Speaker:
Xia Chen
Institution:
University of Tennessee
Time:
Tuesday, May 3, 2016 - 11:00am to 12:00pm
Host:
Location:
RH 306
We compute the limit of the free energy of the mean field generated by the independent Brownian particles through pairwise interaction. 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.
This is a collaborative work with Tuoc V. Phan.