Related papers: Moderate deviations for fully coupled multiscale w…
We study the time evolution of weakly interacting Bose gases on a three-dimensional torus of arbitrary volume. The coupling constant is supposed to be inversely proportional to the density, which is considered to be large and independent of…
We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
One approach to monitoring a dynamic system relies on decomposition of the system into weakly interacting subsystems. An earlier paper introduced a notion of weak interaction called separability, and showed that it leads to exact…
The large deviations at Level 2.5 are applied to Markov processes with absorbing states in order to obtain the explicit extinction rate of metastable quasi-stationary states in terms of their empirical time-averaged density and of their…
We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite dimensional distributions of the partial sum processes of a…
We establish uniqueness for a class of first-order Hamilton-Jacobi equations with Hamiltonians that arise from the large deviations of the empirical measure and empirical flux pair of weakly interacting Markov jump processes. As a corollary…
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
We consider optimization problems for interacting particle systems. We show that critical points solve a Vlasov equation, and that in general no minimizers exist despite continuity of the action functional. We prove an explicit…
We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
When the scattering length is proportional to the distance from the center of the system, two particles are shown to be trapped about the center. Furthermore, their spectrum exhibits discrete scale invariance, whose scale factor is…
We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…
We consider a system of $N^{d}$ spins in random environment with a random local mean field type interaction. Each spin has a fixed spatial position on the torus $\mathbb{T}^{d}$, an attached random environment and a spin value in…
We consider first-order conservative systems of particles with binary Coulomb interactions in the mean-field scaling regime in dimensions $d\geq 3$. We show that if at some time, the associated sequence of empirical measures converges in a…
The density-dependent Markov chain (DDMC) introduced in \cite{Kurtz1978} is a continuous time Markov process applied in fields such as epidemics, chemical reactions and so on. In this paper, we give moderate deviation principles of paths of…
Recently, we introduced the active Dyson Brownian motion model (DBM), in which $N$ run-and-tumble particles interact via a logarithmic repulsive potential in the presence of a harmonic well. We found that in a broad range of parameters the…
We study a class of McKean--Vlasov Stochastic Differential Equations (MV-SDEs) with drifts and diffusions having super-linear growth in measure and space -- the maps have general polynomial form but also satisfy a certain monotonicity…
We consider the behavior of extremal particles in $K$-symmetric exclusion on $\mathbb{Z}$ when the process starts from certain infinite-particle step configurations where there are no particles to the right of a maximal one. In such a…