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Document type:
Zeitschriftenaufsatz 
Author(s):
Chong, C. and Klüppelberg, C. 
Title:
Partial mean field limits in heterogeneous networks 
Abstract:
We investigate systems of interacting stochastic differential equations with two kinds of heterogeneity: one originating from different weights of the linkages, and one concerning their asymptotic relevance when the system becomes large. To capture these effects we define a partial mean field system, and prove a law of large numbers with explicit bounds on the mean squared error. Furthermore, a large deviation result is established under reasonable assumptions. The theory will be illustrated by...    »
 
Keywords:
interacting particle system, interacting SDEs, heterogeneous networks, large deviations, law of large numbers, mean field theory, partial mean field system, preferential attachment, propagation of chaos 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Stochastic Processes and their Applications 
Year:
2017 
Reviewed:
nein 
Language:
en 
Notes:
Accepted for publication. 
Status:
Preprint / submitted 
Semester:
SS 17 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text