Mean field interaction on random graphs with dynamically changing multi-color edges

DOI10.1016/j.spa.2021.07.005zbMath1476.60144arXiv1912.01785OpenAlexW3185721605MaRDI QIDQ2238889

Erhan Bayraktar, Ruoyu Wu

Publication date: 2 November 2021

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

Full work available at URL: https://arxiv.org/abs/1912.01785

zbMATH Keywords

exchangeabilitydynamical random graphscentral limit theoremspropagation of chaosmean field interactionendogenous common noise

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random graphs (graph-theoretic aspects) (05C80) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Processes in random environments (60K37) Continuous-time Markov processes on discrete state spaces (60J27) Exchangeability for stochastic processes (60G09) Jump processes on discrete state spaces (60J74)

Related Items (5)

Stationarity and uniform in time convergence for the graphon particle system ⋮ Graphon particle system: uniform-in-time concentration bounds ⋮ Local weak convergence for sparse networks of interacting processes ⋮ Graphon mean field systems ⋮ Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks

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