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Dynamical moderate deviations for the Curie–Weiss model

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  • Collet, Francesca
  • Kraaij, Richard C.

Abstract

We derive moderate deviation principles for the trajectory of the empirical magnetization of the standard Curie–Weiss model via a general analytic approach based on convergence of generators and uniqueness of viscosity solutions for associated Hamilton–Jacobi equations. The moderate asymptotics depend crucially on the phase under consideration.

Suggested Citation

  • Collet, Francesca & Kraaij, Richard C., 2017. "Dynamical moderate deviations for the Curie–Weiss model," Stochastic Processes and their Applications, Elsevier, vol. 127(9), pages 2900-2925.
    • Handle: RePEc:eee:spapps:v:127:y:2017:i:9:p:2900-2925
    DOI: 10.1016/j.spa.2017.01.002
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    Cited by:

    1. Kraaij, Richard C. & Redig, Frank & Versendaal, Rik, 2019. "Classical large deviation theorems on complete Riemannian manifolds," Stochastic Processes and their Applications, Elsevier, vol. 129(11), pages 4294-4334.

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