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The limits of scaled relative entropies between probability distributions associated with N-particle weakly interacting Markov processes are considered. The convergence of such scaled relative entropies is established in various settings.…

Probability · Mathematics 2015-02-16 Amarjit Budhiraja , Paul Dupuis , Markus Fischer , Kavita Ramanan

It is well-known that 0 is the absorbing state for a branching system. Each particle in the system lives a random long time and gives a random number of new particles at its death time. It stops when the system has no particle. This paper…

Probability · Mathematics 2022-10-31 Yanyun Li , Junping Li

We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…

Probability · Mathematics 2009-11-04 Piotr Milos

We study a Markov process on a system of interlacing particles. At large times the particles fill a domain that depends on a parameter $\eps> 0$. The domain has two cusps, one pointing up and one pointing down. In the limit…

Probability · Mathematics 2009-11-11 Alexei Borodin , Maurice Duits

Let $(U_n(t))_{t\in\R^d}$ be the empirical process associated to an $\R^d$-valued stationary process $(X_i)_{i\ge 0}$. We give general conditions, which only involve processes $(f(X_i))_{i\ge 0}$ for a restricted class of functions $f$,…

Probability · Mathematics 2012-10-02 Olivier Durieu , Marco Tusche

In the present paper, we consider a class of Markov processes on the discrete circle which has been introduced by K\"onig, O'Connell and Roch. These processes describe movements of exchangeable interacting particles and are discrete…

Probability · Mathematics 2026-01-01 Anna Ben-Hamou , Pierre Tarrago

The paper identifies families of quasi-stationary initial conditions for infinite Brownian particle systems within a large class and provides a construction of the particle systems themselves started from such initial conditions. Examples…

Probability · Mathematics 2015-04-24 Mykhaylo Shkolnikov

The longest increasing subsequence problem for permutations has been studied extensively in the last fifty years. The interpretation of the longest increasing subsequence as the longest 21-avoiding subsequence in the context of permutation…

Probability · Mathematics 2021-06-22 Arda Atalik , H. S. Melihcan Erol , Gökhan Yıldırım , Mustafa Yilmaz

We study Markov chains formed by squared singular values of products of truncated orthogonal, unitary, symplectic matrices (corresponding to the Dyson index $\beta = 1,2,4$ respectively) where time corresponds to the number of terms in the…

Probability · Mathematics 2020-07-14 Andrew Ahn

We consider a Markov chain of point processes such that each state is a super position of an independent cluster process with the previous state as its centre process together with some independent noise process. The model extends earlier…

Probability · Mathematics 2019-01-24 Jesper Møller , Andreas D. Christoffersen

The dynamics of an infinite system of point particles in $\mathbb{R}^d$, which hop and interact with each other, is described at both micro- and mesoscopic levels. The states of the system are probability measures on the space of…

Probability · Mathematics 2012-08-21 Christoph Berns , Yuri kondratiev , Yuri Kozitsky , Oleksandr Kutoviy

We consider an elementary model for self-organised criticality, the activated random walk on the complete graph. We introduce a discrete time Markov chain as follows. At each time step, we add an active particle at a random vertex and let…

Probability · Mathematics 2026-04-08 Antal A. Járai , Christian Mönch , Lorenzo Taggi

Motivated by various applications, we describe the scaling limits of bivariate Markov chains $(X,J)$ on $\mathbb Z_+ \times \{1,\ldots,\kappa\}$ where $X$ can be viewed as a position marginal and $\{1,\ldots,\kappa\}$ is a set of $\kappa$…

Probability · Mathematics 2016-12-20 Bénédicte Haas , Robin Stephenson

Motivated by some recent potential theoretic results on subordinate killed L\'evy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of…

Probability · Mathematics 2022-12-06 Panki Kim , Renming Song , Zoran Vondraček

Motivated by a general principle governing regulation mechanisms in biological cells, we investigate a general interaction scheme between different populations of particles and specific particles, referred to as agents. Assuming that each…

Probability · Mathematics 2023-10-10 Vincent Fromion , Philippe Robert , Jana Zaherddine

Consider the random set composed of particles initially distributed on Zd, d >= 2, according to a Poisson point process of intensity u > 0 and moving as independent simple symmetric random walks, the trap particles. We are interested in the…

Probability · Mathematics 2025-07-22 Gonzalo Panizo , Carlos Martínez

We consider a finite-state, continuous-time Markov process, represented in the "linear framework" by a directed graph with labelled edges which specifies the infinitesimal generator of the process. If the graph is strongly connected, the…

Biological Physics · Physics 2023-10-17 Ugur Cetiner , Jeremy Gunawardena

This article discusses entanglement between two subsystems, one with discrete degrees of freedom and the other with continuous degrees of freedom. The overlap integral between continuous variable wave functions emerges as an important…

Quantum Physics · Physics 2007-05-23 N. L. Harshman

The goal of this paper is to describe the various kinetic equations which arise from scaling limits of interacting particle systems. We provide a formalism which allows us to determine the kinetic equation for a given interaction potential…

Mathematical Physics · Physics 2020-12-10 Alessia Nota , Juan J. L. Velázquez , Raphael Winter

We give a derivation of tagged particle processes from unlabeled interacting Brownian motions. We give a criteria of the non-explosion property of tagged particle processes. We prove the quasi-regularity of Dirichlet forms describing the…

Probability · Mathematics 2010-03-26 Hirofumi Osada