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We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution…

Probability · Mathematics 2010-08-30 Mykhaylo Shkolnikov

We continue the work of a series of previous studies of a mathematical model that describes the mean-field limit behavior of a homogeneous network of excitatory point spiking neurons. Contrary to other models, here noise is intrinsic to the…

Neurons and Cognition · Quantitative Biology 2017-07-20 Guillem Via

We give a general Gaussian bound for the first chaos (or innovation) of point processes with stochastic intensity constructed by embedding in a bivariate Poisson process. We apply the general result to nonlinear Hawkes processes, providing…

Probability · Mathematics 2016-09-29 Giovanni Luca Torrisi

We examine the dynamical evolution of the state of a neurone, with particular care to the non-equilibrium nature of the forces influencing its movement in state space. We combine non-equilibrium statistical mechanics and dynamical systems…

Neurons and Cognition · Quantitative Biology 2021-02-19 Dalton A R Sakthivadivel

The control of network-coupled nonlinear dynamical systems is an active area of research in the nonlinear science community. Coupled oscillator networks represent a particularly important family of nonlinear systems, with applications…

Adaptation and Self-Organizing Systems · Physics 2016-08-03 Per Sebastian Skardal , Alex Arenas

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

Mathematical Physics · Physics 2015-12-22 Maurice Duits

We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…

Probability · Mathematics 2014-09-09 Vadim Gorin , Mykhaylo Shkolnikov

We obtain a limit theorem endowed with quantitative estimates for a general class of infinite dimensional hybrid processes with intrinsically two different time scales and including a population. As an application, we consider a large class…

Probability · Mathematics 2015-11-26 Alexandre Genadot

Limit cycles are self-sustained, closed trajectories in phase space representing (un)-stable, periodic behavior in nonlinear dynamical systems. They underpin diverse natural phenomena, from neuronal firing patterns to engineering…

Adaptation and Self-Organizing Systems · Physics 2025-08-15 Sandip Saha , Suvam Pal , Dibakar Ghosh

We prove a law of large numbers and a functional central limit theorem for multivariate Hawkes processes observed over a time interval $[0,T]$ in the limit $T \rightarrow \infty$. We further exhibit the asymptotic behaviour of the…

Probability · Mathematics 2012-02-07 Emmanuel Bacry , Sylvain Delattre , Marc Hoffmann , Jean François Muzy

Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller…

Probability · Mathematics 2014-10-03 Alexei Borodin , Vadim Gorin

We prove pathwise convergence of the layerwise evolution of tokens in a finite-depth, finite-width transformer model with MultiLayer Perceptron (MLP) blocks to a continuous-time stochastic interacting particle system. We also identify the…

Probability · Mathematics 2026-04-30 Andrea Agazzi , Giuseppe Bruno , Eloy Mosig García , Samuele Saviozzi , Marco Romito

Correlations are employed in modern physics to explain microscopic and macroscopic phenomena, like the fractional quantum Hall effect and the Mott insulator state in high temperature superconductors and ultracold atoms. Simultaneously…

Neurons and Cognition · Quantitative Biology 2013-02-20 Moritz Helias , Tom Tetzlaff , Markus Diesmann

We introduce an extension to the standard reduction of oscillatory systems to a single phase variable. The standard reduction is often insufficient, particularly when the oscillations have variable amplitude and the magnitude of each…

Neurons and Cognition · Quantitative Biology 2024-11-12 Avinash J. Karamchandani

We continue the study of a stochastic system of interacting neurons introduced in De Masi-Galves-L\"ocherbach-Presutti (2014). The system consists of N neurons, each spiking randomly with rate depending on its membrane potential. At its…

Probability · Mathematics 2015-05-05 Nicolas Fournier , Eva Löcherbach

In this paper we consider some non linear Hawkes processes with signed reproduction function (or memory kernel) thus exhibiting both self-excitation and inhibition. We provide a Law of Large Numbers, a Central Limit Theorem and large…

Probability · Mathematics 2022-07-06 Patrick Cattiaux , Laetitia Colombani , Manon Costa

We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of chaos for this point process: it has the same weak limit as…

Probability · Mathematics 2026-03-24 Nikolaos Kolliopoulos , Martin Larsson , Zeyu Zhang

An exact low-dimensional system of mean-field equations for an infinite-size network of pulse coupled integrate-and-fire neurons with a bimodal distribution of an excitability parameter is derived. Bifurcation analysis of these equations…

Chaotic Dynamics · Physics 2021-10-04 Viktoras Pyragas , Kestutis Pyragas

We study the solutions of a McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the mean field limit of a system of $N$ interacting excitatory neurons with $N$ large. Each…

Probability · Mathematics 2025-08-27 Romain Veltz

Ising models with pairwise interactions are the least structured, or maximum-entropy, probability distributions that exactly reproduce measured pairwise correlations between spins. Here we use this equivalence to construct Ising models that…

Neurons and Cognition · Quantitative Biology 2009-12-31 Gasper Tkacik , Elad Schneidman , Michael J. Berry , William Bialek