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In this work we study the dynamics of systems composed of numerous interacting elements interconnected through a random weighted directed graph, such as models of random neural networks. We develop an original theoretical approach based on…

Chaotic Dynamics · Physics 2015-09-30 Gilles Wainrib , Mathieu Galtier

A random walk is a basic stochastic process on graphs and a key primitive in the design of distributed algorithms. One of the most important features of random walks is that, under mild conditions, they converge to a stationary distribution…

Probability · Mathematics 2020-06-19 Leran Cai , Thomas Sauerwald , Luca Zanetti

We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…

Probability · Mathematics 2011-10-25 A. Manita , V. Shcherbakov

The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…

Probability · Mathematics 2009-12-15 Carl Graham , Philippe Robert

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

This paper proves limit theorems for the number of monochromatic edges in uniform random colorings of general random graphs. These can be seen as generalizations of the birthday problem (what is the chance that there are two friends with…

Probability · Mathematics 2018-02-13 Bhaswar B. Bhattacharya , Persi Diaconis , Sumit Mukherjee

We develop a mean-field theory for large, non-exchangeable particle (agent) systems where the states and interaction weights co-evolve in a coupled system of SDEs. A first main result is the establishment of the propagation of…

Probability · Mathematics 2025-12-30 Datong Zhou

This note shows how to considerably strengthen the usual mode of convergence of an $n$-particle system to its McKean-Vlasov limit, often known as propagation of chaos, when the volatility coefficient is nondegenerate and involves no…

Probability · Mathematics 2018-05-14 Daniel Lacker

In this article we study a system of $N$ particles, each of them being defined by the couple of a position (in $\mathbb{R}^d$) and a so-called orientation which is an element of a compact Riemannian manifold. This orientation can be seen as…

Probability · Mathematics 2021-06-30 Antoine Diez

In this paper, we develop a novel argument, the non-autonomous approximation method, to seek the asymptotic limits of the fully coupled multi-scale McKean-Vlasov stochastic systems with irregular coefficients, which, as summarized in…

Probability · Mathematics 2024-12-19 Yuewen Hou , Yun Li , Longjie Xie

We present a unified framework, with quantitative estimates, for deterministic interacting particle systems whose pairwise interactions may depend on heterogeneous labels. Heterogeneity is kept at every level by adding a frozen label…

Analysis of PDEs · Mathematics 2026-05-21 Thierry Paul , Emmanuel Trélat

We consider heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights characterized by an underlying graphon. A law of large numbers result is established as…

Probability · Mathematics 2022-10-07 Erhan Bayraktar , Suman Chakraborty , Ruoyu Wu

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…

Probability · Mathematics 2021-03-08 James MacLaurin

The collective dynamics of interacting dynamical units on a network crucially depends on the properties of the network structure. Rather than considering large but finite graphs to capture the network, one often resorts to graph limits and…

Dynamical Systems · Mathematics 2024-08-06 Christian Bick , Davide Sclosa

Propagation of chaos for interacting particle systems has been an active research topic over decades. We propose an alternative approach to study the mean-field limit of the stochastic interacting particle systems via tools from information…

Probability · Mathematics 2025-01-07 Lei Li , Yuelin Wang , Yuliang Wang

We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each…

Probability · Mathematics 2026-03-19 Marvin Lücke , Jobst Heitzig , Péter Koltai , Nora Molkenthin , Stefanie Winkelmann

In this paper we consider a class of interacting particle systems on dynamic random networks, in which the joint dynamics of vertices and edges acts as one-way feedback, i.e., edges appear and disappear over time depending on the state of…

Probability · Mathematics 2025-11-06 Simone Baldassarri , Jiesen Wang

In the nonlinear diffusion framework, stochastic processes of McKean-Vlasov type play an important role. In some cases they correspond to processes attracted by their own probability distribution: the so-called self-stabilizing processes.…

Probability · Mathematics 2014-09-04 Samuel Herrmann , Julian Tugaut

We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…

Probability · Mathematics 2025-12-02 Lucio Galeati , Khoa Lê , Avi Mayorcas

Networks of the brain are composed of a very large number of neurons connected through a random graph and interacting after random delays that both depend on the anatomical distance between cells. In order to comprehend the role of these…

Mathematical Physics · Physics 2014-05-16 Cristobal Quininao , Jonathan Touboul