Concentration of measure for Graphon particle system
arXiv:2205.04951 · doi:10.1017/apr.2023.59
Abstract
We study heterogeneously interacting diffusive particle systems with mean-field type interaction characterized by an underlying graphon and their finite particle approximations. Under suitable conditions, we obtain exponential concentration estimates over a finite time horizon for both 1 and 2 Wasserstein distances between the empirical measures of the finite particle systems and the averaged law of the graphon system, extending the work of Bayraktar-Wu.
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