Dynamical moderate deviations for the Curie-Weiss model

作者：Collet Francesca; Kraaij Richard C^*

来源：Stochastic Processes and Their Applications, 2017, 127(9): 2900-2925.

DOI：10.1016/j.spa.2017.01.002

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

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.

• 出版日期2017-9