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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.
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https://hal.inria.fr/hal-00687827
Contributor : Pierre Del Moral Connect in order to contact the contributor
Submitted on : Sunday, April 15, 2012 - 12:16:53 PM
Last modification on : Friday, February 4, 2022 - 3:22:39 AM
Long-term archiving on: : Monday, July 16, 2012 - 2:21:01 AM

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

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

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