Large deviations for noninteracting infinite-particle systems

M. D. Donsker; S. R.S. Varadhan

doi:10.1007/BF01011162

Large deviations for noninteracting infinite-particle systems

M. D. Donsker, S. R.S. Varadhan

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

A large deviation property is established for noninteracting infinite particle systems. Previous large deviation results obtained by the authors involved a single I-function because the cases treated always involved a unique invariant measure for the process. In the context of this paper there is an infinite family of invariant measures and a corresponding infinite family of I-functions governing the large deviations.

Original language	English (US)
Pages (from-to)	1195-1232
Number of pages	38
Journal	Journal of Statistical Physics
Volume	46
Issue number	5-6
DOIs	https://doi.org/10.1007/BF01011162
State	Published - Mar 1987

Keywords

Large deviations
asymptotics for expectations
infinite particle systems
invariant measures

ASJC Scopus subject areas

Statistical and Nonlinear Physics
Mathematical Physics

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10.1007/BF01011162

Cite this

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title = "Large deviations for noninteracting infinite-particle systems",

abstract = "A large deviation property is established for noninteracting infinite particle systems. Previous large deviation results obtained by the authors involved a single I-function because the cases treated always involved a unique invariant measure for the process. In the context of this paper there is an infinite family of invariant measures and a corresponding infinite family of I-functions governing the large deviations.",

keywords = "Large deviations, asymptotics for expectations, infinite particle systems, invariant measures",

author = "Donsker, {M. D.} and Varadhan, {S. R.S.}",

year = "1987",

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doi = "10.1007/BF01011162",

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AB - A large deviation property is established for noninteracting infinite particle systems. Previous large deviation results obtained by the authors involved a single I-function because the cases treated always involved a unique invariant measure for the process. In the context of this paper there is an infinite family of invariant measures and a corresponding infinite family of I-functions governing the large deviations.

KW - Large deviations

KW - asymptotics for expectations

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KW - invariant measures

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Large deviations for noninteracting infinite-particle systems

Abstract

Keywords

ASJC Scopus subject areas

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