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This paper constructs a new interacting particle system on a two--dimensional lattice with geometric jumps near a boundary which partially reflects the particles. The projection to each horizontal level is Markov, and on every level the…

Probability · Mathematics 2016-12-20 Jeffrey Kuan

We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…

Probability · Mathematics 2015-03-24 Jean Bérard , Pascal Maillard

We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…

Probability · Mathematics 2008-01-22 Soumik Pal , Jim Pitman

In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…

Probability · Mathematics 2023-10-06 Dawid Czapla , Sander C. Hille , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We establish a connection between tagged particles and size-biased empirical processes in interacting particle systems, in analogy to classical results on the propagation of chaos. In a mean-field scaling limit, the evolution of the…

Probability · Mathematics 2026-03-03 Angeliki Koutsimpela , Stefan Grosskinsky

We introduce a self-reinforced point processes on the unit interval that appears to exhibit self-organized criticality, somewhat reminiscent of the well-known Bak-Sneppen model. The process takes values in the finite subsets of the unit…

Probability · Mathematics 2017-01-20 Jan M. Swart

A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…

Probability · Mathematics 2011-10-21 Makoto Katori , Hideki Tanemura

Information-theoretic quantities have received significant attention as system-independent measures of correlations in many-body quantum systems, e.g., as universal order parameters of synchronization. In this work, we present a method to…

Quantum Physics · Physics 2025-11-24 Krzysztof Ptaszynski , Maciej Chudak , Massimiliano Esposito

It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…

Probability · Mathematics 2015-03-17 Steven N. Evans , Rudolf Gruebel , Anton Wakolbinger

We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…

Probability · Mathematics 2024-12-20 Mikhail Menshikov , Serguei Popov , Andrew Wade

In this work we study a kinetic model of active particles with delayed dynamics, and its limit when the number of particles goes to infinity. This limit turns out to be related to delayed differential equations with random initial…

Analysis of PDEs · Mathematics 2020-06-17 Juan Pablo Pinasco , Mauro Rodriguez Cartabia , Nicolas Saintier

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 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

In this paper we consider a class of interacting particle systems on dynamic random networks, in which the joint dynamics of vertices and edges acts as one-way feedback, i.e., edges appear and disappear over time depending on the state of…

Probability · Mathematics 2025-11-06 Simone Baldassarri , Jiesen Wang

We investigate the convergence to (quasi--)equilibrium of a density dependent Markov chain in~${\mathbb Z}^d$, whose drift satisfies a system of ordinary differential equations having an attractive fixed point. For a sequence of such…

Probability · Mathematics 2025-08-21 Andrew Barbour , Graham Brightwell , Malwina Luczak

In this paper, we consider the problem of joint parameter estimation for drift and diffusion coefficients of a stochastic McKean-Vlasov equation and for the associated system of interacting particles. The analysis is provided in a general…

Statistics Theory · Mathematics 2023-06-26 Chiara Amorino , Akram Heidari , Vytautė Pilipauskaitė , Mark Podolskij

Let $X$ be a finite set and let $G$ be a finite group acting on $X$. The group action splits $X$ into disjoint orbits. The Burnside process is a Markov chain on $X$ which has a uniform stationary distribution when the chain is lumped to…

Probability · Mathematics 2026-01-23 J. E. Paguyo

For any system $\{i\}$ of particles with the trajectories $x_{i}(t)$ in $R^{d}$ on a finite time interval $[0,\tau]$ we define the interaction graph $G$. Vertices of $G$ are the particles, there is an edge between two particles $i,j$ iff…

Mathematical Physics · Physics 2011-12-19 V. A. Malyshev

We consider a piecewise-deterministic Markov process governed by a jump intensity function, a rate function that determines the behaviour between jumps, and a stochastic kernel describing the conditional distribution of jump sizes. We study…

Probability · Mathematics 2010-09-22 K. A. Borovkov , G. Last

In this paper we consider three classes of interacting particle systems on $\mathbb Z$: independent random walks, the exclusion process, and the inclusion process. We allow particles to switch their jump rate (the rate identifies the type…