Related papers: Variations on Hammersley's interacting particle pr…
We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The…
We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…
In this paper, we introduce a family of processes with values on the nonnegative integers that describes the dynamics of populations where individuals are allowed to have different types of interactions. The types of interactions that we…
Various natural and engineered systems, from urban traffic flow to the human brain, can be described by large-scale networked dynamical systems. These systems are similar in being comprised of a large number of microscopic subsystems, each…
We consider the family of nearest neighbour interacting particle systems on $\mathbb{Z}$ allowing $0$, $1$ or $2$ particles at a site. We parametrize a wide subfamily of processes exhibiting product blocking measure and show how this family…
This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…
A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…
The Hammersley problem asks for the maximal number of points in a monotonous path through a Poisson point process. It is exactly solvable and notoriously known to belong to the KPZ universality class, with a cube-root scaling for the…
This contribution presents a derivation of the steady-state distribution of velocities and distances of driven particles on a onedimensional periodic ring. We will compare two different situations: (i) symmetrical interaction forces…
This statistical physics thesis focuses on the study of three kinds of systems which display repulsive interactions: eigenvalues of random matrices, non-crossing random walks and trapped fermions. These systems share many links, which can…
Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…
In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…
Reaction dynamics involving subdiffusive species is an interesting topic with only few known results, especially when the motion of different species is characterized by different anomalous diffusion exponents. Here we study the reaction…
We are interested in exploring interacting particle systems that can be seen as microscopic models for a particular structure of coupled transport flux arising when different populations are jointly evolving. The scenarios we have in mind…
Inverse problems arise in situations where data is available, but the underlying model is not. It can therefore be necessary to infer the parameters of the latter starting from the former. Statistical mechanics offers a toolbox of…
In these lecture we explain why limiting distribution function, like the Tracy-Widom distribution, or limit processes, like the Airy_2 process, arise both in random matrices and interacting particle systems. The link is through a common…
We study a family of interacting particle systems with annihilating and coalescing reactions. Two types of particles are interspersed throughout a transitive unimodular graph. Both types diffuse as simple random walks with possibly…
. We study the statistical properties of the eigenvalues of non-Hermitian operators assoicated with the dissipative complex systems. By considering the Gaussian ensembles of such operators, a hierarchical relation between the correlators is…
We determine the scaling limit for permutations conditioned to have longest decreasing subsequence of length at most $d$. These permutations are also said to avoid the pattern $(d+1)d \cdots 2 1$ and they can be written as a union of $d$…
The problem of a few interacting fermions in quantum physics has sparked intense interest, particularly in recent years owing to connections with the behavior of superconductors, fermionic superfluids, and finite nuclei. This review…