Convergence of path measures arising from a mean field or polaron type interaction

Summary We discuss the limiting path measures of Markov processes with either a mean field or a polaron type interaction of the paths. In the polaron type situation the strength is decaying at large distances on the time axis, and so the interaction is of short range in time. In contrast, in the mean field model, the interaction is weak, but of long range in time. Donsker and Varadhan proved that for the partition functions, there is a transition from the polaron type to the mean field interaction when passing to a limit by letting the strength tend to zero while increasing the range. The discussion of the path measures is more subtle. We treat the mean field case as an example of a differentiable interaction and discuss the transition from the polaron type to the mean field interaction for two instructive examples.Research supported by the Swiss National Foundation (21-29833.90)This article was processed by the authors using the Springer-Verlag T_EX ProbTh macro package 1991.