Interacting diffusions on random graphs with diverging average degrees: hydrodynamics and large deviations
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Abstract: We consider systems of mean-field interacting diffusions, where the pairwise interaction structure is described by a sparse (and potentially inhomogeneous) random graph. Examples include the stochastic Kuramoto model with pairwise interactions given by an ErdH{o}s-R'{e}nyi graph. Our problem is to compare the bulk behavior of such systems with that of corresponding systems with dense nonrandom interactions. For a broad class of interaction functions, we find the optimal sparsity condition that implies that the two systems have the same hydrodynamic limit, which is given by a McKean-Vlasov diffusion. Moreover, we also prove matching behavior of the two systems at the level of large deviations. Our results extend classical results of dai Pra and den Hollander and provide the first examples of LDPs for systems with sparse random interactions.
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Cited in
(31)- Weakly interacting particle systems on inhomogeneous random graphs
- Graphon mean field systems
- The Kuramoto model on dynamic random graphs
- Two-community noisy Kuramoto model
- Mean-Field Approximations for Stochastic Population Processes with Heterogeneous Interactions
- A note on uniform in time mean-field limit in graphs
- Interacting diffusions on sparse graphs: hydrodynamics from local weak limits
- A Case Study on Stochastic Games on Large Graphs in Mean Field and Sparse Regimes
- Long time dynamics for interacting oscillators on graphs
- Large deviations for interacting diffusions with path-dependent McKean-Vlasov limit
- Hydrodynamic limit of the zero range process on a randomly oriented graph
- Open Problem—Weakly Interacting Particle Systems on Dense Random Graphs
- Marginal dynamics of interacting diffusions on unimodular Galton-Watson trees
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- Multivariate Hawkes processes on inhomogeneous random graphs
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