We apply large-deviation theory to particle systems with a random mean-field interaction in the McKean-Vlasov limit. In particular, we describe large deviations and normal fluctuations around the McKean-Vlasov equation. Due to the randomness in the interaction, the McKean-Vlasov equation is a collection of coupled PDEs indexed by the state space of the single components in the medium. As a result, the study of its solution and of the finite-size fluctuation around this solution requires some new ingredient as compared to existing techniques for nonrandom interaction.
|Titolo:||McKean-Vlasov limit for interacting random processes in random media|
|Data di pubblicazione:||1996|
|Appare nelle tipologie:||01.01 Articolo in Rivista|