Asymptotics of the Invariant Measure in Mean Field Models with Jumps

DOI10.1214/12-SSY064zbMath1296.60258arXiv1107.4142OpenAlexW2595728137MaRDI QIDQ5168857

Rajesh Sundaresan, Vivek S. Borkar

Publication date: 21 July 2014

Full work available at URL: https://arxiv.org/abs/1107.4142

zbMATH Keywords

invariant measurestationary measuresmall noise limitMcKean-Vlasov equationmean field limitfluid limitstochastic Liouville equationdecoupling approximation

Mathematics Subject Classification ID

Communication networks in operations research (90B18) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

Related Items (9)

Moderate deviation principles for weakly interacting particle systems ⋮ Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation ⋮ Large deviations of mean-field interacting particle systems in a fast varying environment ⋮ Large-time behaviour and the second eigenvalue problem for finite-state mean-field interacting particle systems ⋮ Variational structures beyond gradient flows: a macroscopic fluctuation-theory perspective ⋮ Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks ⋮ Metastability in stochastic replicator dynamics ⋮ Flux large deviations of weakly interacting jump processes via well-posedness of an associated Hamilton-Jacobi equation ⋮ Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics

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