Dynamical moderate deviations for the Curie-Weiss model

Collet, Francesca; Kraaij, Richard C.

doi:10.1016/j.spa.2017.01.002

Dynamical moderate deviations for the Curie-Weiss model

Journal article (2017)

Authors

Francesca Collet Applied Probability

Richard C. Kraaij Ruhr-Universität Bochum

Research Group

Applied Probability

DOI: https://doi.org/10.1016/j.spa.2017.01.002

Mean-field interaction Interacting particle systems Moderate deviations Viscosity solutions Hamilton–Jacobi equation

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Published Date

2017

Language

English

Research Group

Applied Probability

Abstract

We derive moderate deviation principles for the trajectory of the empirical magnetization of the standard Curie–Weiss model via a general analytic approach based on convergence of generators and uniqueness of viscosity solutions for associated Hamilton–Jacobi equations. The moderate asymptotics depend crucially on the phase under consideration.

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