Department of Mathematics
Indian Institute of Science
Bangalore 560 012
SEMINAR
Speaker |
: |
Dr. D. Yogeshwaran |
Affiliation | : | Ecole Normale Superieure / INRIA, Paris |
Subject Area |
: |
Mathematics
|
Venue |
: |
ECE 1.07
|
Time |
: |
11.30 - 12.45
|
Date |
: |
Sep 2, 2009 (Wednesday) |
Title |
: |
Mean-field Limits of Interacting Particle Systems |
Abstract |
: |
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. |