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SUMMARY:Sarath Yasodharan (Indian Institute of Science\, Bangalore)
DTSTART:20210503T100000Z
DTEND:20210503T104500Z
DTSTAMP:20260421T173909Z
UID:BPS/34
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/BPS/34/">Lar
 ge deviations of mean-field interacting particle systems in a fast varying
  environment</a>\nby Sarath Yasodharan (Indian Institute of Science\, Bang
 alore) as part of Bangalore Probability Seminar\n\n\nAbstract\nWe consider
  a weakly interacting Markovian mean-field particle system in a fast varyi
 ng environment. The particles evolve in the slow time scale and the enviro
 nment process evolves in the fast time scale. The system is ``fully couple
 d”\, i.e.\, the evolution of the particles depend on the state of the en
 vironment\, and the environment itself changes its state depending on the 
 empirical measure of the system of particles. For this two time scale mean
 -field model\, we prove a process-level large deviation principle for the 
 joint law of the empirical measure process of the particles and the occupa
 tion measure process of the fast environment. This extends previous result
 s known for two time scale diffusions to two time scale mean-field models 
 with jumps. Our proof is based on the method of stochastic exponentials. W
 e characterise the rate function by studying a certain variational problem
  associated with an exponential martingale.\n\nThis talk is based on joint
  work with Rajesh Sundaresan.\n
LOCATION:https://researchseminars.org/talk/BPS/34/
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