Related papers: Concentration inequalities for mean field particle…
In this paper, we consider the problem of joint parameter estimation for drift and diffusion coefficients of a stochastic McKean-Vlasov equation and for the associated system of interacting particles. The analysis is provided in a general…
Recently, we proposed a self-propelled particle model with competing alignment interactions: nearby particles tend to align their velocities whereas they anti-align their direction of motion with particles which are further away [R.…
We consider subtle correlations in the scattering of fluid by randomly placed obstacles, which have been suggested to lead to a diverging dispersion coefficient at long times for high Peclet numbers, in contrast to finite mean-field…
A recent proposal (see quant-ph/9803068) to simulate semiclassical corrections to classical dynamics by suitable classical stochastic fluctuations is applied to the specific instance of charged beam dynamics in particle accelerators. The…
The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…
In this paper, we are concerned with a class of conservative systems including asymmetric exclusion processes and zero-range processes as examples, where some particles are initially placed on $N$ positions. A particle jumps from a position…
We consider the velocity fluctuations of a system of particles described by the Inelastic Maxwell Model. The present work extends the methods, previously employed to obtain the one-particle velocity distribution function, to the study of…
Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…
We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…
We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…
We present a new approach to the dynamics of interacting particles with reaction and diffusion. Starting from the underlying discrete stochastic jump process we derive a general field theory describing the dynamics of the density field,…
We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…
In this work we provide performance guarantees for hypocoercive non-reversible MCMC samplers $X_t$ with invariant measure $\mu_*$; our results apply in particular to the Langevin equation, Hamiltonian Monte-Carlo, and the bouncy particle…
Stochastic phenomena occurring within charged particle beams can be handled using the Vlasov-Fokker-Planck generalization of the Vlasov equation. In particular, this non-deterministic approach can deal with effects due to Coulomb scattering…
The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…
The purpose of this dissertation is to introduce a version of Stein's method of exchangeable pairs to solve problems in measure concentration. We specifically target systems of dependent random variables, since that is where the power of…
The mean-field limit of interacting diffusions without exchangeability, caused by weighted interactions and non-i.i.d. initial values, are investigated. The weights could be signed and unbounded. The result applies to a large class of…
In this work, we consider one-dimensional particles interacting in mean-field type through a bounded kernel. In addition, when particles hit some barrier (say zero), they are removed from the system. This absorption of particles is…
We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…