Pathwise large deviations for the pure jump k-nary interacting particle systems

Abstract

A pathwise large deviation result is proved for the pure jump models of the k-nary interacting particle system introduced by Kolokoltsov (Markov Process. Related Fields 12 (2006) 95–138; Nonlinear Markov Processes and Kinetic Equations (2010) Cambridge Univ. Press) that generalize classical Boltzmann’s collision model, Smoluchovski’s coagulation model and many others. The upper bound is obtained by following the standard methods (KOV (Comm. Pure Appl. Math. 42 (1989) 115–137)) of using a process “perturbed” by a regular function. To show the lower bound, we propose a family of orthogonal martingale measures and prove a coupling for the general perturbations. The rate function is studied based on the idea of Léonard (Probab. Theory Related Fields 101 (1995) 1–44) with a simplification by considering the conjugation of integral functionals on a subspace of ${\mathit{L}}^{\infty }$. General “gelling” solutions in the domain of the rate function are also discussed.