Graphon particle system: Uniform-in-time concentration bounds

Author:

Bayraktar Erhan,Wu RuoyuORCID

Funder

National Science Foundation Division of Mathematical Sciences

National Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference38 articles.

1. Fast non-mean-field networks: Uniform in time averaging;Barré;SIAM J. Math. Anal.,2021

2. Graphon mean field systems;Bayraktar;Ann. Appl. Probab.,2022

3. Mean field interaction on random graphs with dynamically changing multi-color edges;Bayraktar;Stochastic Process. Appl.,2021

4. Stationarity and uniform in time convergence for the graphon particle system;Bayraktar;Stochastic Process. Appl.,2022

5. Propagation of chaos of forward-backward stochastic differential equations with graphon interactions;Bayraktar,2022

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1. Optimal investment in a large population of competitive and heterogeneous agents;Finance and Stochastics;2024-02-05

2. Concentration of measure for graphon particle system;Advances in Applied Probability;2024-01-19

3. A note on uniform in time mean-field limit in graphs;Latin American Journal of Probability and Mathematical Statistics;2024

4. A Large-Scale Stochastic Gradient Descent Algorithm Over a Graphon;2023 62nd IEEE Conference on Decision and Control (CDC);2023-12-13

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