K-averaging agent-based model: propagation of chaos and convergence to equilibrium
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Publication:2046522
Abstract: The paper treats an agent-based model with averaging dynamics to which we refer as the K-averaging model. Broadly speaking, our model can be added to the growing list of dynamics exhibiting self-organization such as the well-known Vicsek-type models [1, 2, 29]. In the -averaging model, each of the particles updates their position by averaging over randomly selected particles with additional noise. To make the -averaging dynamics more tractable, we first establish a propagation of chaos type result in the limit of infinite particle number (i.e. ) using a martingale technique. Then, we prove the convergence of the limit equation toward a suitable Gaussian distribution in the sense of Wasserstein distance as well as relative entropy. We provide additional numerical simulations to illustrate both results.
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Cited in
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- Mean-field analysis of a random asset exchange model with probabilistic cheaters
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