Long Time Results for a Weakly Interacting Particle System in Discrete Time

DOI10.1080/07362994.2014.1003434zbMath1316.60142arXiv1401.3423OpenAlexW2054385500MaRDI QIDQ5256268

Abhishek Pal Majumder, Amarjit Budhiraja

Publication date: 22 June 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.3423

zbMATH Keywords

metric entropylong time behaviorpropagation of chaosWasserstein distancestochastic difference equationsnonlinear Markov chainstransportation inequalitiesMcKean-Vlasov equationsweakly interacting particle systemexponential concentration estimatesuniform concentration estimates

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10)

Related Items (6)

Nonlinear Markov processes in big networks ⋮ Stationarity and uniform in time convergence for the graphon particle system ⋮ Markov--Nash Equilibria in Mean-Field Games with Discounted Cost ⋮ Partially observed discrete-time risk-sensitive mean field games ⋮ Approximate Nash Equilibria in Partially Observed Stochastic Games with Mean-Field Interactions ⋮ Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games

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