Large-Time Behavior of Finite-State Mean-Field Systems With Multiclasses

Abstract

We study in this paper large-time asymptotics of the empirical vector associated with a family of finite-state mean-field systems with multiclasses. The empirical vector is composed of local empirical measures characterizing the different classes within the system. As the number of particles in the system goes to infinity, the empirical vector process converges toward the solution to a McKean-Vlasov system. First, we investigate the large deviations principles of the invariant distribution from the limiting McKean-Vlasov system. Then, we examine the metastable phenomena arising at a large scale and large time. Finally, we estimate the rate of convergence of the empirical vector process to its invariant measure. Given the local homogeneity in the system, our results are established in a product space. Funding: This research was supported by Discovery Grant of the Natural Sciences and Engineering Research Council of Canada [NSERC 315660] and by Carleton University.