Related papers: Equilibrium large deviations for mean-field system…
In the framework of the Gibbs statistical theory, the question of the size of the particles forming the statistical system is investigated. This task is relevant for a wide variety of applications. The distribution for particle sizes and…
In recent years, various interacting particle samplers have been developed to sample from complex target distributions, such as those found in Bayesian inverse problems. These samplers are motivated by the mean-field limit perspective and…
The mean-field limit in a weakly interacting stochastic many-particle system for multiple population species in the whole space is proved. The limiting system consists of cross-diffusion equations, modeling the segregation of populations.…
The stochastic models investigated in this paper describe the evolution of a set of $F_N$ identical balls scattered into $N$ urns connected by an underlying symmetrical graph with constant degree $h_N$. After some random amount of time {\em…
We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…
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…
We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…
In self-gravitating stars, two dimensional or geophysical flows and in plasmas, long range interactions imply a lack of additivity for the energy; as a consequence, the usual thermodynamic limit is not appropriate. However, by contrast with…
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…
In this work, we prove the well-posedness and propagation of chaos for a stochastic particle system in mean-field interaction under the assumption that the interacting kernel belongs to a suitable $L_t^q-L_x^p$ space. Contrary to the large…
We prove the Large Deviation Principle for the empirical process in a system of locally interacting Brownian motions in the nonequilibrium dynamic. Such a phenomenon has been proven only for two lattice systems: the symmetric simple…
Gibbs measures, such as Coulomb gases, are popular in modelling systems of interacting particles. Recently, we proposed to use Gibbs measures as randomized numerical integration algorithms with respect to a target measure $\pi$ on $\mathbb…
Large ensembles of points with Coulomb interactions arise in various settings of condensed matter physics, classical and quantum mechanics, statistical mechanics, random matrices and even approximation theory, and give rise to a variety of…
This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occupation measures for both the strong -topology on the space of…
We investigate systems of interacting stochastic differential equations with two kinds of heterogeneity: one originating from different weights of the linkages, and one concerning their asymptotic relevance when the system becomes large. To…
We study the asymptotic behavior of the normalized maxima of real-valued diffusive particles with mean-field drift interaction. Our main result establishes propagation of chaos: in the large population limit, the normalized maxima behave as…
Describing particle transport at the macroscopic or mesoscopic level in non-ideal environments poses fundamental theoretical challenges in domains ranging from inter and intra-cellular transport in biology to diffusion in porous media. Yet,…
We study the large deviations statistics of the intensive work done by changing globally a control parameter in a thermally isolated quantum many-body system. We show that, upon approaching a critical point, large deviations well below the…
We prove the large deviation principle for several entropy and cross entropy estimators based on return times and waiting times on shift spaces over finite alphabets. We consider shift-invariant probability measures satisfying some…
We consider the quasi-deterministic behavior of systems with a large number, $n$, of deterministically interacting constituents. This work extends the results of a previous paper [J. Stat. Phys. 99:1225-1249 (2000)] to include vector-valued…