A martingale approach to the law of large numbers for weakly interacting stochastic processes
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Publication:796906
DOI10.1214/AOP/1176993301zbMATH Open0544.60097OpenAlexW2027729220WikidataQ56689514 ScholiaQ56689514MaRDI QIDQ796906FDOQ796906
Publication date: 1984
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993301
Recommendations
Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
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- A law of large numbers and large deviations for interacting diffusions on Erdős–Rényi graphs
- On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient
- Weak solutions of mean-field stochastic differential equations
- Large systems of interacting particles and the porous medium equation
- Optimal control and zero-sum games for Markov chains of mean-field type
- Periodic behavior of the stochastic Brusselator in the mean-field limit
- Large time asymptotics for the fluctuation SPDE in the Kuramoto synchronization model
- \(N\)-player games and mean-field games with absorption
- Analysis and mean-field derivation of a porous-medium equation with fractional diffusion
- SPDE limit of the global fluctuations in rank-based models
- Mean field limit for disordered diffusions with singular interactions
- An inequality connecting entropy distance, Fisher information and large deviations
- Some fluctuation results for weakly interacting multi-type particle systems
- Equations of stochastic quasi-gas dynamics: Viscous gas case
- A stochastic maximum principle for Markov chains of mean-field type
- Mean field limits for interacting diffusions in a two-scale potential
- On a problem with two-time data for the Vlasov equation
- Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type
- From the master equation to mean field game limit theory: a central limit theorem
- A law of large numbers for moderately interacting diffusion processes
- On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions
- Rigorous derivation of population cross-diffusion systems from moderately interacting particle systems
- Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics
- Gradient flow structure for McKean-Vlasov equations on discrete spaces
- A general characterization of the mean field limit for stochastic differential games
- Long-time behaviour and phase transitions for the McKean-Vlasov equation on the torus
- Large deviation properties of weakly interacting processes via weak convergence methods
- Population-size-dependent and age-dependent branching processes.
- Atomistic origins of continuum dislocation dynamics
- Variational approach to coarse-graining of generalized gradient flows
- Law of large numbers and central limit theorem for unbounded jump mean- field models
- Particle representations for stochastic partial differential equations with boundary conditions
- On the derivation of reaction-diffusion equations as limit dynamics of systems of moderately interacting stochastic processes
- A \(\lambda\)-convexity based proof for the propagation of chaos for weakly interacting stochastic particles
- From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach
- On the McKean-Vlasov Limit for Interacting Diffusions
- Moderate deviation principles for weakly interacting particle systems
- Noise can create periodic behavior and stabilize nonlinear diffusions
- \(K\)-averaging agent-based model: propagation of chaos and convergence to equilibrium
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- On the convergence of closed-loop Nash equilibria to the mean field game limit
- A law of large numbers for interacting diffusions via a mild formulation
- Continuum approximations to systems of correlated interacting particles
- Queues Driven by Hawkes Processes
- A fluctuation theorem for moderately interacting diffusion processes
- Law of large numbers for a general system of stochastic differential equations with global interaction
- A Law of Large Numbers for Fast Price Adjustment
- Diffusion with interactions and collisions between coloured particles and the propagation of chaos
- Dynamical aspects of mean field plane rotators and the Kuramoto model
- Large deviations for interacting particle systems: joint mean-field and small-noise limit
- Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games
- Rigorous mean-field limit and cross-diffusion
- Quenched large deviations for interacting diffusions in random media
- The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
- On the existence of random mckean–vlasov limits for triangular arrays of exchangeable diffusions
- A propagation of chaos result for a system of particles with moderate interaction
- Large deviations and gradient flows for the Brownian one-dimensional hard-rod system
- A functional law of large numbers for Boltzmann type stochastic particle systems
- Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions
- Nonlinear superprocesses
- Parameter Estimation for Macroscopic Pedestrian Dynamics Models from Microscopic Data
- Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs
- Directed chain stochastic differential equations
- A continuum model for alignment of self-propelled particles with anisotropy and density-dependent parameters
- Limit Theory for Controlled McKean--Vlasov Dynamics
- Asymptotic dynamics, non-critical and critical fluctuations for a geometric long-range interacting model
- Central limit theorem for a system of Markovian particles with mean field interactions
- \(N\)-player games and mean field games of moderate interactions
- Global density equations for interacting particle systems with stochastic resetting: from overdamped Brownian motion to phase synchronization
- Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients
- Well-posedness of diffusion-aggregation equations with bounded kernels and their mean-field approximations
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
- Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
- Well-posedness of some non-linear stable driven SDEs
- Insensitivity of the mean field limit of loss systems under SQ(d) routeing
- An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space
- Extended mean field control problem: a propagation of chaos result
- Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise
- Online parameter estimation for the McKean-Vlasov stochastic differential equation
- Mean-field risk sensitive control and zero-sum games for Markov chains
- Phase transition for the McKean-Vlasov equation of weakly coupled Hodgkin-Huxley oscillators
- Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs
- A finite-dimensional approximation for partial differential equations on Wasserstein space
- Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime
- Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier
- From finite population optimal stopping to mean field optimal stopping
- Couplings for Andersen dynamics
- Global density equations for a population of actively switching particles
- Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations
- Response theory and phase transitions for the thermodynamic limit of interacting identical systems
- A mean-field approach to self-interacting networks, convergence and regularity
- Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models
- Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle
- Weakly interacting oscillators on dense random graphs
- Derivation of wealth distributions from biased exchange of money
- Fluctuation symmetry leads to GENERIC equations with non-quadratic dissipation
- On laws of large numbers for systems with mean-field interactions and Markovian switching
- Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching
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