English

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 MM.The limiting dynamics as the scale separation goes to \infty 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 MM and the existence of a viscosity solution via a control problem for a non-smooth Hamiltonian.

Keywords

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

R2 v1 2026-06-28T15:13:53.946Z