# Large deviations of empirical measures of diffusions in weighted   topologies

**Authors:** Gr\'egoire Ferr\'e, Gabriel Stoltz

arXiv: 1906.09411 · 2020-09-23

## TL;DR

This paper establishes large deviation principles for empirical measures of diffusion processes, linking spectral gap conditions to a generalized Cramér condition, and analyzes the Donsker-Varadhan rate functional in various dynamics.

## Contribution

It introduces new conditions for large deviations of empirical measures in diffusion processes, extending classical results to unbounded functions and degenerate diffusions.

## Key findings

- Large deviations principle (LDP) for unbounded functions in diffusion processes.
- Spectral gap condition related to a generalized Cramér condition.
- Application of results to Langevin dynamics in unbounded spaces.

## Abstract

We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the standard Cram\'er condition in the context of diffusion processes, which turns out to be related to a spectral gap condition for a Witten-Schr\"odinger operator. Secondly, we study more precisely the properties of the Donsker-Varadhan rate functional associated with the LDP. We revisit and generalize some standard duality results as well as a more original decomposition of the rate functional with respect to the symmetric and antisymmetric parts of the dynamics. Finally, we apply our results to overdamped and underdamped Langevin dynamics, showing the applicability of our framework for degenerate diffusions in unbounded configuration spaces.

## Full text

_Full body text omitted from this summary view._ Fetch the complete paper as Markdown: https://tomesphere.com/paper/1906.09411/full.md

## References

116 references — full list in the complete paper: https://tomesphere.com/paper/1906.09411/full.md

---
Source: https://tomesphere.com/paper/1906.09411