User: Guest  Login
Title:

Partial mean field limits in heterogeneous networks

Document type:
Zeitschriftenaufsatz
Author(s):
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...     »
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:
2019
Journal volume:
129
Year / month:
2019-12
Quarter:
4. Quartal
Month:
Dec
Journal issue:
12
Pages contribution:
4998-5036
Reviewed:
ja
Language:
en
Fulltext / DOI:
doi:10.1016/j.spa.2018.12.018
WWW:
ScienceDirect
Publisher:
Elsevier
E-ISSN:
0304-4149
Status:
Verlagsversion / published
Semester:
WS 19-20
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX