Related papers: Macroscopic analysis of determinantal random balls
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The…
We study the asymptotic behavior of the maximum interpoint distance of random points in a $d$-dimensional set with a unique diameter and a smooth boundary at the poles. Instead of investigating only a fixed number of $n$ points as $n$ tends…
We introduce a stochastic agent-based model for the flocking dynamics of self-propelled particles that exhibit velocity-alignment interactions with neighbours within their field of view. The stochasticity in the dynamics of the model arises…
We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target…
A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…
We are interested in modelling Darwinian evolution, resulting from the interplay of phenotypic variation and natural selection through ecological interactions. Our models are rooted in the microscopic, stochastic description of a population…
The main objective of this paper is a study of the asymptotic behavior of distributional solutions to the one-dimensional repulsive pressureless Euler-Poisson system. The system is a model for the dynamics of a mass distribution evolving on…
In this paper, we propose a numerical investigation of topological interactions in flocking dynamics. Starting from a microscopic description of the phenomena, mesoscopic and macroscopic models have been previously derived under specific…
Determinantal point processes (DPPs) are probability models over subsets of a ground set that favor diverse selections while suppressing redundancy. That is, they tend to assign higher likelihood to collections whose elements complement one…
We extend a general result showing that the asymptotic behavior of high moments, factorial or standard, of random variables, determines the asymptotically normality, from the one dimensional to the multidimensional setting. This approach…
In large dimension, we study the asymptotic behavior of the mean number of critical points with index k below a level u for an isotropic centered Gaussian random field defined on a family of subsets of $R^d$ depending on d. We prove the…
The bouncing of an inelastic ball on a vibrating plate is a popular model used in various fields, from granular gases to nanometer-sized mechanical contacts. For random plate motion, so far, the model has been studied using Poincar{\'e}…
We take a new look at the problem of disentangling the volatility and jumps processes of daily stock returns. We first provide a computational framework for the univariate stochastic volatility model with Poisson-driven jumps that offers a…
Diagrammatic techniques to compute perturbatively the spectral properties of Euclidean Random Matrices in the high-density regime are introduced and discussed in detail. Such techniques are developed in two alternative and very different…
This paper is the second of the series of two papers, which focuses on the derivation of an averaged 1D model for compressible bubbly flows. For this, we start from a microscopic description of the interactions between a large but finite…
We study the relaxation process of two driven colloidal suspensions in diffusive contact to a steady state, similar to thermalization. We start by studying a single suspension, subjecting it to random driving forces via holographic optical…
The aim of this paper is to discuss the mathematical modeling of Brownian active particle systems, a recently popular paradigmatic system for self-propelled particles. We present four microscopic models with different types of repulsive…
In experimental design, we are given $n$ vectors in $d$ dimensions, and our goal is to select $k\ll n$ of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have…
Statistical mechanics has proven to be able to capture the fundamental rules underlying phenomena of social aggregation and opinion dynamics, well studied in disciplines like sociology and psychology. This approach is based on the…