Marginal dynamics of interacting diffusions on unimodular Galton-Watson trees

DOI10.1007/S00440-023-01226-4MaRDI QIDQ6070367zbMATH OpenFDO

Authors Daniel Lacker, Kavita Ramanan, Ruoyu Wu

Publication date 20 November 2023

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2009.11667

zbMATH Keywords

configuration modelErdős-Rényi graphsinteracting diffusionslocal weak convergenceMarkov random fieldsmean-field limitsnonlinear Markov processesrandom graphssparse graphsunimodularity

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Interacting particle systems in time-dependent statistical mechanics (82C22)

Abstract: Consider a system of homogeneous interacting diffusive particles labeled by the nodes of a unimodular Galton-Watson (UGW) tree, where the state of each node evolves like a d-dimensional diffusion whose drift coefficient depends on (the histories of) its own state and the states of neighboring nodes, and whose diffusion coefficient depends only on (the history of) its own state. Under suitable regularity assumptions on the coefficients, an autonomous characterization is obtained for the marginal distribution of the dynamics of the neighborhood of a typical node in terms of a certain local equation, which is a new kind of SDE that is nonlinear in the sense of McKean. This equation describes a finite-dimensional non-Markovian stochastic process whose evolution at any time depends not only on the structure and current state of the neighborhood, but also on the conditional law of the current state given the past of the states of neighborhing nodes. Such marginal distributions are of interest because they arise as weak limits of both marginal distributions and empirical measures of interacting diffusions on many sequences of sparse random graphs, including the configuration model and Erdos-Renyi graphs whose average degrees converge to a finite non-zero limit. The results obtained complement classical results in the mean-field regime, which characterize the limiting dynamics of homogeneous interacting diffusions on complete graphs, as the number of nodes goes to infinity, in terms of a corresponding nonlinear Markov process. However, in the sparse graph setting, the topology of the graph strongly influences the dynamics, and the analysis requires a completely different approach. The proofs of existence and uniqueness of the local equation rely on delicate new conditional independence and symmetry properties of particle trajectories on UGW trees, as well as judicious use of changes of measure.

Recommendations

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Cited in

(7)

• Diffusion on a tree with stochastically gated nodes
• Supercritical spatial SIR epidemics: spreading speed and herd immunity
• Marked random graphs with given degree sequence: large deviations on the local topology and applications
• Fluid limits for interacting queues in sparse dynamic graphs
• Hydrodynamic limits of non-Markovian interacting particle systems on sparse graphs
• A case study on the long-time behavior of the Gaussian local-field equation
• Marginal dynamics of probabilistic cellular automata on trees

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