Title: Mean-field Limits of Interacting Particle Systems
Speaker: Dr. D. Yogeshwaran, Ecole Normale Superieure / INRIA, Paris.
Date: 02 September 2009
Time: 11.30 - 12.45
Venue: ECE 1.07

Consider a system of N interacting particles evolving over time with Markovian dynamics. The interaction occurs only due to a shared resource. I shall briefly sketch the classical tightness-existence-uniqueness approach used to prove weak convergence of the system to a limiting system as N tends to infinity. I shall illustrate another approach in more detail with the example of a nonlinear Markov chain. In the case of exchangeable particles, weak convergence of the system implies propogation of chaos i.e, in the limiting system particles evolve independently due to a deterministically shared resource.


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Last updated: 06 Mar 2020