We modify the spin-flip dynamics of the Curie-Weiss model with dissipation in Dai Pra, Fischer and Regoli (2013) by considering arbitrary transition rates and we analyze the phase-portrait as well as the dynamics of moderate fluctuations for macroscopic observables. We obtain path-space moderate deviation principles via a general analytic approach based on the convergence of non-linear generators and uniqueness of viscosity solutions for associated Hamilton-Jacobi equations. The moderate asymptotics depend crucially on the phase we are considering and, moreover, their behavior may be influenced by the choice of the rates.

Path-space moderate deviations for a class of Curie-Weiss models with dissipation

Collet, F.;
2020-01-01

Abstract

We modify the spin-flip dynamics of the Curie-Weiss model with dissipation in Dai Pra, Fischer and Regoli (2013) by considering arbitrary transition rates and we analyze the phase-portrait as well as the dynamics of moderate fluctuations for macroscopic observables. We obtain path-space moderate deviation principles via a general analytic approach based on the convergence of non-linear generators and uniqueness of viscosity solutions for associated Hamilton-Jacobi equations. The moderate asymptotics depend crucially on the phase we are considering and, moreover, their behavior may be influenced by the choice of the rates.
2020
Moderate deviations
Interacting particle systems
Mean-field interaction
Bifurcation of periodic orbits
Hamilton-Jacobi equation
Perturbation theory for Markov processes
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/1094147
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