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Bibliographic Details
Main Authors: Hu, Kevin, Ramanan, Kavita
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2504.06449
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author Hu, Kevin
Ramanan, Kavita
author_facet Hu, Kevin
Ramanan, Kavita
contents For any integer $κ\geq 2$, the $κ$-local-field equation ($κ$-LFE) characterizes the limit of the neighborhood path empirical measure of interacting diffusions on $κ$-regular random graphs, as the graph size goes to infinity. It has been conjectured that the long-time behavior of the (in general non-Markovian) $κ$-LFE coincides with that of a certain more tractable Markovian analog, the Markov $κ$-local-field equation. In the present article, we prove this conjecture for the case when $κ= 2$ and the diffusions are one-dimensional with affine drifts. As a by-product of our proof, we also show that for interacting diffusions on the $n$-cycle (or 2-regular random graph on $n$ vertices), the limits $n \rightarrow \infty$ and $t\rightarrow \infty$ commute. Along the way, we also establish well-posedness of the Markov $κ$-local field equations with affine drifts for all $κ\geq 2$, which may be of independent interest.
format Preprint
id arxiv_https___arxiv_org_abs_2504_06449
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A case study of the long-time behavior of the Gaussian local-field equation
Hu, Kevin
Ramanan, Kavita
Probability
60K35, 60J60
For any integer $κ\geq 2$, the $κ$-local-field equation ($κ$-LFE) characterizes the limit of the neighborhood path empirical measure of interacting diffusions on $κ$-regular random graphs, as the graph size goes to infinity. It has been conjectured that the long-time behavior of the (in general non-Markovian) $κ$-LFE coincides with that of a certain more tractable Markovian analog, the Markov $κ$-local-field equation. In the present article, we prove this conjecture for the case when $κ= 2$ and the diffusions are one-dimensional with affine drifts. As a by-product of our proof, we also show that for interacting diffusions on the $n$-cycle (or 2-regular random graph on $n$ vertices), the limits $n \rightarrow \infty$ and $t\rightarrow \infty$ commute. Along the way, we also establish well-posedness of the Markov $κ$-local field equations with affine drifts for all $κ\geq 2$, which may be of independent interest.
title A case study of the long-time behavior of the Gaussian local-field equation
topic Probability
60K35, 60J60
url https://arxiv.org/abs/2504.06449