Mean-Field Stochastic Interacting Particles with Fast Regime-Switching Networks on Digraph Measures
摘要
In this paper, the authors focus on the effective approximation (N →∞ then ε → 0) of stochastic interacting particle systems with fast regime-switching networks on digraph measures (DGMs). DGMs provide a robust approach to capturing sparse, intermediate, and dense network or graph interactions in the mean field, extending beyond traditional methods like graphons. The model can be used to simulate a vehicle’s trajectory under different traffic signal states. The main goals are to derive the simplified system (9) as ε → 0 and to capture a class of mean-field limits under the assumption that the switching process tends to a stationary state as time evolutions. Using the martingale method and validating the continuity of the underlying graph heterogeneity, the authors establish the convergence in law of (1) to a probability measure