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In this paper a rigorous proof of the mean field limit for a pedestrian flow model in two dimensions is given by using a probabilistic method. The model under investigation is an interacting particle system coupled to the eikonal equation…
In the last decade there has been increasing interest in the fields of random matrices, interacting particle systems, stochastic growth models, and the connections between these areas. For instance, several objects appearing in the limit of…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
In this paper, a general tree algorithm processing a random flow of arrivals is analyzed. Capetanakis--Tsybakov--Mikhailov's protocol in the context of communication networks with random access is an example of such an algorithm. In…
* ACTIVATED RANDOM WALK MODEL * This is a conservative particle system on the lattice, with a Markovian continuous-time evolution. Active particles perform random walks without interaction, and they may as well change their state to…
In the nonlinear diffusion framework, stochastic processes of McKean-Vlasov type play an important role. In some cases they correspond to processes attracted by their own probability distribution: the so-called self-stabilizing processes.…
Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…
We study invasion percolation on Aldous' Poisson-weighted infinite tree, and derive two distinct Markovian representations of the resulting process. One of these is the $\sigma\to\infty$ limit of a representation discovered by Angel et al.…
We prove that under an easily verifiable set of conditions a sequence of associated random fields converges under rescaling to the Poisson Point Process and give a couple of examples.
Poissonian ensembles of Markov loops on a finite graph define a random graph process in which the addition of a loop can merge more than two connected components. We study Markov loops on the complete graph derived from a simple random walk…
We consider random walks on dynamical networks where edges appear and disappear during finite time intervals. The process is grounded on three independent stochastic processes determining the walker's waiting-time, the up-time and down-time…
Building on the line of work [DIRT15a], [DIRT15b], [NS17a], [DT17], [HLS18], [HS18] we continue the study of particle systems with singular interaction through hitting times. In contrast to the previous research, we (i) consider very…
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…
Dynamics of information flow in adaptively interacting stochastic processes is studied. We give an extended form of game dynamics for Markovian processes and study its behavior to observe information flow through the system. Examples of the…
We consider multi-class systems of interacting nonlinear Hawkes processes modeling several large families of neurons and study their mean field limits. As the total number of neurons goes to infinity we prove that the evolution within each…
We present a unified framework, with quantitative estimates, for deterministic interacting particle systems whose pairwise interactions may depend on heterogeneous labels. Heterogeneity is kept at every level by adding a frozen label…
We consider a one-dimensional McKean-Vlasov SDE on a domain and the associated mean-field interacting particle system. The peculiarity of this system is the combination of the interaction, which keeps the average position prescribed, and…
We consider a model for the formation of a river network in which erosion process plays a role only at the initial stage. Once a global connectivity is achieved, no further evolution takes place. In spite of this, the network reproduces…
We study a self-consistent approach to introduce higher-order effects in a branching process model of complex contagion on clustered networks. Branching processes operate over an infinite population such that they never circle back and…
We generalize multivariate Hawkes processes mainly by including a dependence with respect to the age of the process, i.e. the delay since the last point. Within this class, we investigate the limit behaviour, when n goes to infinity, of a…