English
Related papers

Related papers: Moderate Deviations for Mean Field Particle Models

200 papers

In this paper, we show that the empirical measure of mean-field model satisfies the large deviation principle with respect to the weak convergence topology or the stronger Wasserstein metric, under the strong exponential integrability…

Probability · Mathematics 2019-02-20 Wei Liu , Liming Wu

We investigate a general class of models for swarming/self-collective behaviour in domains with boundaries. The model is expressed as a stochastic system of interacting particles subject to both reflecting boundary condition and common…

Probability · Mathematics 2025-10-21 Razvan C. Fetecau , Hui Huang , Jinniao Qiu

Early growth of density fluctuations of nuclear matter in spinodal region is investigated employing the stochastic mean-field approach. In contrast to the earlier treatments in which only collective modes were included in the calculations,…

Nuclear Theory · Physics 2015-01-26 O. Yilmaz , S. Ayik , F. Acar , A. Gokalp

We consider large deviations of the dynamical activity in the East model. We bias this system to larger than average activity and investigate the structure that emerges. To best characterise this structure, we exploit the fact that there…

Statistical Mechanics · Physics 2013-12-13 Robert L. Jack , Peter Sollich

The Hamiltonian Mean-Field model has been investigated, since its introduction about a decade ago, to study the equilibrium and dynamical properties of long-range interacting systems. Here we study the long-time behavior of long-lived,…

Statistical Mechanics · Physics 2009-11-13 Alessandro Campa , Andrea Giansanti , Gianluca Morelli

We study the symmetric simple exclusion process with Glauber dynamics. When the process starts from a nonequilibrium measure, we prove central limit theorems for the occupation time in dimension two, and sample path moderate deviation…

Probability · Mathematics 2026-04-14 Linjie Zhao

Mean-field models have the ability to predict grain size distribution evolution occurring through thermomechanical solicitations. This article focuses on a comparison of mean-field models under grain growth conditions. Different…

Materials Science · Physics 2023-10-31 Marion Roth , Baptiste Flipon , Nathalie Bozzolo , Marc Bernacki

We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some applications for combinatoric problems are discussed.

Probability · Mathematics 2007-07-11 Fabrice Gamboa , Thierry Klein , Clémentine Prieur

For a $d-$regular random model, we assign to vertices $q-$state spins. From this model, we define the \emph{empirical co-operate measure}, which enumerates the number of co-operation between a given couple of spins, and \emph{ empirical…

Probability · Mathematics 2017-11-15 U. Ibrahim , A. Lotsi , K. Doku-Amponsah

We introduce a new approach to derive mean-field limits for first- and second-order particle systems with singular interactions. It is based on a duality approach combined with the analysis of linearized dual correlations, and it allows to…

Analysis of PDEs · Mathematics 2025-02-12 Didier Bresch , Mitia Duerinckx , Pierre-Emmanuel Jabin

Starting from a fine-scale dissipative particle dynamics (DPD) model of self-motile point particles, we derive meso-scale continuum equations by applying a spatial averaging version of the Irving--Kirkwood--Noll procedure. Since the method…

Adaptation and Self-Organizing Systems · Physics 2018-03-07 Alexander Panchenko , Denis F. Hinz , Eliot Fried

We point out a new mechanism which can lead to mean field type behaviour in nonequilibrium critical phenomena. We demonstrate this mechanism on a two-dimensional model which can be understood as a stochastic and non-conservative version of…

Condensed Matter · Physics 2009-10-22 Hans-Martin Broeker , Peter Grassberger

Mean field electrodynamics (MFE) facilitates practical modeling of secular, large scale properties of astrophysical or laboratory systems with fluctuations.Practitioners commonly assume wide scale separation between mean and fluctuating…

Plasma Physics · Physics 2019-03-22 Hongzhe Zhou , Eric G. Blackman , Luke Chamandy

We employ Statistical Field Theory techniques for coarse-graining the steady-state properties of Active Ornstein-Uhlenbeck particles. The computation is carried on in the framework of the Unified Colored Noise approximation that allows an…

Statistical Mechanics · Physics 2020-05-27 Matteo Paoluzzi , Claudio Maggi , Andrea Crisanti

In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regime that the modulating Markov chain is rapidly switching. We prove the joint sample-path large deviations principle for the Markov-modulated…

Probability · Mathematics 2023-02-27 Gang Huang , Michel Mandjes , Peter Spreij

We consider an absorbing Markov decision process with Borel state and action spaces. We study conditions under which the MDP is uniformly absorbing and the set of occupation measures of the MDP is compact in the usual weak topology. These…

Probability · Mathematics 2024-04-30 François Dufour , Tomás Prieto-Rumeau

We analyse a one-dimensional model of hard particles, within ensembles of trajectories that are conditioned (or biased) to atypical values of the time-averaged dynamical activity. We analyse two phenomena that are associated with these…

Statistical Mechanics · Physics 2015-11-18 Ian R. Thompson , Robert L. Jack

We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation principle (MDP) for the waiting time process. The waiting times…

Probability · Mathematics 2025-11-03 Chang Feng , John J. Hasenbein , Guodong Pang

Large and moderate deviation probabilities play an important role in many applied areas, such as insurance and risk analysis. This paper studies the exact moderate and large deviation asymptotics in non-logarithmic form for linear processes…

Statistics Theory · Mathematics 2013-05-07 Magda Peligrad , Hailin Sang , Yunda Zhong , Wei Biao Wu

Different theoretical methods used for the description of diffractive processes in small-x deep inelastic scattering are reviewed. The semiclassical approach, where a partonic fluctuation of the incoming virtual photon scatters off a…

High Energy Physics - Phenomenology · Physics 2009-02-20 A. Hebecker