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A Law of Large Numbers and Large Deviations for interacting diffusions on ErdH{o}s-R\'enyi graphs

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arxiv 1807.10921 v3 pith:MEIYL3CN submitted 2018-07-28 math.PR

A Law of Large Numbers and Large Deviations for interacting diffusions on ErdH{o}s-R\'enyi graphs

classification math.PR
keywords graphlargeenyiinteractionbeendeterministicempiricalequation
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We consider a class of particle systems described by differential equations (both stochastic and deterministic), in which the interaction network is determined by the realization of an Erd\H{o}s-R\'enyi graph with parameter $p_n\in (0, 1]$, where $n$ is the size of the graph (i.e., the number of particles). If $p_n\equiv 1$ the graph is the complete graph (mean field model) and it is well known that, under suitable hypotheses, the empirical measure converges as $n\to \infty$ to the solution of a PDE: a McKean-Vlasov (or Fokker-Planck) equation in the stochastic case, or a Vlasov equation in the deterministic one. It has already been shown that this holds for rather general interaction networks, that include Erd\H{o}s-R\'enyi graphs with $\lim_n p_n n =\infty$, and properly rescaling the interaction to account for the dilution introduced by $p_n$. However, these results have been proven under strong assumptions on that initial datum which has to be chaotic, i.e. a sequence of independent identically distributed random variables. The aim of our contribution is to present results -- Law of Large Numbers and Large Deviation Principle -- assuming only the convergence of the empirical measure of the initial condition.

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  1. A Logarithmic Fluctuation Hierarchy for Sequential Interacting Diffusions

    math.PR 2026-07 accept novelty 7.0

    For lower-triangular interacting diffusions, the N^{-1/2} fluctuation field converges to an infinite logarithmic hierarchy that couples Y^n to Y^{n+1}, not to the closed fluctuation SPDE of exchangeable mean-field systems.