Analysis of large urn models with local mean-field interactions

DOI10.1214/19-EJP304zbMATH Open1412.60113arXiv1802.05064MaRDI QIDQ2631872FDOQ2631872

Authors: Wen Sun, Robert Philippe 

Publication date: 16 May 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: The stochastic models investigated in this paper describe the evolution of a set of $F_N$ identical balls scattered into $N$ urns connected by an underlying symmetrical graph with constant degree $h_N$. After some random amount of time {em all the balls} of any urn are redistributed locally, among the $h_N$ urns of its neighborhood. The allocation of balls is done at random according to a set of weights which depend on the state of the system. The main original features of this context is that the cardinality $h_N$ of the range of interaction is not necessarily linear with respect to $N$ as in a classical mean-field context and, also, that the number of simultaneous jumps of the process is not bounded due to the redistribution of all balls of an urn at the same time. The approach relies on the analysis of the evolution of the local empirical distributions associated to the state of urns located in the neighborhood of a given urn. Under convenient conditions, by taking an appropriate Wasserstein distance and by establishing several technical estimates for local empirical distributions, we are able to prove mean-field convergence results. When the load per node goes to infinity, a convergence result for the invariant distribution of the associated McKean-Vlasov process is obtained for several allocation policies. For the class of power of $d$ choices policies, we show that the associated invariant measure has an asymptotic finite support property under this regime. This result differs somewhat from the classical double exponential decay property usually encountered in the literature for power of $d$ choices policies.

Full work available at URL: https://arxiv.org/abs/1802.05064

Recommendations

• Asymptotics of the overflow in urn models
• Interacting generalized Friedman's urn systems
• Interacting urns on a finite directed graph
• Strong Convergence for URN Models with Reducible Replacement Policy
• A generalized Pólya's urn with graph based interactions

zbMATH Keywords

nonlinear Markov processesurn modelslocal mean-field interaction

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on discrete state spaces (60J27) Reliability, testing and fault tolerance of networks and computer systems (68M15)

Cites Work

• Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
• Title not available (Why is that?)
• Queueing system with selection of the shortest of two queues: An asymptotic approach
• Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Balanced Allocations
• Mean field limit for disordered diffusions with singular interactions
• Nonequilibrium statistical mechanics of the zero-range process and related models
• Title not available (Why is that?)
• Asymptotic distributions and chaos for the supermarket model
• Chaoticity on path space for a queueing network with selection of the shortest queue among several
• Title not available (Why is that?)
• Ecole d'été de probabilités de Saint-Flour XIX, France, du 16 août au 2 septembre 1989
• Convex entropy decay via the Bochner-Bakry-Emery approach
• Point process theory and applications. Marked point and picewise deterministic processes.
• Title not available (Why is that?)
• Title not available (Why is that?)
• McKean–Vlasov limit for interacting systems with simultaneous jumps
• Supermarket model on graphs
• Choosing among heterogeneous server clouds

This page was built for publication: Analysis of large urn models with local mean-field interactions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2631872)