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Quantitative concentration inequalities on sample path space for mean field interaction

François Bolley (2010)

ESAIM: Probability and Statistics

We consider the approximation of a mean field stochastic process by a large interacting particle system. We derive non-asymptotic large deviation bounds measuring the concentration of the empirical measure of the paths of the particles around the law of the process. The method is based on a coupling argument, strong integrability estimates on the paths in Hölder norm, and a general concentration result for the empirical measure of identically distributed independent paths.

Quenched non-equilibrium central limit theorem for a tagged particle in the exclusion process with bond disorder

M. D. Jara, C. Landim (2008)

Annales de l'I.H.P. Probabilités et statistiques

For a sequence of i.i.d. random variables {ξx: x∈ℤ} bounded above and below by strictly positive finite constants, consider the nearest-neighbor one-dimensional simple exclusion process in which a particle at x (resp. x+1) jumps to x+1 (resp. x) at rate ξx. We examine a quenched non-equilibrium central limit theorem for the position of a tagged particle in the exclusion process with bond disorder {ξx: x∈ℤ}. We prove that the position of the tagged particle converges under diffusive scaling to a...

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