Moderate deviations for fully coupled multiscale weakly interacting particle systems (Q6571446)
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scientific article; zbMATH DE number 7880267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate deviations for fully coupled multiscale weakly interacting particle systems |
scientific article; zbMATH DE number 7880267 |
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Moderate deviations for fully coupled multiscale weakly interacting particle systems (English)
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12 July 2024
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The authors consider an interacting particle system in a two-scale environment with \(N\) particles and a time-scale separation parameter \(\varepsilon(N)\to 0\) as \(N\to\infty\). The principal results of the present paper are moderate deviations for the empirical distribution of the locations of these \(N\) particles. The rate function is given in both variational and `negative Sobolev' forms, and various ergodic theorems and properties of Poisson-type equations for multiscale interacting particle systems are established. Applications of these results are given to a class of aggregation-diffusion equations.
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interacting particle systems
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multiscale processes
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empirical measure
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moderate deviations
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