Quenched large deviations for interacting diffusions in random media

Abstract : The aim of the paper is to establish a large deviation principle (LDP) for the empirical measure of mean-field interacting diffusions in a random environment. The point is to derive such a result once the environment has been frozen (quenched model). The main theorem states that a LDP holds for every realization of the environment, with a rate function that does not depend on the disorder and is different from the rate function in the averaged model. Similar results concerning the empirical flow and local empirical measures are provided.
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Contributor : Eric Luçon <>
Submitted on : Wednesday, August 24, 2016 - 10:09:03 AM
Last modification on : Friday, September 20, 2019 - 4:34:03 PM

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Eric Luçon. Quenched large deviations for interacting diffusions in random media. Journal of Statistical Physics, Springer Verlag, 2017, 166 (6), pp.1405-1440. ⟨10.1007/s10955-017-1719-9⟩. ⟨hal-01355726⟩



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