English

Path-space moderate deviations for a class of Curie-Weiss models with dissipation

Probability 2020-05-27 v1

Abstract

We modify the Glauber dynamics of the Curie-Weiss model with dissipation in Dai Pra, Fischer, Regoli[2013] by considering arbitrary transition rates and we analyze the phase-portrait as well as the dynamics of moderate fluctuations for macroscopic observables. We obtain path-space moderate deviation principles via a general analytic approach based on the convergence of non-linear generators and uniqueness of viscosity solutions for associated Hamilton-Jacobi equations. The moderate asymptotics depend crucially on the phase we are considering and, moreover, their behavior may be influenced by the choice of the rates.

Keywords

Cite

@article{arxiv.1810.10888,
  title  = {Path-space moderate deviations for a class of Curie-Weiss models with dissipation},
  author = {Francesca Collet and Richard C. Kraaij},
  journal= {arXiv preprint arXiv:1810.10888},
  year   = {2020}
}