Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs (Q6177575)

The authors consider fluctuations of the local and global empirical measures of diffusions interacting on an asymmetric Erdős-Rényi graph on \(n\) vertices. This graph is defined via the collection \((\xi^{(n)}_{ij})_{i,j=1,\ldots,n}\) of independent Bernoulli random variables, each with mean \(p_n\). Each of the \(n\) particles has motion represented by a function \(\theta_t^{i,n}\) on the torus \(\mathbb{T}=\mathbb{R}/2\pi\mathbb{Z}\), with the corresponding dynamics defined via the equations \[ \text{d}\theta_t^{i,n}=\frac{1}{np_n}\sum_{j=1}^n\xi_{ij}^{(n)}\Gamma(\theta_t^{i,n},\theta_t^{j,n})\text{d}t+\text{d}B_t^i \] for \(i=1,\ldots,n\), with initial conditions \((\theta_0^{i,n})_{i=1,\ldots,n}\). Here the \(B^i\) are independent standard Brownian motions, also independent of the initial conditions, and \(\Gamma:\mathbb{T}\times\mathbb{T}\to\mathbb{R}\) is a regular function. The main results of the present paper are limits for the standard fluctuations of the global empirical measure \[ \frac{1}{n}\sum_{i=1}^n\delta_{\theta_t^{i,n}} \] around its limit as \(n\to\infty\), and similarly for the local empirical measure \[ \frac{1}{np_n}\sum_{i=1}^n\xi^{(n)}_{li}\delta_{\theta_t^{i,n}}\,, \] of particles at unit distance from vertex \(l\) in the graph. The proofs employ generalised Grothendieck inequalities which allow the decorrelation of the dynamics from measures of proximity of the underlying Erdős-Rényi graph to the complete graph.