Large deviations and scaling limit
type: Item
instance of: scholarly article
title: Large deviations and scaling limit
zbMATH Open document ID: 1185.60024
author: S. R. S. Varadhan
published in: Letters in Mathematical Physics
publication date: 2009-08-31T00:00:00Z
review text: The behavior of large systems is investigated under scaling limits, by employing methods from the theory of large deviations. Scaling limits deal with large systems whose evolution is modeled at a microscopic level by suitable stochastic differential equations and which are amenable to a statistical description in terms of (macroscopic) partial differential equations. The considered large systems stay away from any global equilibrium. The basic aim of the paper is to study such system at a time scale where it reaches equilibria locally, even though they still vary in space and time. The microscopic noisy evolution appears to be important in stabilizing the large system and keeping it in the vicinity of local equillibria.
reviewed by: Piotr Garbaczewski
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 37H15
Mathematics Subject Classification ID: 76R50
Mathematics Subject Classification ID: 82C31
zbMATH DE Number: 5600056
zbMATH Keywords: large deviations
zbMATH Keywords: scaling limits
zbMATH Keywords: random perturbations of dynamical systems
zbMATH Keywords: local equilibria
zbMATH Keywords: stability compressible Euler equation
zbMATH Keywords: tagged particle diffusion
MaRDI profile type: Publication
full work available at URL: s11005-009-0303-x
OpenAlex ID: W2007262147
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DOI: 10.1007/S11005-009-0303-X
description: scientific article; zbMATH DE number 5600056