions for associated Hamilton–Jacobi equations. The moderate asymptotics depend crucially on the phase under consideration.",

keywords = "Moderate deviations, Interacting particle systems, Mean-field interaction, Viscosity solutions, Hamilton–Jacobi equation",

author = "Francesca Collet and Richard Kraaij",

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AU - Kraaij, Richard

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AB - We derive moderate deviation principles for the trajectory of the empirical magnetization of the standard Curie–Weiss model via a general analytic approach based on convergence of generators and uniqueness of viscosity solutions for associated Hamilton–Jacobi equations. The moderate asymptotics depend crucially on the phase under consideration.

KW - Moderate deviations

KW - Interacting particle systems

KW - Mean-field interaction

KW - Viscosity solutions

KW - Hamilton–Jacobi equation

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DO - 10.1016/j.spa.2017.01.002

M3 - Article

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VL - 127

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EP - 2925

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 9

ER -

Dynamical moderate deviations for the Curie-Weiss model

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Keywords

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