Related papers: Continuum and thermodynamic limits for a simple ra…
We propose a model for epidemic spreading on a finite complex network with a restriction to at most one contamination per time step. Because of a highly discrete character of the process, the analysis cannot use the continous approximation,…
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…
The thermodynamic limit of the internal energy and the entropy of the system of quantum interacting particles in random medium is shown to exist under the crucial requirements of stability and temperedness of interactions. The energy turns…
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
We introduce simple conditions ensuring that invariant distributions of a Feller Markov chain on a compact Riemannian manifold are absolutely continuous with a lower semi-continuous, continuous or smooth density with respect to the…
A generalized continuous economic model is proposed for random markets. In this model, agents interact by pairs and exchange their money in a random way. A parameter controls the effectiveness of the transactions between the agents. We show…
We investigate the properties of a Kolmogorov equation governing the time evolution of the probability distribution defined in phase space. Energy is strictly conserved along a trajectory in phase space, meaning the equation is appropriate…
We provide quantitative bounds for the long time behavior of a class of Piecewise Deterministic Markov Processes with state space Rd \times E where E is a finite set. The continuous component evolves according to a smooth vector field that…
It is known that the origin of the deviations from standard thermodynamics proceed from the strong coupling to the bath. Here, it is shown that these deviations are related to the power spectrum of the bath. Specifically, it is shown that…
We study the single-particle distributions of three-dimensional hard sphere gas described by the Boltzmann equation. We focus on the steady homogeneous isotropic solutions in thermodynamically open conditions, i.e. in the presence of…
In view of some persistent recent reports on a singular kind of growth of the world wealth inequality, where a finite (often handful) number of people tend to possess more than the wealth of the planet's 50\% population, we explore here if…
The stochastic growth-fragmentation model describes the temporal evolution of a structured cell population through a discrete-time and continuous-state Markov chain. The simulations of this stochastic process and its invariant measure are…
Equilibrium phase transitions usually emerge from the microscopic behavior of many-body systems and are associated to interesting phenomena such as the generation of long-range order and spontaneous symmetry breaking. They can be defined…
The consistency across scales of a recently developed mathematical thermodynamic structure, between a continuous stochastic nonlinear dynamical system (diffusion process with Langevin or Fokker-Planck equations) and its emergent discrete,…
We develop a mean-field theory of the growth, exchange and distribution (GED) model introduced by Kang et al. (preceding paper) that accurately describes the phase transition in the limit that the number of agents $N$ approaches infinity.…
In the context of a large class of stochastic processes used to describe the dynamics of wealth growth, we prove a set of inequalities establishing necessary and sufficient conditions in order to avoid infinite wealth concentration. These…
A finite-volume scheme for a cross-diffusion model arising from the mean-field limit of an interacting particle system for multiple population species is studied. The existence of discrete solutions and a discrete entropy production…
We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power…
We consider a family of one-dimensional diffusions, in dynamical Wiener mediums, which are random perturbations of the Ornstein-Uhlenbeck diffusion process. We prove quenched and annealed convergences in distribution and under weighted…
We consider the asymptotics of the invariant measure for the process of the empirical spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle.…