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We consider a system of $N$ neurons, each spiking randomly with rate depending on its membrane potential. When a neuron spikes, its potential is reset to $0$ and all other neurons receive an additional amount $h/N$ of potential, where $ h >…

Probability · Mathematics 2022-01-25 Eva Löcherbach

We investigate the asymptotic behaviour of networks of interacting non-linear Hawkes processes modeling a homogeneous population of neurons in the large population limit. In particular, we prove a functional central limit theorem for the…

Probability · Mathematics 2021-07-06 Sophie Heesen , Wilhelm Stannat

We consider spatially extended systems of interacting nonlinear Hawkes processes modeling large systems of neurons placed in Rd and study the associated mean field limits. As the total number of neurons tends to infinity, we prove that the…

Probability · Mathematics 2018-02-19 Julien Chevallier , A Duarte , E Löcherbach , G Ost

The Hawkes process is a counting process that has self- and mutually-exciting features with many applications in various fields. In recent years, there have been many interests in the mean-field results of the Hawkes process and its…

Probability · Mathematics 2023-08-01 Fuqing Gao , Yunshi Gao , Lingjiong Zhu

The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes n goes to +$\infty$) being granted by the study performed in (Chevallier, 2015), the aim of…

Probability · Mathematics 2016-11-08 Julien Chevallier

We rigorously prove a central limit theorem for neural network models with a single hidden layer. The central limit theorem is proven in the asymptotic regime of simultaneously (A) large numbers of hidden units and (B) large numbers of…

Probability · Mathematics 2019-06-04 Justin Sirignano , Konstantinos Spiliopoulos

In this paper, we analyze the random fluctuations in a one dimensional stochastic homogenization problem and prove a central limit result, i.e., the first order fluctuations can be described by a Gaussian process that solves an SPDE with…

Probability · Mathematics 2015-08-24 Yu Gu

Several differential equation models have been proposed to explain the formation of patterns characteristic of the grid cell network. Understanding the effect of noise on these models is one of the key open questions in computational…

Probability · Mathematics 2023-03-24 Andrea Clini

We study the effects of noise on stationary pulse solutions (bumps) in spatially extended neural fields. The dynamics of a neural field is described by an integrodifferential equation whose integral term characterizes synaptic interactions…

Pattern Formation and Solitons · Physics 2012-05-15 Zachary P. Kilpatrick , Bard Ermentrout

In this manuscript we analyze the collective behavior of mean-field limits of large-scale, spatially extended stochastic neuronal networks with delays. Rigorously, the asymptotic regime of such systems is characterized by a very intricate…

Dynamical Systems · Mathematics 2017-02-21 Jonathan Touboul

In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…

Probability · Mathematics 2013-04-23 Martin G Riedler , Michele Thieullen

We propose a fast and efficient estimation method that is able to accurately recover the parameters of a d-dimensional Hawkes point-process from a set of observations. We exploit a mean-field approximation that is valid when the…

Machine Learning · Computer Science 2016-04-20 Emmanuel Bacry , Stéphane Gaïffas , Iacopo Mastromatteo , Jean-François Muzy

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

Probability · Mathematics 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

In this paper, we establish general scaling limits for nearly unstable Hawkes processes in a mean-field regime by extending the method introduced by Jaisson and Rosenbaum. Under a mild asymptotic criticality condition on the self-exciting…

Probability · Mathematics 2025-01-22 Grégoire Szymanski , Wei Xu

We derive the mean-field equations arising as the limit of a network of interacting spiking neurons, as the number of neurons goes to infinity. The neurons belong to a fixed number of populations and are represented either by the…

Neurons and Cognition · Quantitative Biology 2016-11-25 Javier Baladron , Diego Fasoli , Olivier Faugeras , Jonathan Touboul

We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…

Probability · Mathematics 2020-01-16 Eric Luçon , Wilhelm Stannat

In a class of heterogeneous random networks, where each node dynamics is a random dynamical system, interacting with neighbor nodes via a random coupling function, we characterize the hub behavior as the mean-field, subject to statistically…

Dynamical Systems · Mathematics 2025-06-25 Zheng Bian , Jeroen S. W. Lamb , Tiago Pereira

We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…

Probability · Mathematics 2021-01-12 Zhen-Qing Chen , Wai-Tong Louis Fan

The theory of Balanced Neural Networks is a very popular explanation for the high degree of variability and stochasticity in the brain's activity. Roughly speaking, it entails that typical neurons receive many excitatory and inhibitory…

Probability · Mathematics 2025-05-27 James MacLaurin , Pedro Vilanova

The investigation of the behaviour for geometric functionals of random fields on manifolds has drawn recently considerable attention. In this paper, we extend this framework by considering fluctuations over time for the level curves of…

Probability · Mathematics 2022-07-27 Domenico Marinucci , Maurizia Rossi , Anna Vidotto
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