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.