麻豆约拍

Free energy in a mean field of Brownian particles.

We compute the limit of the free energy of the mean field generated by the independent Brownian particles interacting through a non-negative definite function. 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-Varadhan's large deviation principle for the i.i.d. random variables in infinite dimensional spaces.