Sample path large deviations for a class of Markov chains related to disordered mean field models
| dc.creator | Bovier, Anton | |
| dc.creator | Gayrard, Veronique | |
| dc.date | 1999-05-05 | |
| dc.date.accessioned | 2026-07-07T05:28:57Z | |
| dc.date.available | 2026-07-07T05:28:57Z | |
| dc.description | We prove a large deviation principle on path space for a class of discrete time Markov processes whose state space is the intersection of a regular domain $Ł\subset \R^d$ with some lattice of spacing $\e$. Transitions from $x$ to $y$ are allowed if $\e^{-1}(x-y)\in \D$ for some fixed set of vectors $\D$. The transition probabilities $p_\e(t,x,y)$, which themselves depend on $\e$, are allowed to depend on the starting point $x$ and the time $t$ in a sufficiently regular way, except near the boundaries, where some singular behaviour is allowed. The rate function is identified as an action functional which is given as the integral of a Lagrange function. %of time dependent relativistic classical mechanics. Markov processes of this type arise in the study of mean field dynamics of disordered mean field models. | |
| dc.description | 56pp, AMS-Tex | |
| dc.identifier | https://arxiv.org/abs/math/9905022 | |
| dc.identifier | http://arxiv.org/abs/math/9905022 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/78456 | |
| dc.subject | Probability | |
| dc.subject | 60F10;82C44;60J15 | |
| dc.title | Sample path large deviations for a class of Markov chains related to disordered mean field models | |
| dc.type | text |