Related papers: Central Limit Results for Jump-Diffusions with Mea…
This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…
We introduce a solvable model of randomly growing systems consisting of many independent subunits. Scaling relations and growth rate distributions in the limit of infinite subunits are analysed theoretically. Various types of scaling…
We present a classical kinetically constrained model of interacting particles on a triangular ladder, which displays diffusion and jamming and can be treated by means of a classical-quantum mapping. Interpreted as a theory of interacting…
We study a system consisting of $n$ particles, moving forward in jumps on the real line. Each particle can make both independent jumps, whose sizes have some distribution, or ``synchronization'' jumps, which allow it to join a randomly…
The present paper is aimed at studying the microscopic origin of the jump diffusion. Starting from the $N$-body Liouville equation and making only the assumption that molecular reorientation is overdamped, we derive and solve the new…
In a paper from 1995, Wormald gave general criteria for certain parameters in a family of discrete random processes to converge to the solution of a system of differential equations. Based on this method, we show that if some further…
We consider a system of $N$ particles interacting through their empirical distribution on a finite state space in continuous time. In the formal limit as $N\to\infty$, the system takes the form of a nonlinear (McKean--Vlasov) Markov chain.…
We investigate the dependence of the center-of-mass tomogram of a system with many degrees of freedom $N$ on the Planck constant $\hbar $. It is shown that to use the central limit theorem under taking the limit $N\to +\infty $ one should…
We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…
An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these…
Consider a finite system of diffusing particles coupled through a reactive boundary. Each particle is reflected, but may react with the boundary according to a killing mechanism which depends on the current reactivity of the boundary and…
A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…
In this article, we apply a probabilistic approach to study general mean field type control (MFTC) problems with jump-diffusions, and give the first global-in-time solution. We allow the drift coefficient $b$ and the diffusion coefficient…
We consider a class of interacting particle systems with values in $[0,\8)^{\zd}$, of which the binary contact path process is an example. For $d \ge 3$ and under a certain square integrability condition on the total number of the…
We consider a system of $N$ bosons in the limit $N \rightarrow \infty$, interacting through singular potentials. For initial data exhibiting Bose-Einstein condensation, the many-body time evolution is well approximated through a quadratic…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…
We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…
Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…
Special case of a Gibbsian facet process on a fixed window with a discrete orientation distribution and with increasing intensity of the underlying Poisson process is studied. All asymptotic moments for interaction U-statistics are…