Empirical Measure and Small Noise Asymptotics Under Large Deviation Scaling for Interacting Diffusions |
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| Authors: | Budhiraja Amarjit Conroy Michael |
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| Affiliation: | 1.Department of Statistics and Operations Research, University of North Carolina, Chapel Hill, NC, 27599, USA
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| Abstract: | Journal of Theoretical Probability - Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an... |
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