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We prove the large deviation principle for the trajectory of a broad class of mean field interacting Markov jump processes via a general analytic approach based on viscosity solutions. Examples include generalized Ehrenfest models as well…

Probability · Mathematics 2016-06-24 Richard Kraaij

In this article we obtain large deviation asymptotics for supercritical communication networks modelled as signal-interference-noise ratio networks. To do this, we define the empirical power measure and the empirical connectivity measure,…

Probability · Mathematics 2020-11-13 E. Sakyi-Yeboah , P. S. Andam , L. Asiedu , K. Doku-Amponsah

We study the evolution of a general class of stochastic processes (containing, e.g. SIS and SIR models) on large random networks, focusing on a particular general class of random graph models. To approximate the expected dynamics of these…

Probability · Mathematics 2025-06-17 Pierfrancesco Dionigi , Dániel Keliger

Dynamical processes taking place on networks have received much attention in recent years, especially on various models of random graphs (including small world and scale free networks). They model a variety of phenomena, including the…

Probability · Mathematics 2007-05-23 Jonathan Rowe , Boris Mitavskiy

A trajectorial large deviation principle is established in a mean field thermodynamic limit for a multiclass loss network with diminishing rates, which may have several stable equilibria. The large deviation limit is identified as a unique…

Probability · Mathematics 2022-05-23 Anatolii A. Puhalskii

Many applications in networked control require intermittent access of a controller to a system, as in event-triggered systems or information constrained control applications. Motivated by such applications and extending previous work on…

Probability · Mathematics 2015-04-30 Ramiro Zurkowski , Serdar Yüksel , Tamás Linder

We propose generalizations of a number of standard network models, including the classic random graph, the configuration model, and the stochastic block model, to the case of time-varying networks. We assume that the presence and absence of…

Social and Information Networks · Computer Science 2018-05-02 Xiao Zhang , Cristopher Moore , M. E. J. Newman

We study the transition to synchronization in large, dense networks of chaotic circle maps, where an exact solution of the mean-field dynamics in the infinite network and all-to-all coupling limit is known. In dense networks of finite size…

Disordered Systems and Neural Networks · Physics 2023-07-06 Hans Muller Mendonca , Ralf Tönjes , Tiago Pereira

Many networking-related settings can be modeled by Markov-modulated infinite-server systems. In such models, the customers' arrival rates and service rates are modulated by a Markovian background process, additionally, there are infinitely…

Probability · Mathematics 2016-08-16 Joke Blom , Koen De Turck , Michel Mandjes

We address a conjecture introduced by Massouli\'e (2007), concerning the large deviations of the stationary measure of bandwidth-sharing networks functioning under the Proportional fair allocation. For Markovian networks, we prove that…

Optimization and Control · Mathematics 2015-09-29 Matthieu Jonckheere , Sergio López

We consider the estimation of high-dimensional network structures from partially observed Markov random field data using a penalized pseudo-likelihood approach. We fit a misspecified model obtained by ignoring the missing data problem. We…

Statistics Theory · Mathematics 2011-08-16 Yves F. Atchade

In this work, we establish, for a strong Feller process, the large deviation principle for the occupation measure conditioned not to exit a given subregion. The rate function vanishes only at a unique measure, which is the so-called…

Probability · Mathematics 2024-11-27 Arnaud Guillin , Boris Nectoux , Liming Wu

For any finite colored graph we define the empirical neighborhood measure, which counts the number of vertices of a given color connected to a given number of vertices of each color, and the empirical pair measure, which counts the number…

Probability · Mathematics 2016-08-16 Kwabena Doku-Amponsah , Peter Mörters

We consider an excitatory random network of leaky integrate-and-fire pulse coupled neurons. The neurons are connected as in a directed Erd\"os-Renyi graph with average connectivity $<k>$ scaling as a power law with the number of neurons in…

Disordered Systems and Neural Networks · Physics 2012-08-28 Lorenzo Tattini , Simona Olmi , Alessandro Torcini

We consider the asymptotics of the invariant measure for the process of the empirical spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle.…

Probability · Mathematics 2013-01-25 Vivek S. Borkar , Rajesh Sundaresan

Multistate dynamical processes on networks, where nodes can occupy one of a multitude of discrete states, are gaining widespread use because of their ability to recreate realistic, complex behaviour that cannot be adequately captured by…

Physics and Society · Physics 2017-09-29 Peter G. Fennell , James P. Gleeson

This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…

Probability · Mathematics 2021-06-24 Sarath Yasodharan , Rajesh Sundaresan

We study the asymptotic behaviour for asymmetric neuronal dynamics in a network of Hopfield neurons. The randomness in the network is modelled by random couplings which are centered Gaussian correlated random variables. We prove that the…

Probability · Mathematics 2019-05-14 Olivier Faugeras , James Maclaurin , Etienne Tanre

We consider an inhomogeneous Erd\H{o}s-R\'enyi random graph $G_N$ with vertex set $[N] = \{1,\dots,N\}$ for which the pair of vertices $i,j \in [N]$, $i\neq j$, is connected by an edge with probability $r(\tfrac{i}{N},\tfrac{j}{N})$,…

Probability · Mathematics 2020-08-20 Arijit Chakrabarty , Rajat Subhra Hazra , Frank den Hollander , Matteo Sfragara

Consider longitudinal networks whose edges turn on and off according to a discrete-time Markov chain with exponential-family transition probabilities. We characterize when their joint distributions are also exponential families with the…

Methodology · Statistics 2024-03-12 William K. Schwartz , Sonja Petrović , Hemanshu Kaul
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