Large deviations and stationary measures for interacting particle systems

Paolo Dai Pra

Stochastic Processes and their Applications, 1993, vol. 48, issue 1, 9-30

Abstract: Various properties of the rate function of a large deviation principle for the space-time empirical process of an interacting particle system are studied here. In particular we show that the minimum points of the rate function correspond to the stationary measures for the system.

Date: 1993
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(93)90105-D
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:48:y:1993:i:1:p:9-30

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().