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This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…

Probability · Mathematics 2014-01-15 Stéphane Mischler , Clément Mouhot , Bernt Wennberg

We study a multivariate, non-linear Hawkes process $Z^N$ on the complete graph with $N$ nodes. Each vertex is either excitatory (probability $p$) or inhibitory (probability $1-p$). We take the mean-field limit of $Z^N$, leading to a…

Probability · Mathematics 2021-10-14 Peter Pfaffelhuber , Stefan Rotter , Jakob Stiefel

We study the averaging of a diffusion process living in a simplex $K$ of $\mathbb R^n$, $n\ge 1$. We assume that its infinitesimal generator can be decomposed as a sum of two generators corresponding to two distinct timescales and that the…

Probability · Mathematics 2022-05-19 Dimitri Faure

We consider a zero-range process with two species of interacting particles. The steady state phase diagram of this model shows a variety of condensate phases in which a single site contains a finite fraction of all the particles in the…

Statistical Mechanics · Physics 2018-04-26 Stefan Grosskinsky , Tom Hanney

Condensation phenomena in non-equilibrium systems have been modeled by the zero-range process, which is a model of particles hopping between boxes with Markovian dynamics. In many cases, memory effects in the dynamics cannot be neglected.…

Statistical Mechanics · Physics 2012-12-18 Ori Hirschberg , David Mukamel , Gunter M. Schütz

We suggest a model that describes a mutual dynamic of tectonic plates. The dynamic is a sort of stick-slip one which is modeled by a Markov random process. The process defines a microlevel of the dynamic. A macrolevel is obtained by a…

Probability · Mathematics 2014-09-11 E. Pechersky , A. Pirogov , G. Sadowski , A. Yambartsev

We calculate the probability distribution of work for an exactly solvable model of a system interacting with its environment. The system of interest is a harmonic oscillator with a time dependent control parameter, the environment is…

Statistical Mechanics · Physics 2015-06-17 Yigit Subasi , Christopher Jarzynski

A powerful tool for studying long-term convergence of a Markov process to its stationary distribution is a Lyapunov function. In some sense, this is a substitute for eigenfunctions. For a stochastically ordered Markov process on the…

Probability · Mathematics 2021-03-01 Andrey Sarantsev

A classical long-range-interacting $N$-particle system relaxes to thermal equilibrium on time scales growing with $N$; in the limit $N\to \infty$ such a relaxation time diverges. However, a completely non-collisional relaxation process,…

Statistical Mechanics · Physics 2022-02-09 Alessandro Santini , Guido Giachetti , Lapo Casetti

In this paper, we study the controllability and stabilizability properties of the Kolmogorov forward equation of a continuous time Markov chain (CTMC) evolving on a finite state space, using the transition rates as the control parameters.…

Systems and Control · Computer Science 2017-03-29 Karthik Elamvazhuthi , Vaibhav Deshmukh , Matthias Kawski , Spring Berman

We study the mean-field limit and stationary distributions of a pulse-coupled network modeling the dynamics of a large neuronal assemblies. Our model takes into account explicitly the intrinsic randomness of firing times, contrasting with…

Probability · Mathematics 2015-03-17 Philippe Robert , Jonathan D. Touboul

We discuss non-equilibrium thermodynamics of the mean field Ising model from a geometric perspective, focusing on the thermodynamic limit. When the number of spins is finite, the Gibbs equilibria form a smooth Legendrian submanifold in the…

Mathematical Physics · Physics 2024-10-28 Michael Entov , Leonid Polterovich , Lenya Ryzhik

Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…

Statistical Mechanics · Physics 2026-05-06 Jiming Zheng , Zhiyue Lu

We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…

Probability · Mathematics 2024-06-10 Paul Chleboun , Simon Gabriel , Stefan Grosskinsky

We study a class of linear-quadratic stochastic differential games in which each player interacts directly only with its nearest neighbors in a given graph. We find a semi-explicit Markovian equilibrium for any transitive graph, in terms of…

Probability · Mathematics 2021-09-27 Daniel Lacker , Agathe Soret

The spectral gap $\gamma$ of a finite, ergodic, and reversible Markov chain is an important parameter measuring the asymptotic rate of convergence. In applications, the transition matrix $P$ may be unknown, yet one sample of the chain up to…

Statistics Theory · Mathematics 2017-08-25 Daniel Hsu , Aryeh Kontorovich , David A. Levin , Yuval Peres , Csaba Szepesvári

The steady-state distributions and dynamical behaviour of Zero Range Processes with hopping rates which are non-monotonic functions of the site occupation are studied. We consider two classes of non-monotonic hopping rates. The first…

Statistical Mechanics · Physics 2008-04-30 Yonathan Schwarzkopf , M. R. Evans , David Mukamel

Pristine monolayer graphene exhibits very poor screening because the density of states vanishes at the Dirac point. As a result, charge relaxation is controlled by the effects of zero-point motion (rather than by the Coulomb interaction)…

Mesoscale and Nanoscale Physics · Physics 2017-01-25 Eugene B. Kolomeisky , Joseph P. Straley

A dynamical system may be defined by a simple transition law - such as a map or a vector field. The objective of most learning techniques is to reconstruct this dynamic transition law. This is a major shortcoming, as most dynamic properties…

Dynamical Systems · Mathematics 2024-09-10 Suddhasattwa Das

We provide two methods to construct zero-range processes with superlinear rates on ${\mathbb Z}^d$. In the first method these rates can grow very fast, if either the dynamics and the initial distribution are translation invariant or if only…

Probability · Mathematics 2021-05-11 Enrique Andjel , Inés Armendáriz , Milton Jara
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