Related papers: Gibbs point processes on path space: existence, cl…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We consider certain random matrix eigenvalue dynamics, akin to Dyson Brownian motion, introduced by Rider and Valko. We show that from every initial condition, including ones involving coinciding coordinates, the dynamics, enhanced with…
In this paper we study expansions of infinite dimensional Hilbert spaces with a unitary representation of a discrete countable group. When the group is finite, we prove the theory of the corresponding expansion, regardless if it is…
High-dimensional data are often assumed to lie on lower-dimensional manifolds. We study how to construct diffusion processes on this data manifold using only point cloud samples and without access to charts, projections, or other geometric…
We consider charge and spin transport in the one-dimensional Hubbard model at infinite temperature, half-filling and zero magnetization. Implementing matrix-product-operator simulations of the non-equilibrium steady states of…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
Systems describing the long-range interaction between individuals have attracted a lot of attention in the last years, in particular in relation with living systems. These systems are quadratic, written under the form of transport equations…
Given the spectrum of a Hamiltonian, a methodology is developed which employs the Landau-Ginsburg method for characterizing phase transitions in infinite systems to identify phase transition remnants in finite fermion systems. As a first…
Agent-based models are a natural choice for modeling complex social systems. In such models simple stochastic interaction rules for a large population of individuals can lead to emergent dynamics on the macroscopic scale, for instance a…
We prove a global existence, uniqueness and regularity result for a two-species reaction-diffusion volume-surface system that includes nonlinear bulk diffusion and nonlinear (weak) cross diffusion on the active surface. A key feature is a…
A class of generalized exclusion processes parametrized by the maximal occupancy, $k\geq 1$, is investigated. For these processes with symmetric nearest-neighbor hopping, we compute the diffusion coefficient and show that it is independent…
Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…
Although introduced in the case of Poisson random measures, the lent particle method applies as well in other situations. We study here the case of marked point processes. In this case the Malliavin calculus (here in the sense of Dirichlet…
It is argued that a Gibbsian formula for the space-time distribution of microscopic trajectories of a nonequilibrium system provides a unifying framework for recent results on the fluctuations of the entropy production. The variable entropy…
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…
We consider a sequence of systems of Hawkes processes having mean field interactions in a diffusive regime. The stochastic intensity of each process is a solution of a stochastic differential equation driven by N independent Poisson random…
This paper provides an elementary, self-contained analysis of diffusion-based sampling methods for generative modeling. In contrast to existing approaches that rely on continuous-time processes and then discretize, our treatment works…
In this paper we define a class of coverage processes with infinitely divisible finite dimensional distributions and a particular type of correlation structure that can be thought of as generalizations of the classical Ornstein--Uhlenbeck…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…