Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks

被引:0
|
作者
Dawson, Donald A. [1 ]
Sid-Ali, Ahmed [1 ]
Zhao, Yiqiang Q. [1 ]
机构
[1] Carleton Univ, Sch Math & Stat, 1125 Colonel Dr, Ottawa, ON K1S 5B6, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
Interacting particle systems; inhomogeneous graphs; McKean-Vlasov equation; multi-class populations; jump processes; STOCHASTIC DIFFERENTIAL-EQUATIONS; INTERACTING PARTICLE-SYSTEMS; MARKOV-PROCESSES; LARGE NUMBERS; RANDOM GRAPHS; LIMIT; LAW; CHAOTICITY; DIFFUSION; GAMES;
D O I
10.1017/apr.2023.7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A system of interacting multi-class finite-state jump processes is analyzed. The model under consideration consists of a block-structured network with dynamically changing multi-color nodes. The interactions are local and described through local empirical measures. Two levels of heterogeneity are considered: between and within the blocks where the nodes are labeled into two types. The central nodes are those connected only to nodes from the same block, whereas the peripheral nodes are connected to both nodes from the same block and nodes from other blocks. Limits of such systems as the number of nodes tends to infinity are investigated. In particular, under specific regularity conditions, propagation of chaos and the law of large numbers are established in a multi-population setting. Moreover, it is shown that, as the number of nodes goes to infinity, the behavior of the system can be represented by the solution of a McKean-Vlasov system. Then, we prove large deviations principles for the vectors of empirical measures and the empirical processes, which extends the classical results of Dawson and Gartner (Stochastics 20, 1987) and Leonard (Ann. Inst. H. Poincare Prob. Statist. 31, 1995).
引用
收藏
页码:1301 / 1361
页数:61
相关论文
共 50 条