Mean-field Limit versus Small-noise Limit for Some Interacting Particle Systems
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چکیده
In the nonlinear diffusion framework, stochastic processes of McKean-Vlasov type play an important role. Such diffusions can be obtained by taking the hydrodymamic limit in a huge system of linear diffusions in interaction. In both cases, for the linear and the nonlinear processes, small-noise asymptotics have been emphasized by specific large deviation phenomenons. The natural question, therefore, is: is it possible to interchange the mean-field limit with the small-noise limit ? The aim here is to consider this question by proving that the rate function of the first particle in a meanfield system converges to the rate function of the hydrodynamic limit as the number of particles becomes large.
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تاریخ انتشار 2016