Large Deviation Principle For Finite-State Mean Field Interacting Particle Systems
Abstract
We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity condition. The approach is based on a variational representation for functionals of a Poisson random measure. Under an appropriate strengthening of the ergodicity condition, we also prove a locally uniform large deviation principle. The main novelty is that more than one particle is allowed to change its state simultaneously, and so a standard approach to the proof based on a change of measure with respect to a system of independent particles is not possible. The result is shown to be applicable to a wide range of models arising from statistical physics, queueing systems and communication networks. Along the way, we establish a large deviation principle for a class of jump Markov processes on the simplex, whose rates decay to zero as they approach the boundary of the domain. This result may be of independent interest.
Cite
@article{arxiv.1601.06219,
title = {Large Deviation Principle For Finite-State Mean Field Interacting Particle Systems},
author = {Paul Dupuis and Kavita Ramanan and Wei Wu},
journal= {arXiv preprint arXiv:1601.06219},
year = {2016}
}
Comments
62 pages