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In communication networks structure and dynamics are tightly coupled. The structure controls the flow of information and is itself shaped by the dynamical process of information exchanged between nodes. In order to reconcile structure and…
We consider the asymptotics of the invariant measure for the process of the empirical spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle.…
We consider a mean-field system of path-dependent stochastic interacting diffusions in random media over a finite time window. The interaction term is given as a function of the empirical measure and is allowed to be non-linear and path…
The mean-field limit in a weakly interacting stochastic many-particle system for multiple population species in the whole space is proved. The limiting system consists of cross-diffusion equations, modeling the segregation of populations.…
This paper analyzes stochastic networks consisting of finite capacity nodes with different classes of requests which move according to some routing policy. The Markov processes describing these networks do not, in general, have…
Mean-field theory is a powerful tool for studying large neural networks. However, when the system is composed of a few neurons, macroscopic differences between the mean-field approximation and the real behavior of the network can arise.…
Complex contagion models that involve contagion along higher-order structures, such as simplicial complexes and hypergraphs, yield new classes of mean-field models. Interestingly, the differential equations arising from many such models…
We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…
This paper deals with the derivation of the mean-field limit for multi-agent systems on a large class of sparse graphs. More specifically, the case of non-exchangeable multi-agent systems consisting of non-identical agents is addressed. The…
A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…
From critical infrastructure, to physiology and the human brain, complex systems rarely occur in isolation. Instead, the functioning of nodes in one system often promotes or suppresses the functioning of nodes in another. Despite advances…
Queueing networks are systems of theoretical interest that find widespread use in the performance evaluation of interconnected resources. In comparison to counterpart models in genetics or mathematical biology, the stochastic (jump)…
In this paper, a stochastic dynamic control strategy is presented to prevent the spread of an infection over a homogeneous network. The infectious process is persistent, i.e., it continues to contaminate the network once it is established.…
Dynamical mean-field theory is a powerful physics tool used to analyze the typical behavior of neural networks, where neurons can be recurrently connected, or multiple layers of neurons can be stacked. However, it is not easy for beginners…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
Understanding the relationship between the heterogeneous structure of complex networks and cooperative phenomena occurring on them remains a key problem in network science. Mean-field theories of spin models on networks constitute a…
We study the solutions of a McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the mean field limit of a system of $N$ interacting excitatory neurons with $N$ large. Each…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
Much recent research activity has been devoted to empirical study and theoretical models of complex networks (random graphs) with three qualitative features: power-law degree distribution, local clustering of edges, and small diameter. We…
In this work we introduce a model of default contagion that combines the approaches of Eisenberg-Noe interbank networks and dynamic mean field interactions. The proposed contagion mechanism provides an endogenous rule for early defaults in…