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Titel:

Partial mean field limits in heterogeneous networks

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Chong, C. and Klüppelberg, C.
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...     »
Stichworte:
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 Dezimalklassifikation:
510 Mathematik
Zeitschriftentitel:
Stochastic Processes and their Applications
Jahr:
2019
Band / Volume:
129
Jahr / Monat:
2019-12
Quartal:
4. Quartal
Monat:
Dec
Heft / Issue:
12
Seitenangaben Beitrag:
4998-5036
Reviewed:
ja
Sprache:
en
Volltext / DOI:
doi:10.1016/j.spa.2018.12.018
WWW:
ScienceDirect
Verlag / Institution:
Elsevier
E-ISSN:
0304-4149
Status:
Verlagsversion / published
Semester:
WS 19-20
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
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