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We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…

Probability · Mathematics 2023-08-16 Viktor Bezborodov , Luca Di Persio , Martin Friesen , Peter Kuchling

In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…

Probability · Mathematics 2024-03-27 Kai Du , Yunzhang Li , Yuyang Ye

Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as an universal acceptance-rejection sequential particle…

Computational Finance · Quantitative Finance 2012-10-30 P. Del Moral , G. W. Peters , Ch. Vergé

We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…

Probability · Mathematics 2009-02-16 Charles Bordenave , David McDonald , Alexandre Proutiere

In most real-world applications, it is seldom the case that a given observable evolves independently of its environment. In social networks, users' behavior results from the people they interact with, news in their feed, or trending topics.…

Machine Learning · Computer Science 2022-02-02 Gaël Poux-Médard , Julien Velcin , Sabine Loudcher

Empirical contact networks or interaction networks demonstrate peculiar characteristics stemming from the fundamental social, psychological, physical mechanisms governing human interactions. Although these mechanisms are complex, we test…

Physics and Society · Physics 2025-03-20 Razieh Masoumi , Juliette Gambaudo , Mathieu Génois

Traffic jams on roadways, echo chambers on social media, crowds of moving pedestrians, and opinion dynamics during elections are all complex social systems. These applications may seem disparate, but some of the questions that they motivate…

Physics and Society · Physics 2022-10-18 Alexandria Volkening

Interacting systems are ubiquitous in nature and engineering, ranging from particle dynamics in physics to functionally connected brain regions. These interacting systems can be modeled by graphs where edges correspond to the interactions…

Machine Learning · Computer Science 2024-01-25 Zhichao Han , Olga Fink , David S. Kammer

We discuss several models of the dynamics of interacting populations. The models are constructed by nonlinear differential equations and have two sets of parameters: growth rates and coefficients of interaction between populations. We…

Adaptation and Self-Organizing Systems · Physics 2013-07-29 Nikolay K. Vitanov , Zlatinka I. Dimitrova

The stacking problem is approached by computational mechanics, using an Ising next nearest neighbor model. Computational mechanics allows to treat the stacking arrangement as an information processing system in the light of a symbol…

Materials Science · Physics 2017-06-27 Edwin Rodriguez-Horta , Ernesto Estevez-Rams , Reinhard Neder , Raimundo Lora-Serrano

We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…

Probability · Mathematics 2015-06-12 Antonio Galves , Eva Löcherbach

The present overview of interacting particle systems on random graphs collects the notes of a mini-course given by the authors at the Brazilian School of Probability, 5--9 August 2024, in Salvador, Bahia, Brazil. The content is a personal…

Probability · Mathematics 2024-10-24 F. Capannoli , F. den Hollander

We consider a one-dimensional nearest-neighbor interacting particle system, which is a mixture of the simple exclusion process and the voter model. The state space is taken to be the countable set of the configurations that have a finite…

Probability · Mathematics 2007-07-02 Vladimir Belitsky , Pablo A. Ferrari , Mikhail V. Menshikov , Serguei Yu. Popov

Most of the published articles on random motions have been devoted to the study of the telegraph process or its generalizations that describe the random motion in $R^n$ of a single particle in a Markov or semi-Markov medium. However, up to…

Probability · Mathematics 2013-12-30 A. A. Pogorui

In physics we often use very simple models to describe systems with many degrees of freedom, but it is not clear why or how this success can be transferred to the more complex biological context. We consider models for the joint…

Neurons and Cognition · Quantitative Biology 2024-12-06 Luisa Ramirez , William Bialek , Stephanie E. Palmer , David J. Schwab

A classical approach to formal policy synthesis in stochastic dynamical systems is to construct a finite-state abstraction, often represented as a Markov decision process (MDP). The correctness of these approaches hinges on a behavioural…

Systems and Control · Electrical Eng. & Systems 2025-08-08 Thom Badings , Alessandro Abate

In this paper we extend the series of our studies on the properties of an interacting particle model for market microstructure. In our earlier work we defined a Markov process on the majority opinion of the agents, obtained the transition…

Probability · Mathematics 2008-12-02 Ted Theodosopoulos , Ming Yuen

The models of statistical physics used to study collective phenomena in some interdisciplinary contexts, such as social dynamics and opinion spreading, do not consider the effects of the memory on individual decision processes. On the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Luca Dall'Asta , Andrea Baronchelli

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

Soft Condensed Matter · Physics 2026-03-02 Tai Han , Fanlong Meng

In this paper we show that a variety of interacting particle systems with multiple species can be viewed as random walks on Hecke algebras. This class of systems includes the asymmetric simple exclusion process (ASEP), M-exclusion TASEP,…

Probability · Mathematics 2020-03-06 Alexey Bufetov