Related papers: Mean field interaction on random graphs with dynam…
We consider a class of graph-valued stochastic processes in which each vertex has a type that fluctuates randomly over time. Collectively, the paths of the vertex types up to a given time determine the probabilities that the edges are…
We prove a Large Deviation Principle for {\color{blue} jump-Markov } Processes on sparse large disordered network with disordered connectivity. The network is embedded in a geometric space, with the probability of a connection a (scaled)…
The article considers systems of interacting particles on networks with adaptively coupled dynamics. Such processes appear frequently in natural processes and applications. Relying on the notion of graph convergence, we prove that for large…
The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes n goes to +$\infty$) being granted by the study performed in (Chevallier, 2015), the aim of…
We consider interacting agent systems with a large number of stochastic agents (or particles) influenced by a fixed number of external stochastic lead agents. Such examples arise, for example in models of opinion dynamics, where a small…
Linearized catalytic reaction equations modeling e.g. the dynamics of genetic regulatory networks under the constraint that expression levels, i.e. molecular concentrations of nucleic material are positive, exhibit nontrivial dynamical…
We consider a load balancing model where a Poisson stream of jobs arrive at a system of many servers whose service time distribution possesses a finite second moment. A small fraction of arrivals pass through the so called power-of-choice…
We introduce and study a nonlinear discrete dynamical system describing the evolution of a resource distribution among interacting agents. The model generalizes several classical mean-field and opinion-dynamics frameworks and is defined on…
We will consider multivariate stochastic processes indexed either by vertices or pairs of vertices of a dynamic network. Under a dynamic network we understand a network with a fixed vertex set and an edge set which changes randomly over…
A Markovian model of the evolution of intermittent connections of various classes in a communication network is established and investigated. Any connection evolves in a way which depends only on its class and the state of the network, in…
We consider multi-class systems of interacting nonlinear Hawkes processes modeling several large families of neurons and study their mean field limits. As the total number of neurons goes to infinity we prove that the evolution within each…
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…
We consider Markov jump processes on a graph described by a rate matrix that depends on various control parameters. We derive explicit expressions for the static responses of edge currents and steady-state probabilities. We show that they…
We develop a limit theory for controlled mean field stochastic partial differential equations in a variational framework. More precisely, we prove existence results for mean field limits and particle approximations, and we establish a…
The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…
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…
A random graph evolution rule is considered. The graph evolution is based on interactions of three vertices. The weight of a clique is the number of its interactions. The asymptotic behaviour of the weights is described. It is known that…
We consider extended slow-fast systems of N interacting diffusions. The typical behavior of the empirical density is described by a nonlinear McKean-Vlasov equation depending on , the scaling parameter separating the time scale of the slow…
We consider interacting particle systems with unbounded interaction range on general countably infinite graphs $S$ and prove explicit non-asymptotic error bounds for approximations of the infinite-volume dynamics by systems of finitely many…
We establish the local asymptotic normality (LAN) property for estimating a multidimensional parameter in the drift of a system of $N$ interacting particles observed over a fixed time horizon in a mean-field regime $N \rightarrow \infty$.…