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Large deviations of mean-field jump-Markov processes on structured sparse random graphs

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Abstract

We prove a Large Deviation Principle for jump-Markov Processes on sparse large disordered network with disordered connectivity. The network is embedded in a geometric space, with the probability of a connection a (scaled) function of the spatial positions of the nodes. This type of model has numerous applications, including neuroscience, epidemiology and social networks. We prove that the rate function (that indicates the asymptotic likelihood of state transitions) is the same as for a network with all-to-all connectivity. We apply our results to a stochastic SIS epidemiological model on a disordered networks, and determine Euler-Lagrange equations that dictate the most likely transition path between different states of the network.

Original languageEnglish (US)
Article number104930
JournalStochastic Processes and their Applications
Volume199
DOIs
StatePublished - Sep 2026

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics

Keywords

  • Graphon
  • Hawkes Process
  • Jump-Markov
  • Large deviations
  • Random graph

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