Law of large numbers and central limit theorem for unbounded jump mean- field models
From MaRDI portal
(Redirected from Publication:1189707)
Systems of birth and death processes with mean field interaction have been used to model a class of chemical reactions. \textit{T. Shiga} and \textit{H. Tanaka} [Z. Wahrscheinlichkeitstheorie Verw. Gebiete 69, 439-459 (1985; Zbl 0607.60095)] have studied the law of large numbers and central limit theorem when birth and death rates are bounded. The authors investigate these theorems for birth and death processes with mean field interaction when the jump rates are unbounded.
Recommendations
Cites work
- A criterion of convergence of measure‐valued processes: application to measure branching processes
- A martingale approach to infinite systems of interacting processes
- A martingale approach to the law of large numbers for weakly interacting stochastic processes
- Central limit theorem for a simple diffusion model of interacting particles
- Central limit theorem for a system of Markovian particles with mean field interactions
- Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients
- scientific article; zbMATH DE number 3879839 (Why is no real title available?)
- scientific article; zbMATH DE number 4020173 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 3566657 (Why is no real title available?)
- scientific article; zbMATH DE number 3220706 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Multi-dimensional Q-processes
- Nonlinear reflecting diffusion process, and the propagation of chaos and fluctuations associated
- Solutions of a class of nonlinear master equations
- Stopping times and tightness. II
- Tightness of probabilities on C([0,1];\(S_ p\)) and D([0,1];\(S_ p\))
- Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
- Une loi des grands nombres pour des systèmes de diffusions avec interaction et à coefficients non bornés. (A law of large numbers for diffusion systems with interaction and unbounded coefficients)
Cited in
(25)- Law of large numbers and central limit theorem for linear chemical reactions with diffusion
- Fluctuations for a fully connected loss network with alternate routing
- Large deviations for Markov processes with mean field interaction and unbounded jumps
- On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
- A stochastic maximum principle for Markov chains of mean-field type
- Nonlinear master equation of multitype particle systems
- Phase transitions for a class of time-inhomogeneous diffusion processes
- Fluctuations for spatially extended Hawkes processes
- Optimal control and zero-sum games for Markov chains of mean-field type
- On laws of large numbers for systems with mean-field interactions and Markovian switching
- Mean-field risk sensitive control and zero-sum games for Markov chains
- Balancing queues by mean field interaction
- Nonlinear Markov processes in big networks
- Central limit theorem through expansion of the propagation of chaos for Bird and Nanbu systems
- Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process
- Central limit results for jump diffusions with mean field interaction and a common factor
- Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems
- Performance analysis of joining the shortest queue model among a large number of queues
- Probabilistic foundations of spatial mean-field models in ecology and applications
- Reaction-diffusion processes
- A central limit theorem for conservative fragmentation chains
- Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks
- Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle
- Ergodicity of a class of mean filed SDEs
- On the stability of diffusion processes with state-dependent switching
This page was built for publication: Law of large numbers and central limit theorem for unbounded jump mean- field models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1189707)
