Related papers: Large-time behavior of finite-state mean-field sys…

Many physical and biological processes are modeled by "particles" undergoing L\'evy random walks. A feature of significant interest in these systems is the mean square displacement (MSD) of the particles. Long-time asymptotic approximations…

In this paper, we develop a novel argument, the non-autonomous approximation method, to seek the asymptotic limits of the fully coupled multi-scale McKean-Vlasov stochastic systems with irregular coefficients, which, as summarized in…

We study through Monte Carlo simulations and finite-size scaling analysis the nonequilibrium phase transitions of the majority-vote model taking place on spatially embedded networks. These structures are built from an underlying regular…

The mean field limits of systems of interacting diffusions (also called stochastic interacting particle systems (SIPS)) have been intensively studied since McKean \cite{mckean1966class}. The interacting diffusions pave a way to…

We study in this paper the longtime behavior of some large but finite populations of interacting stochastic differential equations whose (infinite population) limit Fokker-Planck PDE admits a stable periodic solution. We show that the…

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,…

This paper continues the study of metastable behaviour in disordered mean field models initiated in [2], [3]. We consider the generalized Hopfield model with finitely many independent patterns $\xi_1,...,\xi_p$ where the patterns have…

This work concerns about multiscale multivalued McKean-Vlasov stochastic systems. First of all, we use a contractive mapping principle to establish the well-posedness for fully coupled multivalued McKean-Vlasov stochastic systems under…

Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…

In this paper, we show that the empirical measure of mean-field model satisfies the large deviation principle with respect to the weak convergence topology or the stronger Wasserstein metric, under the strong exponential integrability…

Information-theoretic quantities have received significant attention as system-independent measures of correlations in many-body quantum systems, e.g., as universal order parameters of synchronization. In this work, we present a method to…

In this paper, we consider asymptotic behaviors of multiscale multivalued stochastic systems with small noises. First of all, for general, fully coupled systems for multivalued stochastic differential equations of slow and fast motions with…

We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…

In this paper, we study stochastic volatility models in regimes where the maturity is small, but large compared to the mean-reversion time of the stochastic volatility factor. The problem falls in the class of averaging/homogenization…

For Markov processes evolving on multiple time-scales a combination of large component scalings and averaging of rapid fluctuations can lead to useful limits for model approximation. A general approach to proving a law of large numbers to a…

We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…

For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…

We apply a functional-integral formalism for Markovian birth and death processes to determine asymptotic corrections to mean-field theory in the Malthus-Verhulst process (MVP). Expanding about the stationary mean-field solution, we identify…

We investigate the long time behavior of a system of viscoelastic particles modeled with the homogeneous Boltzmann equation. We prove the existence of a universal Maxwellian intermediate asymptotic state and explicit the rate of convergence…

We extend the construction by Kuelske and Iacobelli of metastates in finite-state mean-field models in independent disorder to situations where the local disorder terms are are a sample of an external ergodic Markov chain in equilibrium. We…