Related papers: Large Time Behaviour and the Second Eigenvalue Pro…
This paper investigates the long time dynamics of interacting particle systems subject to singular interactions. We consider a microscopic system of $N$ interacting point particles, where the time evolution of the joint distribution…
We establish a functional weak law of large numbers for observable macroscopic state variables of interacting particle systems (e.g., voter and contact processes) over fast time-varying sparse random networks of interactions. We show that,…
Let $\Delta^o$ be a finite set and, for each probability measure $m$ on $\Delta^o$, let $G(m)$ be a transition probability kernel on $\Delta^o$. Fix $x_0 \in \Delta^o$ and consider the chain $\{X_n, \; n \in \mathbb{N}_0\}$ of…
Ergodic quantum many-body systems undergoing unitary dynamics evolve towards increasingly entangled states characterized by an extensive scaling of entanglement entropy with system volume. At the other extreme, quantum systems repeatedly…
Many complex structures and stochastic patterns emerge from simple kinetic rules and local interactions, and are governed by scale invariance properties in combination with effects of the global geometry. We consider systems that can be…
We study the increase in per-sample differential entropy rate of random sequences and processes after being passed through a non minimum-phase (NMP) discrete-time, linear time-invariant (LTI) filter G. For such filters and random processes,…
In a recent work [Reible et al., Phys. Rev. Res. 5, 023156, 2023], it has been shown that the mean particle-particle interaction across an ideal surface that divides a system into two parts, can be employed to estimate the size dependence…
In this paper, we consider N-level quantum angular momentum systems interacting with electromagnetic fields undergoing continuous-time measurements. We suppose unawareness of the initial state and physical parameters, entailing the…
Consider a large system of $N$ Brownian motions in $\mathbb{R}^d$ on some fixed time interval $[0,\beta]$ with symmetrised initial-terminal condition. That is, for any $i$, the terminal location of the $i$-th motion is affixed to the…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
We prove exponential concentration estimates and a strong law of large numbers for a particle system that is the simplest representative of a general class of models for 2D grain boundary coarsening. The system consists of $n$ particles in…
Correlated quantum systems feature a wide range of nontrivial effects emerging from interactions between their constituting particles. In nonequilibrium scenarios, these manifest in phenomena such as many-body insulating states and…
We test Boltzmann's H-theorem for several models of particle random walk. We study the influence of interaction between the particle and reservoir/detectors on entropy and find entropy increasing in time for some models and behaving…
Long-range quantum systems, in which the interactions decay as $1/r^{\alpha}$, are of increasing interest due to the variety of experimental set-ups in which they naturally appear. Motivated by this, we study fundamental properties of…
Long-range interacting many-body systems exhibit a number of peculiar and intriguing properties. One of those is the scaling of relaxation times with the number $N$ of particles in a system. In this paper I give a survey of results on…
We studied metastability and extinction time of a finite system with a large number of interacting components in discrete time by means of analytical and numerical investigation. The system is markovian with respect to the potential profile…
We study two problems. First, we consider the large deviation behavior of empirical measures of certain diffusion processes as, simultaneously, the time horizon becomes large and noise becomes vanishingly small. The law of large numbers…
We study the policy evaluation problem in multi-agent reinforcement learning, modeled by a Markov decision process. In this problem, the agents operate in a common environment under a fixed control policy, working together to discover the…
We consider a basic stochastic particle system consisting of $N$ identical particles with isotropic $k$-particle synchronization, $k\geq 2$. In the limit when both number of particles $N$ and time $t=t(N)$ grow to infinity we study an…
We develop Random Batch Methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from $O(N^2)$ per time step to…