Some fluctuation results for weakly interacting multi-type particle systems

DOI10.1016/j.spa.2016.01.010zbMath1338.60228arXiv1505.00856OpenAlexW746940605MaRDI QIDQ288830

Ruoyu Wu, Amarjit Budhiraja

Publication date: 27 May 2016

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

Full work available at URL: https://arxiv.org/abs/1505.00856

zbMATH Keywords

law of large numbersexchangeabilitycentral limit theoremspropagation of chaosfluctuation limitsmean field interactionmultiple Wiener integralssymmetric statisticsweakly interacting diffusionsweakly interacting multi-type particle systems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Exchangeability for stochastic processes (60G09)

Related Items (10)

Moderate deviation principles for weakly interacting particle systems ⋮ Multivariate Hawkes processes on inhomogeneous random graphs ⋮ Gaussian fluctuations for interacting particle systems with singular kernels ⋮ Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs ⋮ Graphon mean field systems ⋮ Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks ⋮ Weakly interacting particle systems on inhomogeneous random graphs ⋮ Partial mean field limits in heterogeneous networks ⋮ On mean field systems with multi-classes ⋮ Mean field systems on networks, with singular interaction through hitting times

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