Large Deviations from the Hydrodynamic Limit for a System with Nearest Neighbor Interactions
Sayan Banerjee, Amarjit Budhiraja, and Michael Perlmutter

TL;DR
This paper presents a new proof of the large deviation principle for the Ginzberg-Landau model, utilizing stochastic control and weak convergence methods, simplifying previous complex analytical techniques.
Contribution
It introduces a novel proof approach that avoids superexponential estimates, using bounds on relative entropies and Dirichlet forms, applicable to various interacting particle systems.
Findings
New proof technique for large deviations in particle systems
Avoids complex eigenvalue and exponential moment analysis
Potential applicability to non-equilibrium and infinite volume systems
Abstract
We give a new proof of the large deviation principle from the hydrodynamic limit for the Ginzberg-Landau model studied in Donsker and Varadhan (1989) using techniques from the theory of stochastic control and weak convergence methods. The proof is based on characterizing subsequential hydrodynamic limits of controlled diffusions with nearest neighbor interaction that arise from a variational representation of certain Laplace functionals. The approach taken here does not require superexponential probability estimates, estimation of exponential moments, or an analysis of eigenvalue problems, that are central ingredients in previous proofs. Instead, proof techniques are very similar to those used for the law of large number analysis, namely in the proof of convergence to the hydrodynamic limit (cf. Guo, Papanicolaou and Varadhan (1988)). Specifically, the key step in the proof is…
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Stochastic processes and statistical mechanics · Geometric Analysis and Curvature Flows
