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This note is a companion article to the recent paper L\"ocherbach, Loukianova, Marini (2024). We consider mean field systems of interacting particles. Each particle jumps with a jump rate depending on its position. When jumping, a…

Probability · Mathematics 2024-07-02 Dasha Loukianova , Eva Löcherbach

In this article we study a system of $N$ particles, each of them being defined by the couple of a position (in $\mathbb{R}^d$) and a so-called orientation which is an element of a compact Riemannian manifold. This orientation can be seen as…

Probability · Mathematics 2021-06-30 Antoine Diez

In this paper we study long-term evolution of a finite system of locally interacting birth-and-death processes labelled by vertices of a finite connected graph. A detailed description of the asymptotic behaviour is obtained in the case of…

Probability · Mathematics 2015-06-19 Vadim Shcherbakov , Stanislav Volkov

The random batch method [J. Comput. Phys. 400 (2020) 108877] is not only an efficient algorithm for simulation of classical $N$-particle systems and their mean-field limit, but also a new model for interacting particle system that could be…

Numerical Analysis · Mathematics 2025-05-20 Lei Li , Yuelin Wang , Shi Jin

This paper focus on investigating the explicit rate of convergence for the propagation of chaos, in a pathwise sense a family of interacting stochastic particle related to some Brownian driven McKean-Vlasov dynamics. Precisely the McKean…

Probability · Mathematics 2019-07-23 Jean-Francois Jabir

The statement of the mean field approximation theorem in the mean field theory of Markov processes particularly targets the behaviour of population processes with an unbounded number of agents. However, in most real-world engineering…

Probability · Mathematics 2017-05-11 Mahmoud Talebi , Jan Friso Groote , Jean-Paul Linnartz

This paper is devoted to the study of mean-field limit for systems of indistinguables particles undergoing collision processes. As formulated by Kac \cite{Kac1956} this limit is based on the {\em chaos propagation}, and we (1) prove and…

Analysis of PDEs · Mathematics 2010-01-19 Stéphane Mischler , Clément Mouhot

We consider birth-and-death processes of objects (animals) defined in ${\bf Z}^d$ having unit death rates and random birth rates. For animals with uniformly bounded diameter we establish conditions on the rate distribution under which the…

Probability · Mathematics 2007-05-23 Roberto Fernandez , Pablo A. Ferrari , Gustavo R. Guerberoff

This paper focuses on the asymptotic behaviors of the {\it height} for a birth-and-death process which related to a mean-field model \cite{FFS}(or the Anick-Mitra-Sondhi model \cite{DDM}). Recently, the asymptotic mean value of the height…

Probability · Mathematics 2019-12-17 Feng Wang , Xian-Yuan Wu , Rui Zhu

In this paper we intend to present a unified treatment of a variety of singular interacting particle systems and their McKean-Vlasov limits. This unified approach is based on the use of the relative entropy on the path space in the spirit…

Analysis of PDEs · Mathematics 2024-12-11 Patrick Cattiaux

We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2023-07-17 Zachary Bezemek , Konstantinos Spiliopoulos

We study a multi-type Ehrenfest process modeled as a finite quasi-birth-death (QBD) process. We assume that the transitions are allowed only to the two adjacent levels of the same phase and are characterized by linear rates. The crucial…

Probability · Mathematics 2025-12-23 Giulia Di Nunno , Barbara Martinucci , Serena Spina

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

Individual-based models of chemical or biological dynamics usually consider individual entities diffusing in space and performing a birth-death type dynamics. In this work we study the properties of a model in this class where the birth…

Statistical Mechanics · Physics 2009-11-11 Emilio Hernandez-Garcia , Cristobal Lopez

We study the problem of learning unknown parameters in stochastic interacting particle systems with polynomial drift, interaction and diffusion functions from the path of one single particle in the system. Our estimator is obtained by…

Numerical Analysis · Mathematics 2024-01-30 Grigorios A. Pavliotis , Andrea Zanoni

This article studies the quasi-stationary behaviour of population processes with unbounded absorption rate, including one-dimensional birth and death processes with catastrophes and multi-dimensional birth and death processes, modeling…

Probability · Mathematics 2016-11-10 Nicolas Champagnat , Denis Villemonais

In this paper, the quantitative entropy-cost type propagation of chaos for mean field interacting particle system is obtained, where the interaction is only assumed to be bounded measurable and the initial distribution of a single particle…

Probability · Mathematics 2025-02-06 Xing Huang

We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…

Probability · Mathematics 2023-03-03 Alexander Stolyar

This paper studies birth and death processes in interactive random environments where the birth and death rates and the dynamics of the state of the environment are dependent on each other. Two models of a random environment are considered:…

Probability · Mathematics 2022-06-28 Guodong Pang , Andrey Sarantsev , Yuri Suhov

We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution…

Probability · Mathematics 2021-07-19 Erhan Bayraktar , Ruoyu Wu