Related papers: Moderate Deviations for Mean Field Particle Models
In this paper, we establish a central limit theorem (CLT) and the moderate deviation principles (MDP) for a class of semilinear stochastic partial differential equations driven by multiplicative noise on a bounded domain. The main results…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
Many complex dynamical systems in the real world, including ecological, climate, financial, and power-grid systems, often show critical transitions, or tipping points, in which the system's dynamics suddenly transit into a qualitatively…
Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a variational representation for expected values of positive…
We provide a unified treatment of pathwise Large and Moderate deviations principles for a general class of multidimensional stochastic Volterra equations with singular kernels, not necessarily of convolution form. Our methodology is based…
In this paper, we establish a central limit theorem and a moderate deviations for 2D stochastic primitive equations with multiplicative noise. The proof is mainly based on the weak convergence approach.
We derive moderate deviation principles for the trajectory of the empirical magnetization of the standard Curie-Weiss model via a general analytic approach based on convergence of generators and uniqueness of viscosity solutions for…
We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the…
In this paper, we present an innovative particle system characterized by moderate interactions, designed to accurately approximate kinetic flocking models that incorporate singular interaction forces and local alignment mechanisms. We…
We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…
We develop an ab initio approach to describe the statistical behavior of finite-size fluctuations in the deterministic Kuramoto-Sakaguchi model. We obtain explicit expressions for the covariance function of fluctuations of the complex order…
This work focuses on the mean field stochastic partial differential equations with nonlinear kernels. We first prove the existence and uniqueness of strong and weak solutions for mean field stochastic partial differential equations in the…
We develop a semiclassical density functional theory in the context of quantum dots. Coulomb blockade conductance oscillations have been measured in several experiments using nanostructured quantum dots. The statistical properties of these…
The out-of-equilibrium mean-field dynamics of a model for wave-particle interaction is investigated. Such a model can be regarded as a general formulation for all those applications where the complex interplay between particles and fields…
This paper deals with rare events in a general {interacting gas} at high temperature, by means of Large Deviations Principles. The main result is an LDP for the tagged empirical field, which features the competition of an energy term and an…
We derive Cram\'{e}r type moderate deviations for stationary sequences of bounded random variables. Our results imply the moderate deviation principles and a Berry-Esseen bound. Applications to quantile coupling inequalities, functions of…
We prove a large deviation principle on path space for a class of discrete time Markov processes whose state space is the intersection of a regular domain $\L\subset \R^d$ with some lattice of spacing $\e$. Transitions from $x$ to $y$ are…
We consider interacting particle dynamics with Vicsek type interactions, and their macroscopic PDE limit, in the non-mean-field regime; that is, we consider the case in which each particle/agent in the system interacts only with a…
The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and scantily understood for random fields. Here it is established for some planary random…
We study some systems of interacting fields whose evolution is given by some singular stochastic partial differential equations of mean field type. We provide a robust setting for their study and prove a well-posedness result and a…