Related papers: Pathwise Convergence of the Hard Spheres Kac Proce…
The convergence rate in Wasserstein distance is estimated for empirical measures of ergodic Markov processes, and the estimate can be sharp in some specific situations. The main result is applied to subordinations of typical models excluded…
We establish quantitative convergence rates for stochastic particle approximation based on Nanbu-type Monte Carlo schemes applied to a broad class of collisional kinetic models. Using coupling techniques and stability estimates in the…
There has been recently a lot of interest in the analysis of the Stein gradient descent method, a deterministic sampling algorithm. It is based on a particle system moving along the gradient flow of the Kullback-Leibler divergence towards…
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…
We introduce a variational formulation of the homogeneous Boltzmann equation, with hard-sphere cross section, which selects the unique energy conserving solution. We prove that this solution arises from the microscopic dynamics, namely…
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…
The aim of this paper is to study the asymptotic behavior of a system of birth and death processes in mean field type interaction in discrete space. We first establish the exponential convergence of the particle system to equilibrium for a…
In this paper, we consider the problem of propagating an uncertain distribution by a possibly non-linear function and quantifying the resulting uncertainty. We measure the uncertainty using the Wasserstein distance, and for a given input…
We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…
In this work, we generalize M. Kac's original many-particle binary stochastic model to derive a space homogeneous Boltzmann equation that includes a linear combination of higher-order collisional terms. First, we prove an abstract theorem…
We consider a system of particles which interact through a jump process. The jump intensities are functions of the proximity rank of the particles, a type of interaction referred to as topological in the literature. Such interactions have…
It has been known since Lanford [19] that the dynamics of a hard sphere gas is described in the low density limit by the Boltzmann equation, at least for short times. The classical strategy of proof fails for longer times, even close to…
We study the notion of quantum Kac's chaos which was implicitly introduced by Spohn and explicitly formulated by Gottlieb. We prove the analogue of a result of Sznitman which gives the equivalence of Kac's chaos to 2-chaoticity and to…
We study space-time fluctuations of a hard sphere system at thermal equilibrium, and prove that the covariance converges to the solution of a linearized Boltzmann equation in the low density limit, globally in time. This result has been…
As a natural approach to modeling system safety conditions, chance constraint (CC) seeks to satisfy a set of uncertain inequalities individually or jointly with high probability. Although a joint CC offers stronger reliability certificate,…
In this paper, we consider the convergence rate with respect to Wasserstein distance in the invariance principle for deterministic nonuniformly hyperbolic systems, where both discrete time systems and flows are included. Our results apply…
In this paper, we rigorously derive a Boltzmann equation for mixtures from the many body dynamics of two types of hard sphere gases. We prove that the microscopic dynamics of two gases with different masses and diameters is well defined,…
We consider $M/Ph/n+M$ queueing systems in steady state. We prove that the Wasserstein distance between the stationary distribution of the normalized system size process and that of a piecewise Ornstein-Uhlenbeck (OU) process is bounded by…
This paper considers the space homogenous Boltzmann equation with Maxwell molecules and arbitrary angular distribution. Following Kac's program, emphasis is laid on the the associated conservative Kac's stochastic $N$-particle system, a…
Propagation of chaos for interacting particle systems has been an active research topic over decades. We propose an alternative approach to study the mean-field limit of the stochastic interacting particle systems via tools from information…