Moderate Deviations for Mean Field Particle Models

Pierre Del Moral 1, 2, 3 Shulan Hu 4 Liming Wu 5
1 ALEA - Advanced Learning Evolutionary Algorithms
Inria Bordeaux - Sud-Ouest, UB - Université de Bordeaux, CNRS - Centre National de la Recherche Scientifique : UMR5251
4 Department of Statistics
Zhongnan University of Economics and Law [China]
Abstract : This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of fi nite and bounded measures as well as for the corresponding stochastic processes on some class of functions equipped with the uniform topology. Our approach is based on an original semigroup analysis combined with stochastic perturbation techniques and projective limit large deviation methods.
Type de document :
Rapport
[Research Report] 2012, pp.37
Liste complète des métadonnées

https://hal.inria.fr/hal-00687827
Contributeur : Pierre Del Moral <>
Soumis le : dimanche 15 avril 2012 - 12:16:53
Dernière modification le : jeudi 10 mai 2018 - 02:05:27
Document(s) archivé(s) le : lundi 16 juillet 2012 - 02:21:01

Fichiers

Liming-Shulan-deviations-final...
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : hal-00687827, version 1
  • ARXIV : 1204.3308

Collections

Citation

Pierre Del Moral, Shulan Hu, Liming Wu. Moderate Deviations for Mean Field Particle Models. [Research Report] 2012, pp.37. 〈hal-00687827〉

Partager

Métriques

Consultations de la notice

667

Téléchargements de fichiers

170