Related papers: Fluctuation limits for mean-field interacting nonl…
Collective dynamics result from interactions among noisy dynamical components. Examples include heartbeats, circadian rhythms, and various pattern formations. Because of noise in each component, collective dynamics inevitably involve…
Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\mathbf {R}^m$ in the presence of a random environment and…
We prove a non-equilibrium functional central limit theorem for the position of a tagged particle in mean-zero one-dimensional zero-range process. The asymptotic behavior of the tagged particle is described by a stochastic differential…
This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…
Fueled in part by recent applications in neuroscience, the multivariate Hawkes process has become a popular tool for modeling the network of interactions among high-dimensional point process data. While evaluating the uncertainty of the…
We establish a way to handle main collective fluctuations in correlated quantum systems based on a Fluctuation Local Field concept. This technique goes beyond standard mean-field approaches, such as Hartree-Fock and dynamical mean-field…
We present a detailed analysis of the dynamical regimes observed in a balanced network of identical Quadratic Integrate-and-Fire (QIF) neurons with a sparse connectivity for homogeneous and heterogeneous in-degree distribution. Depending on…
The Kuramoto model has been introduced to describe synchronization phenomena observed in groups of cells, individuals, circuits, etc. The model consists of $N$ interacting oscillators on the one dimensional sphere $\mathbf{S}^{1}$, driven…
Spontaneous cortical population activity exhibits a multitude of oscillatory patterns, which often display synchrony during slow-wave sleep or under certain anesthetics and stay asynchronous during quiet wakefulness. The mechanisms behind…
We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise…
Cortical neurons are subject to sustained and irregular synaptic activity which causes important fluctuations of the membrane potential (Vm). We review here different methods to characterize this activity and its impact on spike generation.…
This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approach (see [Bernoulli 15 (2009) 634--658,…
We study the dynamics of fluctuations at the critical point for two time-asymmetric version of the Curie-Weiss model for spin systems that, in the macroscopic limit, undergo a Hopf bifurcation. The fluctuations around the macroscopic limit…
We study the stochastic system of interacting neurons introduced in De Masi et al. (2015) and in Fournier and L\"ocherbach (2016) in a diffusive scaling. The system consists of $N$ neurons, each spiking randomly with rate depending on its…
We obtain necessary and sufficient conditions for the regular variation of the variance of partial sums of functionals of discrete and continuous-time stationary Markov processes with normal transition operators. We also construct a class…
In the paper the rescaled occupation time fluctuation process of a certain empirical system is investigated. The system consists of particles evolving independently according to \alpha-stable motion in R^d, \alpha<d<2\alpha. The particles…
This paper focuses on limit theorems for linear Hawkes processes with random marks. We prove a large deviation principle, which answers the question raised by Bordenave and Torrisi. A central limit theorem is also obtained. We conclude with…
A general method is presented for deriving the limiting behavior of estimators that are defined as the values of parameters optimizing an empirical criterion function. The asymptotic behavior of such estimators is typically deduced from…