Large Deviation Principle for Interacting Brownian Motions
Probability
2016-01-18 v4
Abstract
We prove the Large Deviation Principle for the empirical process in a system of locally interacting Brownian motions in the nonequilibrium dynamic. Such a phenomenon has been proven only for two lattice systems: the symmetric simple exclusion process and zero-range process. Therefore, we have achieved the third result in this context and moreover the first result for the diffusion-type interacting particle system.
Cite
@article{arxiv.1503.02035,
title = {Large Deviation Principle for Interacting Brownian Motions},
author = {Insuk Seo},
journal= {arXiv preprint arXiv:1503.02035},
year = {2016}
}
Comments
77 pages, To appear in Communications on Pure and Applied Mathematics