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We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

Probability · Mathematics 2026-05-28 Paul Nikolaev

We study a class of interacting particle systems on $\mathbb{R}$ with two types. Particles evolve by independent jumps sampled from a fixed distribution, with type-dependent jump rates $v_+$, $v_-$ and stochastic type switching driven by…

Probability · Mathematics 2026-05-14 Sayan Banerjee , Andrew Nguyen

We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The…

Probability · Mathematics 2017-02-16 Shankar Bhamidi , Amarjit Budhiraja , Ruoyu Wu

Fluctuations may govern the fate of an interacting particle system even on the mean-field level. This is demonstrated via a three species cyclic trapping reaction with a large, yet finite number of particles, where the final number of…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , P. L. Krapivsky

We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…

Probability · Mathematics 2021-01-12 Zhen-Qing Chen , Wai-Tong Louis Fan

In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…

Probability · Mathematics 2022-12-06 Maxime Hauray , Etienne Pardoux , Yen V. Vuong

In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…

Probability · Mathematics 2007-05-23 Matteo Ortisi

We consider a many particle quantum system, in which each particle interacts only with its nearest neighbours. Provided that the energy per particle has an upper bound, we show, that the energy distribution of almost every product state…

Mathematical Physics · Physics 2009-11-10 M. Hartmann , G. Mahler , O. Hess

We obtain the large scale limit of the fluctuations around its hydrodynamic limit of the density of particles of a weakly asymmetric exclusion process in dimension up to three. The proof is based upon a sharp estimate on the relative…

Probability · Mathematics 2018-10-24 Milton Jara , Otávio Menezes

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,…

Probability · Mathematics 2017-03-01 Augusto Almeida Santos , Soummya Kar , José M. F. Moura , João Xavier

We consider a class of weakly interacting particle systems of mean-field type. The interactions between the particles are encoded in a graph sequence, i.e., two particles are interacting if and only if they are connected in the underlying…

Probability · Mathematics 2023-07-06 Gianmarco Bet , Fabio Coppini , Francesca R. Nardi

Volume fluctuations are introduced in a statistical modelling of relativistic particle collisions. The micro-canonical ensemble is used, and the volume fluctuations are assumed to have the specific scaling properties. This leads to the KNO…

High Energy Physics - Phenomenology · Physics 2008-11-26 V. V. Begun , M. Gaździcki , M. I. Gorenstein

We study a model for flocking given by a $n$-particle system under which each particle jumps forward by a random amount, independently sampled from a given distribution $\theta$, with rate given by a non-increasing function $w$ of its…

Probability · Mathematics 2024-04-23 Sayan Banerjee , Amarjit Budhiraja , Dilshad Imon

Kinetic and hydrodynamic theories are widely employed for describing the collective behaviour of active matter systems. At the fluctuating level, these have been obtained from explicit coarse-graining procedures in the limit where each…

Statistical Mechanics · Physics 2022-12-14 Ouassim Feliachi , Marc Besse , Cesare Nardini , Julien Barré

We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…

Probability · Mathematics 2014-01-16 Amarjit Budhiraja , Abhishek Pal Majumder

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…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

A system of $N$ weakly interacting particles whose dynamics is given in terms of jump-diffusions with a common factor is considered. The common factor is described through another jump-diffusion and the coefficients of the evolution…

Probability · Mathematics 2015-09-18 A. Budhiraja , E. Kira , Subhamay Saha

We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…

Probability · Mathematics 2024-12-31 Zhenfu Wang , Xianliang Zhao , Rongchan Zhu

The equation of state with quantum statistics corrections is used for particle number fluctuations $\omega$ of isotopically symmetric nuclear matter with interparticle van der Waals and Skyrme local density interactions. The fluctuations,…

Nuclear Theory · Physics 2023-03-01 A. G. Magner , S. N. Fedotkin , U. V. Grygoriev

We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…

Probability · Mathematics 2025-11-13 Eva Löcherbach , Dasha Loukianova , Elisa Marini
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