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Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…

Probability · Mathematics 2019-01-18 Son L. Nguyen , George Yin , Tuan A. Hoang

We apply large deviations theory to study asymptotic performance of running consensus distributed detection in sensor networks. Running consensus is a stochastic approximation type algorithm, recently proposed. At each time step k, the…

Information Theory · Computer Science 2010-10-26 Dragana Bajovic , Dusan Jakovetic , Joao Xavier , Bruno Sinopoli , Jose M. F. Moura

We study the stochastic system of interacting neurons introduced in De Masi et al. (2015) and in Fournier and L\"ocherbach (2016) in a diffusive scaling. The system consists of $N$ neurons, each spiking randomly with rate depending on its…

Probability · Mathematics 2020-03-03 Xavier Erny , Eva Löcherbach , Dasha Loukianova

The dynamics of spatially-structured networks of $N$ interacting stochastic neurons can be described by deterministic population equations in the mean-field limit. While this is known, a general question has remained unanswered: does…

Probability · Mathematics 2025-04-08 Pierre-Emmanuel Jabin , Valentin Schmutz , Datong Zhou

A system of interacting multiclass finite-state jump processes is analyzed. The model under consideration consists of a block-structured network with dynamically changing multi-colors nodes. The interaction is local and described through…

Probability · Mathematics 2021-08-23 Donald A. Dawson , Ahmed Sid-Ali , Yiqiang Q. Zhao

Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…

Probability · Mathematics 2021-01-01 Amarjit Budhiraja , Michael Conroy

We find large deviations rates for consensus-based distributed inference for directed networks. When the topology is deterministic, we establish the large deviations principle and find exactly the corresponding rate function, equal at all…

Information Theory · Computer Science 2016-06-29 Dragana Bajović , José M. F. Moura , João Xavier , Bruno Sinopoli

We consider the stochastic system of interacting neurons introduced in De Masi et al. (2015) and in Fournier and L\"ocherbach (2016) and then further studied in Erny, L\"ocherbach and Loukianova (2021) in a diffusive scaling. The system…

Probability · Mathematics 2022-11-30 Xavier Erny , Eva Löcherbach , Dasha Loukianova

We study the effects of uniform time delays on the extreme fluctuations in stochastic synchronization and coordination problems with linear couplings in complex networks. We obtain the average size of the fluctuations at the nodes from the…

Statistical Mechanics · Physics 2015-12-15 D. Hunt , F. Molnar , B. K. Szymanski , G. Korniss

In this article we study the stochastic block model also known as the multi-type random networks (MRNs). For the stochastic block model or the MRNs we define the empirical group measure, empirical cooperative measure and the empirical…

Probability · Mathematics 2018-03-26 K. Doku-Amponsah

Massively parallel recordings of spiking activity in cortical networks show that covariances vary widely across pairs of neurons. Their low average is well understood, but an explanation for the wide distribution in relation to the static…

Disordered Systems and Neural Networks · Physics 2019-08-13 David Dahmen , Markus Diesmann , Moritz Helias

Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

We consider first and second order consensus algorithms in networks with stochastic disturbances. We quantify the deviation from consensus using the notion of network coherence, which can be expressed as an $H_2$ norm of the stochastic…

Systems and Control · Computer Science 2013-10-10 Stacy Patterson , Bassam Bamieh

Neuromorphic networks can be described in terms of coarse-grained variables, where emergent sustained behaviours spontaneously arise if stochasticity is properly taken in account. For example it has been recently found that a directed…

Adaptation and Self-Organizing Systems · Physics 2020-01-23 Ilenia Apicella , Daniel Maria Busiello , Silvia Scarpetta , Samir Suweis

Dynamical processes taking place on networks have received much attention in recent years, especially on various models of random graphs (including small world and scale free networks). They model a variety of phenomena, including the…

Probability · Mathematics 2007-05-23 Jonathan Rowe , Boris Mitavskiy

This paper studies probabilistic rates of convergence for consensus+innovations type of algorithms in random, generic networks. For each node, we find a lower and also a family of upper bounds on the large deviations rate function, thus…

Information Theory · Computer Science 2022-08-11 Dragana Bajovic

We study the asymptotic law of a network of interacting neurons when the number of neurons becomes infinite. Given a completely connected network of neurons in which the synaptic weights are Gaussian correlated random variables, we describe…

Probability · Mathematics 2013-12-16 Olivier Faugeras , James MacLaurin

We establish a large deviation principle for time dependent trajectories (paths) of the empirical density of $N$ particles with long range interactions, for homogeneous systems. This result extends the classical kinetic theory that leads to…

Statistical Mechanics · Physics 2022-01-19 Ouassim Feliachi , Freddy Bouchet

Our investigation is specially motivated by the stochastic version of a common model of potential spread in a dendritic tree. We do not assume the noise in the junction points to be Markovian. In fact, we allow for long-range dependence in…

Probability · Mathematics 2018-12-21 Stefano Bonaccorsi , Delio Mugnolo

We consider a mean-field system of path-dependent stochastic interacting diffusions in random media over a finite time window. The interaction term is given as a function of the empirical measure and is allowed to be non-linear and path…

Probability · Mathematics 2022-03-03 Rangel Baldasso , Alan Pereira , Guilherme Reis