Displaying similar documents to “A question about the Parisi functional.”

The large deviation principle for certain series

Miguel A. Arcones (2004)

ESAIM: Probability and Statistics

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We study the large deviation principle for stochastic processes of the form { k = 1 x k ( t ) ξ k : t T } , where { ξ k } k = 1 is a sequence of i.i.d.r.v.’s with mean zero and x k ( t ) . We present necessary and sufficient conditions for the large deviation principle for these stochastic processes in several situations. Our approach is based in showing the large deviation principle of the finite dimensional distributions and an exponential asymptotic equicontinuity condition. In order to get the exponential asymptotic equicontinuity...

Infinite system of Brownian balls with interaction: the non-reversible case

Myriam Fradon, Sylvie Rœlly (2007)

ESAIM: Probability and Statistics

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We consider an infinite system of hard balls in d undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures.