Concentration of measure for Graphon particle system
Fuente:
arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2022
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| _version_ | 1866911372671975424 |
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| author | Bayraktar, Erhan Kim, Donghan |
| author_facet | Bayraktar, Erhan Kim, Donghan |
| contents | We study heterogeneously interacting diffusive particle systems with mean-field type interaction characterized by an underlying graphon and their finite particle approximations. Under suitable conditions, we obtain exponential concentration estimates over a finite time horizon for both 1 and 2 Wasserstein distances between the empirical measures of the finite particle systems and the averaged law of the graphon system, extending the work of Bayraktar-Wu. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2205_04951 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Concentration of measure for Graphon particle system Bayraktar, Erhan Kim, Donghan Probability 05C80, 60J60, 60K35 We study heterogeneously interacting diffusive particle systems with mean-field type interaction characterized by an underlying graphon and their finite particle approximations. Under suitable conditions, we obtain exponential concentration estimates over a finite time horizon for both 1 and 2 Wasserstein distances between the empirical measures of the finite particle systems and the averaged law of the graphon system, extending the work of Bayraktar-Wu. |
| title | Concentration of measure for Graphon particle system |
| topic | Probability 05C80, 60J60, 60K35 |
| url | https://arxiv.org/abs/2205.04951 |