Chaoticity for Multiclass Systems and Exchangeability Within Classes

DOI10.1239/JAP/1231340243MaRDI QIDQ5504171zbMATH OpenOpenAlexFDO

Authors Carl Graham

Publication date 21 January 2009

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0709.1918

zbMATH Keywords

mixturesmultispeciesde Finetti's theoreminteracting particle systempartial exchangeabilitymultitypechaoticitymulticlassconvergence of empirical measuresdirecting measureHewitt-Savage 0-1 law

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sufficient statistics and fields (62B05) Exchangeability for stochastic processes (60G09)

Abstract: Classical results for exchangeable systems of random variables are extended to multi-class systems satisfying a natural partial exchangeability assumption. It is proved that the conditional law of a finite multi-class system, given the value of the vector of the empirical measures of its classes, corresponds to independent uniform orderings of the samples within each class, and that a family of such systems converges in law if and only if the corresponding empirical measure vectors converge in law. As a corollary, convergence within each class to an infinite i.i.d. system implies asymptotic independence between different classes. A result implying the Hewitt-Savage 0-1 Law is also extended.

Recommendations

• Convergence of multi-class systems of fixed possibly infinite sizes
• scientific article; zbMATH DE number 4066046
• On mean field systems with multi-classes
• A Central Limit Problem for Partially ExchangeableRandom Variables
• On laws of large numbers for exchangeable random variables

Cites work

• scientific article; zbMATH DE number 4211245 (Why is no real title available?)
• scientific article; zbMATH DE number 3896009 (Why is no real title available?)
• scientific article; zbMATH DE number 1488835 (Why is no real title available?)
• scientific article; zbMATH DE number 1488836 (Why is no real title available?)
• scientific article; zbMATH DE number 1488838 (Why is no real title available?)
• scientific article; zbMATH DE number 1488839 (Why is no real title available?)
• scientific article; zbMATH DE number 933353 (Why is no real title available?)
• Canonical representations and convergence criteria for processes with interchangeable increments
• Finite exchangeable sequences
• McKean-Vlasov Ito-Skorohod equations, and nonlinear diffusions with discrete jump sets
• The mathematical theory of dilute gases
• Uses of exchangeability

Cited in

(11)

• Interacting multi-class transmissions in large stochastic networks
• Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels
• Multi-class oscillating systems of interacting neurons
• Convergence of multi-class systems of fixed possibly infinite sizes
• White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps
• Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks
• Self-adaptive congestion control for multiclass intermittent connections in a communication network
• Managing Default Contagion in Inhomogeneous Financial Networks
• Dynamical Taxonomy: Some Taxonomic Ranks to Systematically Classify Every Chaotic Attractor
• Spiking neurons: interacting Hawkes processes, mean field limits and oscillations
• Propagation of chaos and Poisson hypothesis

This page was built for publication: Chaoticity for Multiclass Systems and Exchangeability Within Classes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5504171)