arXiv Analytics

Sign in

arXiv:1409.3013 [math.PR]AbstractReferencesReviewsResources

Explicit LDP for a slowed RW driven by a symmetric exclusion process

Luca Avena, Milton Jara, Florian Voellering

Published 2014-09-10Version 1

We consider a random walk (RW) driven by a simple symmetric exclusion process (SSE). Rescaling the RW and the SSE in such a way that a joint hydrodynamic limit theorem holds we prove a joint path large deviation principle. The corresponding large deviation rate function can be split into two components, the rate function of the SSE and the one of the RW given the path of the SSE. Such components have different structures (Gaussian and Poissoinian, respectively) and to overcome this difficulty we make use of the theory of Orlicz spaces. In particular, the component of the rate function corresponding to the RW is explicit.

Related articles: Most relevant | Search more
arXiv:2409.20337 [math.PR] (Published 2024-09-30)
Alternative representation of the large deviation rate function and hyperparameter tuning schemes for Metropolis-Hastings Markov Chains
arXiv:1208.0472 [math.PR] (Published 2012-08-02, updated 2014-10-16)
On the form of the large deviation rate function for the empirical measures of weakly interacting systems
arXiv:math/0203213 [math.PR] (Published 2002-03-20)
Weak-interaction limits for one-dimensional random polymers