Large deviations for interacting multiscale particle systems

DOI10.1016/J.SPA.2022.09.010zbMATH Open1508.60036arXiv2011.03032MaRDI QIDQ6353091

Unnamed Author, Konstantinos V. Spiliopoulos

Publication date: 5 November 2020

Abstract: We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit as the number of particles grow to infinity and the time-scale separation parameter goes to zero simultaneously. We make use of weak convergence methods providing a convenient representation for the large deviations rate function, which allow us to characterize the effective controlled mean field dynamics. In addition, we obtain equivalent representations for the large deviations rate function of the form of Dawson-G"artner which hold even in the case where the diffusion matrix depends on the empirical measure and when the particles undergo averaging in addition to the propagation of chaos.

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10)

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