Large Deviation Principle for the Whittaker 2d Growth Model

09/27/2020

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by   Jun Gao, et al.

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The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling factor. The main challenge is the spatiotemporal interactions and dynamics that may depend on potential sample-path intersections. We develop such a principle with a novel rate function. Our approach is mainly based on Schider's Theorem, contraction principle, and special treatment for intersecting sample paths.