{"title":"在噪声中具有均场相互作用的扩散粒子最大值的大群体渐近论","authors":"Nikolaos Kolliopoulos , David Sanchez , Amy Xiao","doi":"10.1016/j.spl.2024.110150","DOIUrl":null,"url":null,"abstract":"<div><p>We study the <span><math><mrow><mi>N</mi><mo>→</mo><mi>∞</mi></mrow></math></span> limit of the normalized largest component in some systems of <span><math><mi>N</mi></math></span> diffusive particles with mean-field interaction. By applying a universal time change, the interaction in noises is transferred to the drift terms, and the asymptotic behavior of the maximum becomes well-understood due to existing results in the literature. We expect that the normalized maximum in the original setting has the same limiting distribution as that of i.i.d copies of a solution to the corresponding McKean–Vlasov SDE and we present some results and numerical simulations that support this conjecture.</p></div>","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0167715224001196/pdfft?md5=3ba9e929870a8e3c7e440260b4122bc0&pid=1-s2.0-S0167715224001196-main.pdf","citationCount":"0","resultStr":"{\"title\":\"Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises\",\"authors\":\"Nikolaos Kolliopoulos , David Sanchez , Amy Xiao\",\"doi\":\"10.1016/j.spl.2024.110150\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>We study the <span><math><mrow><mi>N</mi><mo>→</mo><mi>∞</mi></mrow></math></span> limit of the normalized largest component in some systems of <span><math><mi>N</mi></math></span> diffusive particles with mean-field interaction. By applying a universal time change, the interaction in noises is transferred to the drift terms, and the asymptotic behavior of the maximum becomes well-understood due to existing results in the literature. We expect that the normalized maximum in the original setting has the same limiting distribution as that of i.i.d copies of a solution to the corresponding McKean–Vlasov SDE and we present some results and numerical simulations that support this conjecture.</p></div>\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2024-05-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://www.sciencedirect.com/science/article/pii/S0167715224001196/pdfft?md5=3ba9e929870a8e3c7e440260b4122bc0&pid=1-s2.0-S0167715224001196-main.pdf\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0167715224001196\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167715224001196","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises
We study the limit of the normalized largest component in some systems of diffusive particles with mean-field interaction. By applying a universal time change, the interaction in noises is transferred to the drift terms, and the asymptotic behavior of the maximum becomes well-understood due to existing results in the literature. We expect that the normalized maximum in the original setting has the same limiting distribution as that of i.i.d copies of a solution to the corresponding McKean–Vlasov SDE and we present some results and numerical simulations that support this conjecture.