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Path large deviations for interacting diffusions with local mean-field interactions in random environment

Published 16 Dec 2015 in math.PR | (1512.05323v3)

Abstract: We consider a system of $N{d}$ spins in random environment with a random local mean field type interaction. Each spin has a fixed spatial position on the torus $\mathbb{T}{d}$, an attached random environment and a spin value in $\mathbb{R}$ that evolves according to a space and environment dependent Langevin dynamic. The interaction between two spins depends on the spin values, on the spatial distance and the random environment of both spins. We prove the path large deviation principle from the hydrodynamic (or local mean field McKean-Vlasov) limit and derive different expressions of the rate function for the empirical process and for the empirical measure of the paths. To this end, we generalize an approach of Dawson and G\"artner. By the space and random environment dependency, this requires new ingredients compared to mean field type interactions. Moreover, we prove the large deviation principle by using a second approach. This requires a generalisation of Varadhan's lemma to nowhere continuous functions.

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