Graphon particle system: Uniform-in-time concentration bounds

Erhan Bayraktar and Ruoyu Wu

Stochastic Processes and their Applications, 2023, vol. 156, issue C, 196-225

Abstract: In this paper, we consider graphon particle systems with heterogeneous mean-field type interactions and the associated finite particle approximations. Under suitable growth (resp. convexity) assumptions, we obtain uniform-in-time concentration estimates, over finite (resp. infinite) time horizon, for the Wasserstein distance between the empirical measure and its limit, extending the work of Bolley–Guillin–Villani (2007).

Keywords: Graphon particle systems; Mean field interaction; Heterogeneous interaction; Networks; Long time behavior; Transport inequalities (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spa.2022.11.008

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