Dynamical moderate deviations for the Curie-Weiss model

Journal Article (2017)
Author(s)

Francesca Collet (TU Delft - Applied Probability)

Richard Kraaij (Ruhr-Universität Bochum)

DOI related publication
https://doi.org/10.1016/j.spa.2017.01.002 Final published version
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Publication Year
2017
Language
English
Issue number
9
Volume number
127
Pages (from-to)
2900-2925
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277
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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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