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

Yasodharan, S and Sundaresan, R (2024) A sufficient condition for the quasipotential to be the rate function of the invariant measure of countable-state mean-field interacting particle systems. In: Advances in Applied Probability .

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Abstract

This 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. © The Author(s), 2024. Published by Cambridge University Press on behalf of Applied Probability Trust.

Item Type:	Journal Article
Publication:	Advances in Applied Probability
Publisher:	Cambridge University Press
Additional Information:	The copyright for this article belongs to Cambridge University Press.
Keywords:	Freidlin-wentzell quasipotential; Interacting particle system; Invariant measure; Large deviations; Mean-field interactions; Quasi potentials; Rate functions; Relative entropy; Static large deviation
Department/Centre:	Division of Electrical Sciences > Electrical Communication Engineering
Date Deposited:	28 Aug 2024 05:41
Last Modified:	28 Aug 2024 05:41
URI:	http://eprints.iisc.ac.in/id/eprint/84876

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