On Laplace-Varadhan's integral lemma

被引:0
|
作者
Del Moral, P [1 ]
Zajic, T
机构
[1] Univ Toulouse 3, CNRS, UMR C55830, F-31062 Toulouse, France
[2] Lockheed Martin, Eagan, MN USA
[3] Univ Minnesota, IMA, Minneapolis, MN 55455 USA
关键词
D O I
10.1016/S1631-073X(02)02325-7
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this Note we propose a complement to an integral lemma of Laplace-Varadhan arising in the literature of large deviations. We examine a situation in which the state space may depend on the rate of deviation. We have used this extension to analyze in a new way large deviation principles for the empirical measures on path space associated to interacting particle systems. We prove new large deviation principles on path space for an abstract class of discrete generation, as well as pure jump or McKean-Vlasov interacting particle systems.
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页码:693 / 698
页数:6
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