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We consider a multilevel continuous time Markov chain $X(s;N) = (X_i^j(s;N): 1 \leq i \leq j \leq N)$, which is defined by means of Jack symmetric functions and forms a certain discretization of the multilevel Dyson Brownian motion. The…

Probability · Mathematics 2016-12-13 Evgeni Dimitrov , Panagiotis Lolas

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,…

Probability · Mathematics 2017-03-01 Augusto Almeida Santos , Soummya Kar , José M. F. Moura , João Xavier

The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…

Probability · Mathematics 2025-09-01 Robert Alexander Crowell

In this paper, we consider the problem of joint parameter estimation for drift and diffusion coefficients of a stochastic McKean-Vlasov equation and for the associated system of interacting particles. The analysis is provided in a general…

Statistics Theory · Mathematics 2023-06-26 Chiara Amorino , Akram Heidari , Vytautė Pilipauskaitė , Mark Podolskij

An algebraic formalism for the study of interacting particle systems is developed. Particle processes are described in terms of the category theory. The problem for the unique description of these processes is discussed. Categories relevant…

Quantum Algebra · Mathematics 2007-05-23 Wladyslaw Marcinek

We consider two-sided Jacobi matrices whose coefficients are obtained by continuous sampling along the orbits of a homeomorphim of a compact metric space. Given an ergodic probability measure, we study the topological structure of the…

Spectral Theory · Mathematics 2022-08-03 David Damanik , Jake Fillman , Zhenghe Zhang

We consider the integrable family of symmetric boundary-driven interacting particle systems that arise from the non-compact XXX Heisenberg model in one dimension with open boundaries. In contrast to the well-known symmetric exclusion…

Mathematical Physics · Physics 2024-05-27 Rouven Frassek , Cristian Giardinà

We consider consistent particle systems, which include independent random walkers, the symmetric exclusion and inclusion processes, as well as the dual of the KMP model. Consistent systems are such that the distribution obtained by first…

Probability · Mathematics 2019-12-24 Gioia Carinci , Cristian Giardinà , Frank Redig

It is common, when dealing with quantum processes involving a subsystem of a much larger composite closed system, to treat them as effectively memory-less (Markovian). While open systems theory tells us that non-Markovian processes should…

Quantum Physics · Physics 2019-05-02 Pedro Figueroa-Romero , Kavan Modi , Felix A. Pollock

The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial [Lee90, de99]. When dealing with…

Probability · Mathematics 2010-02-02 P. Del Moral , F. Patras , S. Rubenthaler

The aim of this paper is to discuss the mathematical modeling of Brownian active particle systems, a recently popular paradigmatic system for self-propelled particles. We present four microscopic models with different types of repulsive…

Statistical Mechanics · Physics 2022-05-31 M. Bruna , M. Burger , A. Esposito , S. M. Schulz

We introduce a class of doubly infinite complex Jacobi matrices determined by a simple convergence condition imposed on the diagonal and off-diagonal sequences. For each Jacobi matrix belonging to this class, an analytic function, called a…

Spectral Theory · Mathematics 2017-02-27 František Štampach

Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…

Statistical Mechanics · Physics 2022-02-14 Ahmed M. Fouad , Marwa M. Fouad

We consider the driven dynamics of a probe particle moving through an assembly of particles with competing long-range repulsive and short-range attractive interactions, which form crystal, stripe, labyrinth, and bubble states as the ratio…

Soft Condensed Matter · Physics 2025-01-10 C. Reichhardt , C. J. O. Reichhardt

Bayesian inference can be embedded into an appropriately defined dynamics in the space of probability measures. In this paper, we take Brownian motion and its associated Fokker--Planck equation as a starting point for such embeddings and…

Numerical Analysis · Mathematics 2021-02-09 Sebastian Reich , Simon Weissmann

This article investigates the properties of a few interacting particles trapped in a few wells and how these properties change under adiabatic tuning of interaction strength and inter-well tunneling. While some system properties are…

Quantum Physics · Physics 2017-05-18 N. L. Harshman

The multi-indexed Jacobi polynomials are the main part of the eigenfunctions of exactly solvable quantum mechanical systems obtained by certain deformations of the P\"oschl-Teller potential (Odake-Sasaki). By fine-tuning the parameter(s) of…

Classical Analysis and ODEs · Mathematics 2015-06-11 C. -L. Ho , R. Sasaki , K. Takemura

For systems consisting of distinguishable particles, there exists an agreed upon notion of entanglement which is fundamentally based on the possibility of addressing individually each one of the constituent parties. Instead, the…

Quantum Physics · Physics 2020-09-24 F. Benatti , R. Floreanini , F. Franchini , U. Marzolino

An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…

Probability · Mathematics 2022-07-18 Yuri Kozitsky , Michael Röckner

An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…

Probability · Mathematics 2011-02-22 Davide Borrello
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