bibtype |
J -
Journal Article
|
ARLID |
0524245 |
utime |
20250310155934.7 |
mtime |
20200513235959.9 |
WOS |
000532409600001 |
SCOPUS |
85085067190 |
DOI |
10.1214/20-EJP460 |
title
(primary) (eng) |
Recursive tree processes and the mean-field limit of stochastic flows |
specification |
page_count |
63 s. |
media_type |
E |
|
serial |
ARLID |
cav_un_epca*0041954 |
ISSN |
1083-6489 |
title
|
Electronic Journal of Probability |
volume_id |
25 |
publisher |
name |
Institute of Mathematical Statistics |
|
|
keyword |
mean-field limit |
keyword |
recursive tree process |
keyword |
recursive distributional equation |
keyword |
endogeny |
keyword |
interacting particle systems |
keyword |
cooperative branching |
author
(primary) |
ARLID |
cav_un_auth*0365236 |
share |
34 |
name1 |
Mach |
name2 |
Tibor |
institution |
UTIA-B |
full_dept (cz) |
Stochastická informatika |
full_dept (eng) |
Department of Stochastic Informatics |
department (cz) |
SI |
department (eng) |
SI |
full_dept |
Department of Stochastic Informatics |
country |
CZ |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
author
|
ARLID |
cav_un_auth*0244526 |
name1 |
Sturm |
name2 |
A. |
country |
DE |
|
author
|
ARLID |
cav_un_auth*0217893 |
share |
33 |
name1 |
Swart |
name2 |
Jan M. |
institution |
UTIA-B |
full_dept (cz) |
Stochastická informatika |
full_dept |
Department of Stochastic Informatics |
department (cz) |
SI |
department |
SI |
full_dept |
Department of Stochastic Informatics |
country |
CZ |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
source |
|
source |
|
cas_special |
project |
ARLID |
cav_un_auth*0334217 |
project_id |
GA16-15238S |
agency |
GA ČR |
country |
CZ |
|
abstract
(eng) |
Interacting particle systems can often be constructed from a graphical representation, by applying local maps at the times of associated Poisson processes. This leads to a natural coupling of systems started in different initial states. We consider interacting particle systems on the complete graph in the mean-field limit, i.e., as the number of vertices tends to infinity. We are not only interested in the mean-field limit of a single process, but mainly in how several coupled processes behave in the limit. This turns out to be closely related to recursive tree processes as studied by Aldous and Bandyopadyay in discrete time. We here develop an analogue theory for recursive tree processes in continuous time. We illustrate the abstract theory on an example of a particle system with cooperative branching. This yields an interesting new example of a recursive tree process that is not endogenous. |
result_subspec |
WOS |
RIV |
BA |
FORD0 |
10000 |
FORD1 |
10100 |
FORD2 |
10103 |
reportyear |
2021 |
num_of_auth |
3 |
mrcbC52 |
2 R hod 4 4rh 4 20250310155156.7 4 20250310155934.7 |
inst_support |
RVO:67985556 |
permalink |
http://hdl.handle.net/11104/0308916 |
mrcbC61 |
1 |
cooperation |
ARLID |
cav_un_auth*0391976 |
name |
Georg-August-Universität Göttingen |
|
confidential |
S |
article_num |
61 |
mrcbC86 |
2 Article Statistics Probability |
mrcbC91 |
A |
mrcbT16-e |
STATISTICSPROBABILITY |
mrcbT16-i |
0.00837 |
mrcbT16-j |
1.391 |
mrcbT16-s |
1.666 |
mrcbT16-B |
68.896 |
mrcbT16-D |
Q2 |
mrcbT16-E |
Q1 |
arlyear |
2020 |
mrcbTft |
\nSoubory v repozitáři: swart-0524245.pdf |
mrcbU14 |
85085067190 SCOPUS |
mrcbU24 |
PUBMED |
mrcbU34 |
000532409600001 WOS |
mrcbU63 |
cav_un_epca*0041954 Electronic Journal of Probability 1083-6489 1083-6489 Roč. 25 č. 1 2020 Institute of Mathematical Statistics |
|