Large Deviation Principle for Interacting Brownian Motions
Insuk Seo

TL;DR
This paper establishes a Large Deviation Principle for the empirical process of a system of locally interacting Brownian motions in nonequilibrium, extending known results from lattice systems to diffusion-type particle systems.
Contribution
It provides the first Large Deviation Principle for diffusion-type interacting particle systems, expanding the scope of such principles beyond lattice models.
Findings
Proves the Large Deviation Principle for interacting Brownian motions.
Extends large deviation results to diffusion-type systems.
First such result for this class of particle systems.
Abstract
We prove the Large Deviation Principle for the empirical process in a system of locally interacting Brownian motions in the nonequilibrium dynamic. Such a phenomenon has been proven only for two lattice systems: the symmetric simple exclusion process and 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.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Random Matrices and Applications · Theoretical and Computational Physics
