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Related papers: Scaling limits of additive functionals of interact…

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Many natural and artificial systems whose range of interaction is long enough are known to exhibit (quasi)stationary states that defy the standard, Boltzmann-Gibbs statistical mechanical prescriptions. For handling such anomalous systems…

Statistical Mechanics · Physics 2007-05-23 Yuzuru Sato , Constantino Tsallis

We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…

Statistical Mechanics · Physics 2020-06-24 Erez Aghion , David A. Kessler , Eli Barkai

We study stationary fluctuations of conserved slow modes in a two-lane model of hardcore particles which are expected to show universal behaviour. Specifically, we focus on the properties of fluctuations at a special umbilic point where the…

Statistical Mechanics · Physics 2025-09-08 Johannes Schmidt , Žiga Krajnik , Vladislav Popkov

In earlier work we showed that the particle displacement for the multidimensional periodic Lorentz gas, in the limit of low scatterer density (Boltzmann-Grad limit), satisfies a central limit theorem with superdiffusive scaling. The present…

Mathematical Physics · Physics 2015-11-17 Jens Marklof , Balint Toth

The goal of this paper is to describe the various kinetic equations which arise from scaling limits of interacting particle systems. We provide a formalism which allows us to determine the kinetic equation for a given interaction potential…

Mathematical Physics · Physics 2020-12-10 Alessia Nota , Juan J. L. Velázquez , Raphael Winter

In the paper asymptotic properties of functionals of stationary Gibbs particle processes are derived. Two known techniques from the point process theory in the Euclidean space R^d are extended to the space of compact sets on R^d equipped by…

Probability · Mathematics 2018-01-26 Daniela Novotna , Viktor Benes

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

Probability · Mathematics 2023-05-23 Minhao Hong , Heguang Liu , Fangjun Xu

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…

Probability · Mathematics 2014-09-09 Vadim Gorin , Mykhaylo Shkolnikov

The stationary state of stochastic processes such as reaction-diffusion systems can be related to the ground state of a suitably defined quantum Hamiltonian. Using this analogy, we investigate the applicability of a real space…

Statistical Mechanics · Physics 2007-05-23 J. Hooyberghs , C. Vanderzande

We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…

Statistical Mechanics · Physics 2024-07-24 Lucianno Defaveri , Eli Barkai , David A. Kessler

Statistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group…

Probability · Mathematics 2015-04-29 Farida Kachapova , Ilias Kachapov

We consider a finite number of particles characterised by their positions and velocities. At random times a randomly chosen particle, the follower, adopts the velocity of another particle, the leader. The follower chooses its leader…

Analysis of PDEs · Mathematics 2016-03-23 Adrien Blanchet , Pierre Degond

We study equilibrium fluctuations for a class of totally asymmetric zero-range type interacting particle systems. As a main result, we show that density fluctuation of our process converges to the stationary energy solution of the…

Probability · Mathematics 2022-01-07 Kohei Hayashi

We consider additive functionals of Markov processes in continuous time with general (metric) state spaces. We derive concentration bounds for their exponential moments and moments of finite order. Applications include diffusions,…

Probability · Mathematics 2022-02-18 Frank Redig , Florian Völlering

We propose a large-scale scaling viewpoint for deriving mesoscopic dynamics from interacting particle systems and apply it to the Cucker--Smale flocking model. In contrast with the classical mean-field regime leading to the Vlasov-type…

Analysis of PDEs · Mathematics 2026-02-17 Ruicheng Cheng , Seung-Yeal Ha , Jaemoon Lee , Zhenfu Wang

For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…

Probability · Mathematics 2025-11-03 Nicolai Jurek Gerber , Franca Hoffmann , Urbain Vaes

We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions…

Numerical Analysis · Mathematics 2024-01-30 Grigorios A. Pavliotis , Andrea Zanoni

We study a class of one-dimensional interacting particle systems with random boundaries as a microscopic model for Stefan's melting and freezing problem. We prove that under diffusive rescaling these particle systems exhibit a hydrodynamic…

Probability · Mathematics 2007-05-23 Claudio Landim , Glauco Valle

We propose a novel approach in the study of transport phenomena in dense systems or systems with long range interactions where multiple particle interactions must be taken into consideration. Within Boltzmann's kinetic formalism, we study…

Classical Physics · Physics 2015-06-26 Travis J. Sherman , Johann Rafelski

Particle number conservation in fermionic systems restricts the allowed local operations on bi-partite systems. We show how this restriction is related to measurement entropy of particle fluctuations and compute it for several regimes of…

Quantum Physics · Physics 2009-01-14 I. Klich , L. S. Levitov