Large deviations for slow-fast processes on connected complete Riemannian manifolds
Probability
2024-03-11 v1
Abstract
We consider a class of slow-fast processes on a connected complete Riemannian manifold .The limiting dynamics as the scale separation goes to is governed by the averaging principle. Around this limit, we prove large deviation principles with an action-integral rate function for the slow process by nonlinear semigroup methods together with the Hamilton-Jacobi-Bellman equation techniques. The innovation is solving a comparison principle for viscosity solutions on and the existence of a viscosity solution via a control problem for a non-smooth Hamiltonian.
Cite
@article{arxiv.2403.05505,
title = {Large deviations for slow-fast processes on connected complete Riemannian manifolds},
author = {Yanyan Hu and Richard C. Kraaij and Fubao Xi},
journal= {arXiv preprint arXiv:2403.05505},
year = {2024}
}
Comments
33 pages, 3 figures