论文标题
在快速不同的环境中，平均场相互作用粒子系统的大偏差很大
Large deviations of mean-field interacting particle systems in a fast varying environment
论文作者
论文摘要
本文研究了``完全耦合''有限状态平均场相互作用粒子系统在快速变化的环境中的大偏差。颗粒的经验度量在缓慢的时间尺度中演变而来，并且在快速时间尺度上演变。我们的主要结果是，距离empirical Archestion sever sever sever sever sever severs the Armistion tos tos tos toter to the superiation to tos the subles scemation sception sebor specation sebor specation sebor specation sebor sebor sebor sebor的占位范围的占位范围。带有跳跃的两个时间尺度模型，我们的证明是基于随机指数的方法来表征速率函数的。
This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment evolves in the fast time scale. Our main result is the path-space large deviation principle for the joint law of the empirical measure process of the particles and the occupation measure process of the fast environment. This extends previous results known for two time scale diffusions to two time scale mean-field models with jumps. Our proof is based on the method of stochastic exponentials. We characterise the rate function by studying a certain variational problem associated with an exponential martingale.
