Stochastic Processes Seminar

Date: February 16, 2024

Time: 10:00AM - 11:00AM

Location: BLOC 302

Speaker: Ruoyu Wu, Iowa State University

Title: Weakly interacting jump processes with graphon interactions

Abstract: We consider systems of weakly interacting jump processes on heterogeneous random graphs and their large population limit. The interaction is of mean field type weighted by the underlying graphon. A law of large numbers result is established as the system size increases and the underlying graphons converge. The limit is given by a graphon particle system consisting of independent but heterogeneous nonlinear Markovian processes whose probability distributions are fully coupled. An application to individual-based epidemic models is discussed. If time permits, a related queueing model, Join-the-shortest-queue(d), will also be discussed.