Graphon particle system: Uniform-in-time concentration bounds
Probability
2022-10-21 v2
Abstract
In this paper, we consider graphon particle systems with heterogeneous mean-field type interactions and the associated finite particle approximations. Under suitable growth (resp. convexity) assumptions, we obtain uniform-in-time concentration estimates, over finite (resp. infinite) time horizon, for the Wasserstein distance between the empirical measure and its limit, extending the work of Bolley--Guillin--Villani.
Cite
@article{arxiv.2105.11040,
title = {Graphon particle system: Uniform-in-time concentration bounds},
author = {Erhan Bayraktar and Ruoyu Wu},
journal= {arXiv preprint arXiv:2105.11040},
year = {2022}
}
Comments
28 pages; revised Sections 1 and 2