Related papers: Graphon particle system: Uniform-in-time concentra…
We study heterogeneously interacting diffusive particle systems with mean-field type interaction characterized by an underlying graphon and their finite particle approximations. Under suitable conditions, we obtain exponential concentration…
We consider the long time behavior of heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights characterized by an underlying graphon. The limit is given by…
We address a system of weakly interacting particles where the heterogenous connections among the particles are described by a graph sequence and the number of particles grows to infinity. Our results extend the existing law of large numbers…
In this paper, we consider a system of heterogeneously interacting quantum particles subject to indirect continuous measurement. The interaction is assumed to be of the mean-field type. We derive a new limiting quantum graphon system, prove…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
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…
In this paper, we investigate gradient estimate of the Poisson equation and the exponential convergence in the Wasserstein metric $W_{1,d_{l^1}}$, uniform in the number of particles, and uniform-in-time propagation of chaos for the…
We study a class of graphon particle systems with time-varying random coefficients. In a graphon particle system, the interactions among particles are characterized by the coupled mean field terms through an underlying graphon and the…
We study a nonlinear graphon particle system driven by both idiosyncratic and common noise, where interactions are governed by a graphon and represented as positive finite measures. Each particle evolves via a McKean-Vlasov-type SDE with…
Fokker-Planck equations represent a suitable description of the finite-time behavior for a large class of particle systems as the size of the population tends to infinity. Recently, the theory of graph limits has been introduced in the…
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 system of particles experiencing diffusion and mean field interaction, and study its behaviour when the number of particles goes to infinity. We derive non-asymptotic large deviation bounds measuring the concentration of the…
We consider a non-exchangeable system of interacting quantum particles with mean-field type interactions, subject to continuous measurement on dense graphs. In the mean-field limit, we derive a graphon-based quantum filtering system,…
In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…
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 provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization…
This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of nonlinear measure valued processes. We combine an original stochastic…
For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…
In this article we show, in a concise manner, a result of uniform in time propagation of chaos for non exchangeable systems of particles interacting according to a random graph. Provided the interaction is Lipschitz continuous, the…
We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial…