Large deviations for Markov processes with mean field interaction and unbounded jumps

DOI10.1007/BF01199267zbMath0814.60024MaRDI QIDQ1342500

Shui Feng

Publication date: 13 June 1995

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Markov processlarge deviationsCameron-Martin-Girsanov formulaempiricial measureparticle system mean field interaction

Mathematics Subject Classification ID

Related Items (9)

Nonlinear master equation of multitype particle systems ⋮ Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks ⋮ On the form of the large deviation rate function for the empirical measures of weakly interacting systems ⋮ Large deviations of the trajectory of empirical distributions of Feller processes on locally compact spaces ⋮ Performance Analysis of Joining the Shortest Queue Model Among a Large Number of Queues ⋮ Reaction-diffusion processes ⋮ Asymptotics of the Invariant Measure in Mean Field Models with Jumps ⋮ Large deviations of mean-field stochastic differential equations with jumps ⋮ Phase transitions for a class of time-inhomogeneous diffusion processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nucleation for a long range magnetic model
• Law of large numbers and central limit theorem for unbounded jump mean- field models
• Solutions of a class of nonlinear master equations
• Central limit theorem for a system of Markovian particles with mean field interactions
• On the McKean-Vlasov Limit for Interacting Diffusions
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions
• An introduction to the theory of large deviations

This page was built for publication: Large deviations for Markov processes with mean field interaction and unbounded jumps