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We construct admissible circulant Laplacian matrix functions as generators for strictly increasing random walks on the integer line. These Laplacian matrix functions refer to a certain class of Bernstein functions. The approach has…
We derive a mean-field approximation for the macroscopic dynamics of large networks of pulse-coupled theta neurons in order to study the effects of different network degree distributions, as well as degree correlations (assortativity).…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
Bursty dynamics of agents is shown to appear at criticality or in extended Griffiths phases, even in case of Poisson processes. I provide numerical evidence for power-law type of inter-communication time distributions by simulating the…
A simple explicit construction is provided of a partition-valued fragmentation process whose distribution on partitions of $[n]=\{1,...,n\}$ at time $\theta \ge 0$ is governed by the Ewens sampling formula with parameter $\theta$. These…
To model recurrent interaction events in continuous time, an extension of the stochastic block model is proposed where every individual belongs to a latent group and interactions between two individuals follow a conditional inhomogeneous…
In this paper we consider piecewise affine differential equations modeling gene networks. We work with arbitrary decay rates, and under a local hypothesis expressed as an alignment condition of successive focal points. The interaction graph…
We provide a Poisson approximation result for dependent thinnings of Gibbs point processes as well as qualitative and quantitative central limit theorems for geometric functionals of Gibbs point processes in increasing observation windows.…
Motivated by an application in wireless telecommunication networks, we consider a two-type continuum-percolation problem involving a homogeneous Poisson point process of users and a stationary and ergodic point process of base stations.…
We study the ground states of the pieces' model in the Fermi-Dirac statistics in the thermodynamic limit. In other words, we consider the minimizing configurations of $ n $ interacting fermions in an interval $ \Lambda $ divided into pieces…
An ensemble of uncoupled limit-cycle oscillators receiving common Poisson impulses shows a range of non-trivial behavior, from synchronization, desynchronization, to clustering. The group behavior that arises in the ensemble can be…
Consider a compound Poisson process with jump measure $\nu$ supported by finitely many positive integers. We propose a method for estimating $\nu$ from a single, equidistantly sampled trajectory and develop associated statistical…
It is our intention to provide via fractional calculus a generalization of the pure and compound Poisson processes, which are known to play a fundamental role in renewal theory, without and with reward, respectively. We first recall the…
Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…
We study binary state contagion dynamics on a social network where nodes act in response to the average state of their neighborhood. We model the competing tendencies of imitation and non-conformity by incorporating an off-threshold into…
In many applications of statistical estimation via sampling, one may wish to sample from a high-dimensional target distribution that is adaptively evolving to the samples already seen. We study an example of such dynamics, given by a…
Methods like multi-agent reinforcement learning struggle to scale with growing population size. Mean-field games (MFGs) are a game-theoretic approach that can circumvent this by finding a solution for an abstract infinite population, which…
We study locally interacting processes in discrete time, often called probabilistic cellular automata, indexed by locally finite graphs. For infinite regular trees and certain generalized Galton-Watson trees, we show that the marginal…
The study of network supported opinion dynamics in large groups of autonomous agents is attracting an increasing interest during the last years. In this paper, we proposed the use of the recent graphon theory to model and simulate an…
We consider self-loops and multiple edges in the configuration model as the size of the graph tends to infinity. The interest in these random variables is due to the fact that the configuration model, conditioned on being simple, is a…