SearcharxivSearch

arXiv · 2306.16553

Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation

Abstract

We study binary opinion formation in a large population where individuals are influenced by the opinions of other individuals. The population is characterised by the existence of (i) communities where individuals share some similar features, (ii) opinion leaders that may trigger unpredictable opinion shifts in the short term (iii) some degree of incomplete information in the observation of the individual or public opinion processes. In this setting, we study three different approximate mechanisms: common sampling approximation, independent sampling approximation, and, what will be our main focus in this paper, McKean-Vlasov (or mean-field) approximation. We show that all three approximations perform well in terms of different metrics that we introduce for measuring population level and individual level errors. In the presence of a common noise represented by the major influencers opinions processes, and despite the absence of idiosyncratic noises, we derive a propagation of chaos type result. For the particular case of a linear model and particular specifications of the major influencers opinion dynamics, we provide additional analysis, including long term behavior and fluctuations of the public opinion. The theoretical results are complemented by some concrete examples and numerical analysis, illustrating the formation of echo-chambers, the propagation of chaos, and phenomena such as snowball effect and social inertia.42 pages

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Delia Coculescu, Médéric Motte, Huyên Pham. 2023-06-28. Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation. https://arxiv.org/abs/2306.16553

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR