A Particle System with Mean-Field Interaction: Large-Scale Limit of Stationary Distributions

DOI10.1287/STSY.2023.0108MaRDI QIDQ6199162zbMATH OpenOpenAlexFDO

Authors Alexander L. Stolyar

Publication date 23 February 2024

Published in Stochastic Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2206.01827

zbMATH Keywords

distributed system synchronizationlarge-scale limit dynamicslimit interchangemean-field interactionparticle systemstationary distributiontraveling wave

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22)

Abstract: We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward at some time points, with the instantaneous rate of jumps given by a decreasing function of the particle's location quantile within the current state (empirical distribution). Previous work on this model established, under certain conditions, the convergence, as $noinfty$, of the system random dynamics to that of a deterministic mean-field model (MFM), which is a solution to an integro-differential equation. Another line of previous work established the existence of MFMs that are traveling waves, as well as the attraction of MFM trajectories to traveling waves. The main results of this paper are: (a) We prove that, as $noinfty$, the stationary distributions of (re-centered) states concentrate on a (re-centered) traveling wave; (b) We obtain a uniform across $n$ moment bound on the stationary distributions of (re-centered) states; (c) We prove a convergence-to-MFM result, which is substantially more general than that in previous work. Results (b) and (c) serve as ``ingredients of the proof of (a), but also are of independent interest.

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(2)

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