Open Access
January, 1989 Invariance Principle and Empirical Mean Large Deviations of the Critical Ornstein-Uhlenbeck Process
Jean-Dominique Deuschel
Ann. Probab. 17(1): 74-90 (January, 1989). DOI: 10.1214/aop/1176991495

Abstract

We consider a lattice system of linear interacting diffusion processes with infinitely many invariant distributions. We first prove a nonstandard central limit theorem and identify the equation of the fluctuation field. We then derive dimension dependent large deviation results for the empirical mean.

Citation

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Jean-Dominique Deuschel. "Invariance Principle and Empirical Mean Large Deviations of the Critical Ornstein-Uhlenbeck Process." Ann. Probab. 17 (1) 74 - 90, January, 1989. https://doi.org/10.1214/aop/1176991495

Information

Published: January, 1989
First available in Project Euclid: 19 April 2007

zbMATH: 0675.60086
MathSciNet: MR972772
Digital Object Identifier: 10.1214/aop/1176991495

Subjects:
Primary: 60K35
Secondary: 60F05 , 60F10

Keywords: Infinite particle system , invariance principle , large deviations , Ornstein-Uhlenbeck process

Rights: Copyright © 1989 Institute of Mathematical Statistics

Vol.17 • No. 1 • January, 1989
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