Moderate Deviations for Mean Field Particle Models
DEL MORAL, Pierre
Advanced Learning Evolutionary Algorithms [ALEA]
Institut de Mathématiques de Bordeaux [IMB]
Centre de Mathématiques Appliquées de l'Ecole polytechnique [CMAP]
Advanced Learning Evolutionary Algorithms [ALEA]
Institut de Mathématiques de Bordeaux [IMB]
Centre de Mathématiques Appliquées de l'Ecole polytechnique [CMAP]
DEL MORAL, Pierre
Advanced Learning Evolutionary Algorithms [ALEA]
Institut de Mathématiques de Bordeaux [IMB]
Centre de Mathématiques Appliquées de l'Ecole polytechnique [CMAP]
< Réduire
Advanced Learning Evolutionary Algorithms [ALEA]
Institut de Mathématiques de Bordeaux [IMB]
Centre de Mathématiques Appliquées de l'Ecole polytechnique [CMAP]
Langue
en
Rapport
Ce document a été publié dans
2012-04-15p. 37
Résumé en anglais
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 ...Lire la suite >
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.< Réduire
Mots clés en anglais
Moderate deviations
interacting particle systems
exponential inequalities
functional central limit theorems
convergence of empirical processes
large deviations for projective limits.
large deviations for projective limits
Origine
Importé de halUnités de recherche