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Large deviations in the Langevin dynamics of a random field Ising model

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  • Ben Arous, Gérard
  • Sortais, Michel

Abstract

We consider a Langevin dynamics scheme for a d-dimensional Ising model with a disordered external magnetic field and establish that the averaged law of the empirical process obeys a large deviation principle (LDP), according to a good rate functional having a unique minimiser Q[infinity]. The asymptotic dynamics Q[infinity] may be viewed as the unique weak solution associated with an infinite-dimensional system of interacting diffusions, as well as the unique Gibbs measure corresponding to an interaction [Psi] on infinite dimensional path space. We then show that the quenched law of the empirical process also obeys a LDP, according to a deterministic good rate functional satisfying: , so that (for a typical realisation of the disordered external magnetic field) the quenched law of the empirical process converges exponentially fast to a Dirac mass concentrated at Q[infinity].

Suggested Citation

  • Ben Arous, Gérard & Sortais, Michel, 2003. "Large deviations in the Langevin dynamics of a random field Ising model," Stochastic Processes and their Applications, Elsevier, vol. 105(2), pages 211-255, June.
    • Handle: RePEc:eee:spapps:v:105:y:2003:i:2:p:211-255
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