Concentration and mean field approximation results for Markov processes on large networks

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Authors: Dániel Keliger, Balázs Ráth
Cited by: 0

Abstract

We study Markov processes on weighted directed hypergraphs where the state of at most one vertex can change at a time. Our setting is general enough to include simplicial epidemic processes, processes on multilayered networks or even the dynamics of the edges of a graph. Our results are twofold. Firstly, we prove concentration bounds for the number of vertices in a certain state under mild assumptions. Our results imply that even the empirical averages of subpopulations of diverging but possibly sublinear size are well concentrated around their mean. In the case of undirected weighted graphs, we completely characterize when said averages concentrate around their expected value. Secondly, we prove (under assumptions which are tight in some significant cases) upper bounds for the error of the N-Intertwined Mean Field Approximation (NIMFA). In particular, for symmetric unweighted graphs, the error has the same order of magnitude as the reciprocal of the average degree, improving the previously known state of the art bound of the inverse square root of the average degree.

Fields of Study & Subjects

Advanced Queuing Theory Analysis Data Management and Algorithms Traffic Prediction and Management Techniques

Publication details

Journal / source
Stochastic Processes and their Applications
Volume
200
Pages
105003–105003
Publication date
2 June 2026
Language
EN