Skip to Content

Sponsors

No results

Tags

No results

Types

No results

Search Results

Events

No results
Search events using: keywords, sponsors, locations or event type
When / Where
All occurrences of this event have passed.
This listing is displayed for historical purposes.

Presented By: Department of Mathematics

Financial/Actuarial Mathematics Seminar

Mean field interaction on random graphs with dynamically changing multi-color edges

We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution of all other nodes and the corresponding edges, while the edge dynamics depends on the corresponding nodes. Asymptotic results, including law of large numbers, propagation of chaos, and central limit theorems, are established. In contrast to the classic McKean-Vlasov limit, the limiting system exhibits a path-dependent feature in that the evolution of a given particle depends on its own conditional distribution given its past trajectory. We also analyze the asymptotic behavior of the system when the edge dynamics is accelerated. A law of large number and a propagation of chaos result is established, and the limiting system is given as independent McKean-Vlasov processes. Errors between the two limiting systems, with and without acceleration in edge dynamics, are also analyzed.

Joint work with Erhan Bayraktar Speaker(s): Ruoyu Wu (UM)

Explore Similar Events

  •  Loading Similar Events...

Back to Main Content