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20052026
most citedLarge deviations for infinite dimensional stochastic dynamical systems

232 citations · 701 across the 83 of their papers we have counts for

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Showing 2016Show all

5 papers · 1 filter

math.PR2016★ 5 cited

Weakly interacting particle systems on inhomogeneous random graphs

Shankar Bhamidi, Amarjit Budhiraja, Ruoyu Wu

We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion p…

math.PR2016

Large Deviations for Brownian Particle Systems with Killing

Amarjit Budhiraja, Wai-Tong Louis Fan, Ruoyu Wu

Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a co…

math.PR2016

Rate Control under Heavy Traffic with Strategic Servers

Erhan Bayraktar, Amarjit Budhiraja, Asaf Cohen

We consider a large queueing system that consists of many strategic servers that are weakly interacting. Each server processes jobs from its unique critically loaded buffer and con…

math.PR2016

Uniform in Time Interacting Particle Approximations for Nonlinear Equations of Patlak-Keller-Segel type

Amarjit Budhiraja, Wai-Tong Louis Fan

We study a system of interacting diffusions that models chemotaxis of biological cells or microorganisms (referred to as particles) in a chemical field that is dynamically modified…

math.PR2016

Diffusion Approximations for Controlled Weakly Interacting Large Finite State Systems with Simultaneous Jumps

Amarjit Budhiraja, Eric Friedlander

We consider a rate control problem for an -particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and…