Related papers: Central Limit Theorem for a Class of Linear System…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
This paper provides central limit theorems for the wavelet packet decomposition of stationary band-limited random processes. The asymptotic analysis is performed for the sequences of the wavelet packet coefficients returned at the nodes of…
We consider a system of particles experiencing diffusion and mean field interaction, and study its behaviour when the number of particles goes to infinity. We derive non-asymptotic large deviation bounds measuring the concentration of the…
We consider a class of Gibbs measures defined with respect to increments $\{\omega(t)-\omega(s)\}_{s<t}$ of $d$-dimensional Wiener measure, with the underlying Hamiltonian carrying interactions of the form $H(t-s,\omega(t)-\omega(s))$ that…
The article considers systems of interacting particles on networks with adaptively coupled dynamics. Such processes appear frequently in natural processes and applications. Relying on the notion of graph convergence, we prove that for large…
This paper deals with the numerical approximation of normalizing constants produced by particle methods, in the general framework of Feynman-Kac sequences of measures. It is well-known that the corresponding estimates satisfy a central…
We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The…
We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of the conditional variances and for stationary sequences the…
We consider a discrete particle system of two species coupled through nonlocal interactions driven by the one-dimensional Newtonian potential, with repulsive self-interaction and attractive cross-interaction. After providing a suitable…
We address a system of weakly interacting particles where the heterogenous connections among the particles are described by a graph sequence and the number of particles grows to infinity. Our results extend the existing law of large numbers…
Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…
We study a particle model for a simple system of partial differential equations describing, in dimension $d\geq 2$, a two component mixture where light particles move in a medium of absorbing, fixed obstacles; the system consists in a…
The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of…
We consider a generic system composed of a fixed number of particles distributed over a finite number of energy levels. We make only general assumptions about system's properties and the entropy. System's constraints other than fixed number…
In this paper we consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in $\Rd$ and undergoing a binary, supercritical branching with a constant rate $\lambda>0$. This system is…
For finite interacting particle systems with strong repulsing-attracting or general interactions, we prove global weak well-posedness almost up to the critical threshold of the strengths of attracting interactions (independent of the number…
We prove a general multi-dimensional central limit theorem for the expected number of vertices of a given degree in the family of planar maps whose vertex degrees are restricted to an arbitrary (finite or infinite) set of positive integers…
We consider spin systems between a finite number $N$ of "species" or "phases" partitioning a cubic lattice $\mathbb{Z}^d$. We suppose that interactions between points of the same phase are coercive, while between point of different phases…
A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…
We use the recently developed method of weighted dependency graphs to prove central limit theorems for the number of occurrences of any fixed pattern in multiset permutations and in set partitions. This generalizes results for patterns of…