






















We study the $N \to \infty$ limit of the normalized largest component in some systems of $N$ diffusive particles with mean-field interaction. By applying a universal time change, the interaction in noises is transferred to the drift terms, and the asymptotic behavior of the maximum becomes well-understood due to existing results in the literature. We expect that the normalized maximum in the original setting has the same limiting distribution as that of i.i.d copies of a solution to the corresponding McKean-Vlasov SDE and we present some results and numerical simulations that support this conjecture.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。