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On Mean Field Convergence and Stationary Regime
Assume that a family of stochastic processes on some Polish space
converges to a deterministic process; the convergence is in distribution (hence
in probability) at every fixed point in time. This assumption holds for a large
family of processes, among which many mean field interaction models and is
weaker than previously assumed. We show that any limit point of an invariant
probability of the stochastic process is an invariant probability of the
deterministic process. The results are valid in discrete and in continuous
time
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