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A sufficient condition for the quasipotential to be the rate function of the invariant measure of countable-state mean-field interacting particle systems

Authors :
Yasodharan, Sarath
Sundaresan, Rajesh
Source :
Advances in Applied Probability; September 2024, Vol. 56 Issue: 3 p960-1003, 44p
Publication Year :
2024

Abstract

AbstractThis paper considers the family of invariant measures of Markovian mean-field interacting particle systems on a countably infinite state space and studies its large deviation asymptotics. The Freidlin–Wentzell quasipotential is the usual candidate rate function for the sequence of invariant measures indexed by the number of particles. The paper provides two counterexamples where the quasipotential is not the rate function. The quasipotential arises from finite-horizon considerations. However, there are certain barriers that cannot be surmounted easily in any finite time horizon, but these barriers can be crossed in the stationary regime. Consequently, the quasipotential is infinite at some points where the rate function is finite. After highlighting this phenomenon, the paper studies some sufficient conditions on a class of interacting particle systems under which one can continue to assert that the Freidlin–Wentzell quasipotential is indeed the rate function.

Details

Language :
English
ISSN :
00018678 and 14756064
Volume :
56
Issue :
3
Database :
Supplemental Index
Journal :
Advances in Applied Probability
Publication Type :
Periodical
Accession number :
ejs67432323
Full Text :
https://doi.org/10.1017/apr.2023.55