Large Deviation Principle for the Whittaker 2d Growth Model
Probability
2020-09-29 v1 Information Theory
Mathematical Physics
math.IT
math.MP
Statistics Theory
Statistics Theory
Abstract
The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling factor. The main challenge is the spatiotemporal interactions and dynamics that may depend on potential sample-path intersections. We develop such a principle with a novel rate function. Our approach is mainly based on Schider's Theorem, contraction principle, and special treatment for intersecting sample paths.
Cite
@article{arxiv.2009.12907,
title = {Large Deviation Principle for the Whittaker 2d Growth Model},
author = {Jun Gao and Jie Ding},
journal= {arXiv preprint arXiv:2009.12907},
year = {2020}
}