Dynamical moderate deviations for the Curie-Weiss model
Journal Article
(2017)
Research Group
Applied Probability
Copyright
© 2017 F. Collet, R.C. Kraaij
DOI related publication
https://doi.org/10.1016/j.spa.2017.01.002
To reference this document use:
https://resolver.tudelft.nl/uuid:03bffded-d1c8-4e33-a95a-bc916b848f3e
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Publication Year
2017
Language
English
Copyright
© 2017 F. Collet, R.C. Kraaij
Research Group
Applied Probability
Issue number
9
Volume number
127
Pages (from-to)
2900-2925
Reuse Rights
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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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