A martingale approach to the law of large numbers for weakly interacting stochastic processes
From MaRDI portal
Publication:796906
DOI10.1214/aop/1176993301zbMath0544.60097OpenAlexW2027729220WikidataQ56689514 ScholiaQ56689514MaRDI QIDQ796906
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
Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
Related Items
Hydrodynamic limit of a stochastic model of proliferating cells with chemotaxis, Derivation of wealth distributions from biased exchange of money, The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis, Online parameter estimation for the McKean-Vlasov stochastic differential equation, Interacting stochastic processes on sparse random graphs, Convergence Towards the Population Cross-Diffusion System from Stochastic Many-Particle System, Convergence of unadjusted Hamiltonian Monte Carlo for mean-field models, Central limit theorems for global and local empirical measures of diffusions on Erdős-Rényi graphs, Global density equations for a population of actively switching particles, Conditional McKean-Vlasov SDEs with jumps and Markovian regime-switching: wellposedness, propagation of chaos, averaging principle, Weakly interacting oscillators on dense random graphs, Extended mean field control problem: a propagation of chaos result, \(N\)-player games and mean-field games with absorption, Population-size-dependent and age-dependent branching processes., On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient, Moderate deviation principles for weakly interacting particle systems, Some fluctuation results for weakly interacting multi-type particle systems, A CONTINUUM MODEL FOR ALIGNMENT OF SELF-PROPELLED PARTICLES WITH ANISOTROPY AND DENSITY-DEPENDENT PARAMETERS, Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type, A propagation of chaos result for a system of particles with moderate interaction, Coarse graining of a Fokker–Planck equation with excluded volume effects preserving the gradient flow structure, Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit, Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games, Asymptotic dynamics, non-critical and critical fluctuations for a geometric long-range interacting model, Couplings for Andersen dynamics, Particle representations for stochastic partial differential equations with boundary conditions, Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier, On the convergence of closed-loop Nash equilibria to the mean field game limit, Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime, On the derivation of reaction-diffusion equations as limit dynamics of systems of moderately interacting stochastic processes, Variational approach to coarse-graining of generalized gradient flows, Quenched large deviations for interacting diffusions in random media, Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space, Quantification of coarse-graining error in Langevin and overdamped Langevin dynamics, An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space, Mean-field risk sensitive control and zero-sum games for Markov chains, Limit Theory for Controlled McKean--Vlasov Dynamics, \(N\)-player games and mean field games of moderate interactions, Phase transition for the McKean-Vlasov equation of weakly coupled Hodgkin-Huxley oscillators, Large deviations and gradient flows for the Brownian one-dimensional hard-rod system, From the master equation to mean field game limit theory: a central limit theorem, From fluctuating kinetics to fluctuating hydrodynamics: a \(\Gamma \)-convergence of large deviations functionals approach, A \(\lambda\)-convexity based proof for the propagation of chaos for weakly interacting stochastic particles, Queues Driven by Hawkes Processes, Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching, Large deviations for interacting particle systems: joint mean-field and small-noise limit, The mathematical modeling of cancer growth and angiogenesis by an individual based interacting system, Interacting particle systems, Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients, A functional law of large numbers for Boltzmann type stochastic particle systems, A stochastic maximum principle for Markov chains of mean-field type, Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations, Weak solutions of mean-field stochastic differential equations, Continuum approximations to systems of correlated interacting particles, Large deviation properties of weakly interacting processes via weak convergence methods, Well-posedness of some non-linear stable driven SDEs, Mean Field Limits for Interacting Diffusions with Colored Noise: Phase Transitions and Spectral Numerical Methods, Law of large numbers and central limit theorem for unbounded jump mean- field models, On a problem with two-time data for the Vlasov equation, Rigorous derivation of population cross-diffusion systems from moderately interacting particle systems, Directed chain stochastic differential equations, SPDE limit of the global fluctuations in rank-based models, A law of large numbers for interacting diffusions via a mild formulation, From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs, Response theory and phase transitions for the thermodynamic limit of interacting identical systems, Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs, Coherence stability and effect of random natural frequencies in populations of coupled oscillators, On the existence of random mckean–vlasov limits for triangular arrays of exchangeable diffusions, The Wigner semi-circle law and eigenvalues of matrix-valued diffusions, Weakly interacting particle systems on inhomogeneous random graphs, Dynamical aspects of mean field plane rotators and the Kuramoto model, A law of large numbers for moderately interacting diffusion processes, A Law of Large Numbers for Fast Price Adjustment, Mean field limits for interacting diffusions in a two-scale potential, Optimal control and zero-sum games for Markov chains of mean-field type, On mean field systems with multi-classes, Gradient flow structure for McKean-Vlasov equations on discrete spaces, Large time asymptotics for the fluctuation SPDE in the Kuramoto synchronization model, Insensitivity of the mean field limit of loss systems under SQ(d) routeing, On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions, Fluctuation symmetry leads to GENERIC equations with non-quadratic dissipation, On laws of large numbers for systems with mean-field interactions and Markovian switching, A general characterization of the mean field limit for stochastic differential games, Law of large numbers for a general system of stochastic differential equations with global interaction, \(K\)-averaging agent-based model: propagation of chaos and convergence to equilibrium, Long-time behaviour and phase transitions for the McKean-Vlasov equation on the torus, Mean field limit for disordered diffusions with singular interactions, A law of large numbers and large deviations for interacting diffusions on Erdős–Rényi graphs, Atomistic origins of continuum dislocation dynamics, Equations of stochastic quasi-gas dynamics: Viscous gas case, An inequality connecting entropy distance, Fisher information and large deviations, Parameter Estimation for Macroscopic Pedestrian Dynamics Models from Microscopic Data, Rigorous mean-field limit and cross-diffusion, Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems, \(N\)-player games and mean-field games with smooth dependence on past absorptions, Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion, Nonlinear superprocesses, Propagation of chaos: a review of models, methods and applications. I: Models and methods, Propagation of chaos: a review of models, methods and applications. II: Applications, Periodic behavior of the stochastic Brusselator in the mean-field limit, McKean Feynman-Kac probabilistic representations of non-linear partial differential equations, Noise can create periodic behavior and stabilize nonlinear diffusions, McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations, Asymptotic behavior of stochastic currents under large deviation scaling with mean field interaction and vanishing noise, A mean-field approach to self-interacting networks, convergence and regularity, Large systems of interacting particles and the porous medium equation, Analysis and mean-field derivation of a porous-medium equation with fractional diffusion, Diffusion with interactions and collisions between coloured particles and the propagation of chaos, Empirical measure and small noise asymptotics under large deviation scaling for interacting diffusions, A fluctuation theorem for moderately interacting diffusion processes
