首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Weakly interacting particle systems on inhomogeneous random graphs
Authors:Shankar Bhamidi  Amarjit Budhiraja  Ruoyu Wu
Institution:1. Department of Statistics and Operations Research, 304 Hanes Hall, University of North Carolina, Chapel Hill, NC 27599, United States;2. Division of Applied Mathematics, 182 George Street, Brown University, Providence, RI 02912, United States
Abstract:We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The collection of neighbors of a given node changes dynamically over time and is determined through a time evolving random graph process. A law of large numbers and a propagation of chaos result is established for a multi-type population setting where at each instant the interaction between nodes is given by an inhomogeneous random graph which may change over time. This result covers the setting in which the edge probabilities between any two nodes are allowed to decay to 0 as the size of the system grows. A central limit theorem is established for the single-type population case under stronger conditions on the edge probability function.
Keywords:Corresponding author    primary  60C05  05C80  60F05  60K35  60H30  60J70  Inhomogeneous random graphs  Dynamical random graphs  Weakly interacting diffusions  Propagation of chaos  Central limit theorems  Multi-type populations  Interacting particle systems
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号