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This paper first surveys the connection of integrable systems of the Painleve type to various distribution functions appearing in Wigner-Dyson random matrix theory. A short discussion is then given of the appearance of these same…
We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…
We introduce an interacting particle system that models the spread of an epidemic in terms of heterogeneous diffusive dynamics, rather than exogenous contact and transmission rates at the population level as in classical compartmental…
Let $\aip(t)$ be the Airy$_2$ process. We show that the random variable [\sup_{t\leq\alpha}\{aip(t)-t^2}+\min{0,\alpha}^2] has the same distribution as the one-point marginal of the Airy$_{2\to1}$ process at time $\alpha$. These marginals…
Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…
Interacting particle systems are in frequent use to model collective behaviour in various situations and applications. For many systems, the interaction between the agents is restricted to an underlying network structure and often, the…
We consider the asymptotic behaviour of a family of unidimensional lattice fermion models, which are in exact correspondence with certain probability laws on partitions and on unitary matrices. These models exhibit limit shapes, and in the…
In this paper we consider a class of interacting particle systems on dynamic random networks, in which the joint dynamics of vertices and edges acts as one-way feedback, i.e., edges appear and disappear over time depending on the state of…
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 processes that coincide with a given diffusion process outside a finite collection of domains. In each of the domains, there is, additionally, a large drift directed towards the interior of the domain. We describe the limiting…
We study asymptotic properties of the system of interacting diffusion particles on the real line which transfer a mass [arXiv:1408.0628]. The system is a natural generalization of the coalescing Brownian motions. The main difference is that…
We consider a system of particles which interact through a jump process. The jump intensities are functions of the proximity rank of the particles, a type of interaction referred to as topological in the literature. Such interactions have…
Recently, Watts and Strogatz introduced the so-called small-world networks in order to describe systems which combine simultaneously properties of regular and of random lattices. In this work we study diffusion processes defined on such…
We propose an interpretation of previous experimental and numerical experiments, showing that for a large class of systems, distributions of global quantities are similar to a distribution originally obtained for the magnetization in the…
Turing theory of pattern formation is among the most popular theoretical means to account for the variety of spatio-temporal structures observed in Nature and, for this reason, finds applications in many different fields. While Turing…
The properties of a particle diffusing on a one-dimensional lattice where at each site a random barrier and a random trap act simultaneously on the particle are investigated by numerical and analytical techniques. The combined effect of…
We study a one-dimensional gas of $n$ charged particles confined by a potential and interacting through the Riesz potential or a more general potential. In equilibrium, and for symmetric potential the particles arrange themselves…
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…
We propose an interacting particle system to model the evolution of a system of banks with mutual exposures. In this model, a bank defaults when its normalized asset value hits a lower threshold, and its default causes instantaneous losses…
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…