“Entropy methods in interacting particle systems”

Abstract:

We develop a variational formula to estimate the moment generating function of additive functionals of Markov processes. Combined with a related variational formula for the evolution of the relative entropy of the law of the process with respect to suitable reference measures, this variational formula serves as a substitute for the martingale method pioneered by Kipnis-Varadhan in the case of out-of-equilibrium interacting particle systems.

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Classe di Scienze Matematiche e Naturali

Valeria Giuliani

Scuola Normale Superiore

Servizio alla Didattica e Allievi

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Piazza dei Cavalieri, 7

56126 Pisa

E-mail: valeria.giuliani@sns.it

E-mail: classi@sns.it