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
url http://library.utia.cas.cz/separaty/2020/SI/swart-0524245.pdf
source
url https://projecteuclid.org/journals/electronic-journal-of-probability/volume-25/issue-none/Recursive-tree-processes-and-the-mean-field-limit-of-stochastic/10.1214/20-EJP460.full
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