Related papers: Competing particle systems evolving by interacting…
We investigate front propagation in a reacting particle system in which particles perform scale-free random walks known as Levy flights. The system is described by a fractional generalization of a reaction-diffusion equation. We focus on…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
We consider systems of diffusion processes ("particles") interacting through their ranks (also referred to as "rank-based models" in the mathematical finance literature). We show that, as the number of particles becomes large, the process…
We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…
We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
A Markov evolution of a system of point particles in $\mathbb{R}^d$ is described at micro-and mesoscopic levels. The particles reproduce themselves at distant points (dispersal) and die, independently and under the influence of each other…
We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution…
We study finite and countably infinite systems of stochastic differential equations, in which the drift and diffusion coefficients of each component (particle) are determined by its rank in the vector of all components of the solution. We…
In this work we study a kinetic model of active particles with delayed dynamics, and its limit when the number of particles goes to infinity. This limit turns out to be related to delayed differential equations with random initial…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
Two-sided infinite systems of Brownian particles with rank-dependent dynamics, indexed by all integers, exhibit different properties from their one-sided infinite counterparts, indexed by positive integers, and from finite systems. Consider…
In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…
We consider systems of agents interacting through topological interactions. These have been shown to play an important part in animal andhuman behavior. Precisely, the system consists of a finite number of particles characterized by their…
Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…
We show uniqueness of the spine of a Fleming-Viot particle system under minimal assumptions on the driving process. If the driving process is a continuous time Markov process on a finite space, we show that asymptotically, when the number…
Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…
In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…
Levy walk at the finite velocity is considered. To analyze the spatial and temporal characteristics of this process, the method of moments has been used. The asymptotic distributions of the moments (at $t\to\infty$) have been obtained for…