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Large deviations from a hydrodynamic scaling limit. (English) Zbl 0780.60027

A system of interacting diffusions describing charges that are located at the sites of a periodic one-dimensional lattice is studied. Under appropriate scaling of lattice space and time, probabilities of large deviation from the deterministic limit are analyzed and an explicit expression for the rate function is given. The lower bound argument is based on analyzing the hydrodynamic limit of a mildly perturbed system.

MSC:

60F10 Large deviations
60G99 Stochastic processes
60H99 Stochastic analysis
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References:

[1] Guo, Comm. Math. Physics.
[2] Kipnis, Comm. Pure Appl. Math. Vol 42 pp 115– (1989)
[3] Large deviations and applications, CBMS-NSF Regional Conference Series in Applied Mathematics, 46, Society for Industrial and Applied Mathematics, 1984.
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