FREE ENERGY IN A MEAN FIELD OF BROWNIAN PARTICLES

来源 :The 11th Workshop on Markov Processes and Related topics(第十一 | 被引量 : 0次 | 上传用户:duancj1972
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  We compute the limit of the free energy of the mean field generated by the independent Brownian particles interacting through the non-negative definite function γ(·).Our main theorem is relevant to the high moment asymptotics for the parabolic Anderson models with Gaussian noise that is white in time,white or colored in space.Our approach makes a novel connection to the celebrated Donsker-Varadhans large deviation principle for the i.i.d.random variables in infinite dimensional spaces.As an application of our main theorem,we provide a probabilistic treatment to the Hartrees theory on the asymptotics for the ground state energy of bosonic quantum system.
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