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We prove existence of a probability solution to the nonlinear stationary Fokker-Planck-Kolmogorov equation on an infinite dimensional space with a centered Gaussian measure $\gamma$ with a unit diffusion operator and a drift of the form…
In this paper, we study the estimation of drift and diffusion coefficients in a two dimensional system of N interacting particles modeled by a degenerate stochastic differential equation. We consider both complete and partial observation…
We consider a connection-level model proposed by Massouli\'{e} and Roberts for bandwidth sharing among file transfer flows in a communication network. We study weighted proportionally fair sharing policies and establish explicit-form bounds…
We study the linear statistics of the circular $\beta$-ensemble with a Stein's method argument, where the exchangeable pair is generated through circular Dyson Brownian motion. This generalizes previous results obtained in such a way for…
The adhesive dynamics of a one-dimensional aggregating gas of point particles is rigorously described. The infinite hierarchy of kinetic equations for the distributions of clusters of nearest neighbours is shown to be equivalent to a system…
A weighted graph $G$ with countable vertex set is bounded if there is an upper bound on the maximum of the sum of absolute values of all edge weights incident to a vertex in $G$. In this paper, we prove a fundamental result on equitable…
The nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of…
The estimation of cumulative distribution functions (CDF) and probability density functions (PDF) is a fundamental practice in applied statistics. However, challenges often arise when dealing with data arranged in grouped intervals. In this…
The boundary integral method is extended to derive closed integro-differential equations applicable to computation of the shape and propagation speed of a steadily moving spot and to the analysis of dynamic instabilities in the sharp…
We show that a large collection of statistical mechanical systems with quadratically represented Hamiltonians on the complete graph can be extended to infinite exchangeable processes. This extends a known result for the ferromagnetic…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
We address the issue of the proximity of interacting diffusion models on large graphs with a uniform degree property and a corresponding mean field model, i.e. a model on the complete graph with a suitably renormalized interaction…
Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…
A graph $d$-process starts with an empty graph on $n$ vertices, and adds one edge at each time step, chosen uniformly at random from those pairs which are not yet edges and whose both vertices have current degree less than $d$. If, in the…
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…
In the Reed-Frost model, an example of an SIR epidemic model, one can examine a statistic that counts the number of concurrently infected individuals. This statistic can be reformulated as a statistic on the \ER random graph $G(n,p)$.…
In a series of recent works, Boyd, Diaconis, and their co-authors have introduced a semidefinite programming approach for computing the fastest mixing Markov chain on a graph of allowed transitions, given a target stationary distribution.…
In this paper we consider a model for the diffusion of a population in a strip-shaped field, where the growth of the species is governed by a Fisher-KPP equation and which is bounded on one side by a road where the species can have a…
Connectivity patterns in intermittently-connected mobile networks (ICMN) can be modeled as edge-Markovian dynamic graphs. We propose a new model for epidemic propagation on such graphs and calculate a closed-form expression that links the…
We propose a formalism to analyze discrete stochastic processes with finite-state-level N. By using an (N+1)-dimensional representation of su(2) Lie algebra, we re-express the master equation to a time-evolution equation for the state…