Stationarity and uniform in time convergence for the graphon particle system

DOI10.1016/j.spa.2022.04.006zbMath1494.60093arXiv2008.10173OpenAlexW3081391118MaRDI QIDQ2145786

Erhan Bayraktar, Ruoyu Wu

Publication date: 20 June 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.10173

zbMATH Keywords

long time behaviorexponential ergodicityheterogeneous interactiongraphon particle systemsuniform in time Euler approximationsuniform in time law of large numbers

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

Related Items (4)

Stochastic graphon games. II: The linear-quadratic case ⋮ Graphon particle system: uniform-in-time concentration bounds ⋮ Non-mean-field Vicsek-type models for collective behavior ⋮ Propagation of chaos of forward-backward stochastic differential equations with graphon interactions

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