Related papers: Local weak convergence for sparse networks of inte…
Consider an interacting particle system indexed by the vertices of a (possibly random) locally finite graph whose vertices and edges are equipped with marks representing parameters of the model such as the environment and initial…
Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…
We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…
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…
This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…
We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by…
We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…
We consider a class of weakly interacting particle systems of mean-field type. The interactions between the particles are encoded in a graph sequence, i.e., two particles are interacting if and only if they are connected in the underlying…
We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…
We introduce a family of particle systems on sparse graphs where local interactions occur via hitting times, providing a dynamic and tractable model for default cascades in large sparsely-connected financial networks. Building on the…
In this article, we study the large-population limit of interacting particle systems posed on weighted random graphs. In that aim, we introduce a general framework for the construction of weighted random graphs, generalizing the concept of…
We use an inequality of Sidorenko to show a general relation between local and global subgraph counts and degree moments for locally weakly convergent sequences of sparse random graphs. This yields an optimal criterion to check when the…
In this paper, we study convergence of coupled dynamical systems on convergent sequences of graphs to a continuum limit. We show that the solutions of the initial value problem for the dynamical system on a convergent graph sequence tend to…
We consider dynamical graphs, namely graphs that evolve over time, and investigate a notion of local weak convergence that extends naturally the usual Benjamini-Schramm local weak convergence for static graphs. One of the well-known results…
We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…
Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…
We consider sparse inhomogeneous Erd\H{o}s-R\'enyi random graph ensembles where edges are connected independently with probability $p_{ij}$. We assume that $p_{ij}= \varepsilon_N f(w_i, w_j)$ where $(w_i)_{i\ge 1}$ is a sequence of…
We consider a system of $N$ particles whose interactions are characterized by a (weighted) graph $G^N$. Each particle is a node of the graph with an internal state. The state changes according to Markovian dynamics that depend on the states…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
The friendship paradox index is a network summary statistic used to quantify the friendship paradox, which describes the tendency for an individual's friends to have more friends than the individual. In this paper, we utilize Markov's…