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Large‐Deviation Principle for Interacting Brownian Motions
Author(s) -
Seo Insuk
Publication year - 2017
Publication title -
communications on pure and applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.12
H-Index - 115
eISSN - 1097-0312
pISSN - 0010-3640
DOI - 10.1002/cpa.21636
Subject(s) - brownian motion , mathematics , statistical physics , large deviations theory , particle system , diffusion process , rate function , context (archaeology) , lattice (music) , non equilibrium thermodynamics , classical mechanics , physics , innovation diffusion , quantum mechanics , computer science , statistics , paleontology , knowledge management , acoustics , biology , operating system
We prove the large‐deviation principle for the empirical process in a system of locally interacting Brownian motions in the nonequilibrium. Such a phenomenon has been proven only for two lattice systems: the symmetric simple exclusion process and the zero‐range process. Therefore, we have achieved the third result in this context and moreover the first result for the diffusion‐type interacting particle system.© 2016 Wiley Periodicals, Inc.