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The mean-field limit of a Markovian model describing the interaction of several classes of permanent connections in a network is analyzed. Each of the connections has a self-adaptive behavior in that its transmission rate along its route…

Probability · Mathematics 2009-12-15 Carl Graham , Philippe Robert

We analyze the macroscopic behavior of multi-populations randomly connected neural networks with interaction delays. Similar to cases occurring in spin glasses, we show that the sequences of empirical measures satisfy a large deviation…

Mathematical Physics · Physics 2015-06-15 Tanguy Cabana , Jonathan Touboul

The Hawkes process is a counting process that has self- and mutually-exciting features with many applications in various fields. In recent years, there have been many interests in the mean-field results of the Hawkes process and its…

Probability · Mathematics 2023-08-01 Fuqing Gao , Yunshi Gao , Lingjiong Zhu

This article presents a biological neural network model driven by inhomogeneous Poisson processes accounting for the intrinsic randomness of synapses. The main novelty is the introduction of local interactions: each firing neuron triggers…

Probability · Mathematics 2021-08-17 Maximiliano Altamirano , Roberto Cortez , Matthieu Jonckheere , Lasse Leskelä

We have developed a linearization method to investigate the subthreshold oscillatory behaviors in nonlinear autonomous systems. By considering firstly the neuronal system as an example, we show that this theoretical approach can predict…

Quantitative Methods · Quantitative Biology 2007-05-23 Shenbing Kuang , Jiafu Wang , Ting Zeng , Aiyin Cao

Hawkes process is a self-exciting point process with clustering effect whose intensity depends on its entire past history. It has wide applications in neuroscience, finance and many other fields. In this paper, we obtain a functional…

Probability · Mathematics 2014-10-16 Lingjiong Zhu

We study a system of interacting renewal processes which is a model for neuronal activity. We show that the system possesses an exponentially large number (with respect to the number of neurons in the network) of limiting configurations of…

Probability · Mathematics 2007-05-23 Marie Cottrell , Tatiana Turova

We consider a multivariate non-linear Hawkes process in a multi-class setup where particles are organised within two populations of possibly different sizes, such that one of the populations acts excitatory on the system while the other…

Probability · Mathematics 2020-04-07 Mads Bonde Raad , Eva Löcherbach

We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the…

Probability · Mathematics 2012-01-04 Bernard Bercu , Pierre Del Moral , Arnaud Doucet

We propose a neural network model of multi-neuron interacting system that simulates neurons to interact each other through the surroundings of neuronal cell bodies. We physically model the neuronal cell surroundings, include the dendrites,…

Neurons and Cognition · Quantitative Biology 2021-07-05 Yu-Juan Sun , Wei-Min Zhang

We propose a mean-field model of interacting point processes where each process has a memory of the time elapsed since its last event (age) and its recent past (leaky memory), generalizing Age-dependent Hawkes processes. The model is…

Probability · Mathematics 2021-12-07 Valentin Schmutz

We consider a sequence of systems of Hawkes processes having mean field interactions in a diffusive regime. The stochastic intensity of each process is a solution of a stochastic differential equation driven by N independent Poisson random…

Probability · Mathematics 2020-11-24 Xavier Erny , Eva Löcherbach , Dasha Loukianova

Hawkes process is a class of simple point processes with self-exciting and clustering properties. Hawkes process has been widely applied in finance, neuroscience, social networks, criminology, seismology, and many other fields. In this…

Probability · Mathematics 2018-11-05 Fuqing Gao , Lingjiong Zhu

We consider a new class of non Markovian processes with a countable number of interacting components. At each time unit, each component can take two values, indicating if it has a spike or not at this precise moment. The system evolves as…

Probability · Mathematics 2015-06-12 Antonio Galves , Eva Löcherbach

The paper discusses a family of Markov processes that represent many particle systems, and their limiting behaviour when the number of particles go to infinity. The first part concerns model of biological systems: a model for sympatric…

Probability · Mathematics 2011-04-29 Bernt Wennberg

We consider a multilevel continuous time Markov chain $X(s;N) = (X_i^j(s;N): 1 \leq i \leq j \leq N)$, which is defined by means of Jack symmetric functions and forms a certain discretization of the multilevel Dyson Brownian motion. The…

Probability · Mathematics 2016-12-13 Evgeni Dimitrov , Panagiotis Lolas

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 study a multivariate, non-linear Hawkes process $Z^N$ on the complete graph with $N$ nodes. Each vertex is either excitatory (probability $p$) or inhibitory (probability $1-p$). We take the mean-field limit of $Z^N$, leading to a…

Probability · Mathematics 2021-10-14 Peter Pfaffelhuber , Stefan Rotter , Jakob Stiefel

We analyze a non-Markovian mean field interacting spin system, related to the Curie--Weiss model. We relax the Markovianity assumption by replacing the memoryless distribution of the waiting times of a classical spin-flip dynamics with a…

Probability · Mathematics 2019-11-14 Paolo Dai Pra , Marco Formentin , Guglielmo Pelino

Several recent experiments in biology study systems composed of several interacting elements, for example neuron networks. Normally, measurements describe only the collective behavior of the system, even if in most cases we would like to…

Disordered Systems and Neural Networks · Physics 2010-10-12 Vitor Sessak