Related papers: Mean field limit for disordered diffusions with si…
Building on the line of work [DIRT15a], [DIRT15b], [NS17a], [DT17], [HLS18], [HS18] we continue the study of particle systems with singular interaction through hitting times. In contrast to the previous research, we (i) consider very…
A simple model for the nonlinear collective transport of interacting particles in a random medium with strong disorder is introduced and analyzed. A finite threshold for the driving force divides the behavior into two regimes characterized…
We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…
In this paper we derive a two dimensional spray model with gyroscopic effects as the mean-field limit of a system modeling the interaction between an incompressible fluid and a finite number of solid particles. This spray model has been…
This paper studies a general class of stochastic population processes in which agents interact with one another over a network. Agents update their behaviors in a random and decentralized manner according to a policy that depends only on…
We consider a mean-field system of path-dependent stochastic interacting diffusions in random media over a finite time window. The interaction term is given as a function of the empirical measure and is allowed to be non-linear and path…
In this paper, quantitative propagation of chaos in $L^\eta$($\eta\in(0,1]$)-Wasserstein distance for mean field interacting particle system is derived, where the diffusion coefficient is allowed to be interacting and the initial…
We consider the asymptotics of the invariant measure for the process of the empirical spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle.…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
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…
We consider a system of $N$ particles whose interactions are characterized by a (weighted) graph $G^N$. Each particle is a node of the graph with an internal state. The state changes according to Markovian dynamics that depend on the states…
We rigorously prove a central limit theorem for neural network models with a single hidden layer. The central limit theorem is proven in the asymptotic regime of simultaneously (A) large numbers of hidden units and (B) large numbers of…
In this paper, we analyse the rate of convergence of a system of $N$ interacting particles with mean-field rank based interaction in the drift coefficient and constant diffusion coefficient. We first adapt arguments by Kolli and Shkolnikhov…
We consider a class of mean field games in which the agents interact through both their states and controls, and we focus on situations in which a generic agent tries to adjust her speed (control) to an average speed (the average is made in…
We develop a statistical theory of the mean field. It is based on the proposition that the mean field can be obtained as an energy average. Moreover, it is assumed that the matrix elements of the residual interaction are random with the…
We investigate both analytically and numerically the ensemble of minimum-weight loops and paths in the negative-weight percolation model on random graphs with fixed connectivity and bimodal weight distribution. This allows us to study the…
We consider a network of randomly coupled rate-based neurons influenced by external and internal noise. We derive a second-order stochastic mean-field model for the network dynamics and use it to analyze the stability and bifurcations in…
We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…
It is shown that the characteristics of the mesoscopic fluctuations in the conventional quantum-diffusion model and the model of the non-coherent (`classical') diffusion in media with long-range correlated disorder are quite similar in the…
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…