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arXiv (math.PR) 2026-06-11 12:00 DOI: arXiv:2606.11369

Mean-field limits for stochastic particle systems on dense graphs

Abstract

arXiv:2606.11369v1 Announce Type: new Abstract: We study stochastic interacting particle systems whose interaction structure is described by dense weighted directed graphs converging to a graphon. In the thermodynamic limit, we prove a law of large numbers for the empirical measure process and derive a deterministic nonlinear master equation describing the macroscopic evolution. The limiting equation retains the heterogeneous interaction structure of the microscopic system through the limiting graphon, allowing for spatially non-homogeneous behaviors such as localized or community-type interactions.

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