Related papers: A Markov process for a continuum infinite particle…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…
In this paper, we study the dynamics of a system of $n$ coupled, self-propelled particles: $\ddot r_k = (\alpha-\beta |\dot r_k|^2)\dot r_k - \frac{\gamma}{n}\sum_{m=1}^n(r_k-r_m)$, $r_k\in \mathbb R^2.$ Numerical experiments indicate that,…
We present a general approach for computing the dynamic partition function of a continuous-time Markov process. The Ruelle topological pressure is identified with the large deviation function of a physical observable. We construct for the…
We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…
Systems of classical continuous particles in the grand canonical ensemble interacting through purely attractive, yet stable, interactions are defined. By a lattice approximation, FKG ferromagnetic inequalities are shown to hold for such…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
Let $\mu$ = ($\mu$t)t$\in$R be a 1-parameter family of probability measures on R. In [11] we introduced its ``Markov-quantile''process: a process X= (Xt)t$\in$R that resembles as much as possible the quantile process attached to $\mu$,…
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…
Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…
The state of a classical point-particle system may often be specified by giving the position and momentum for each constituent particle. For non-pointlike particles, the center-of-mass position may be augmented by an additional coordinate…
We study collections of point masses which move freely along the real line and stick together when they collide via perfectly inelastic collisions. We quantify the way particles stick together and explain how to associate a probability…
We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…
The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic…
We study equilibrium states of an infinite system of interacting particles in a Euclidean space. The particles bear `unbounded' spins with a given symmetric a priori distribution. The interaction between the particles is pairwise and splits…
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…
Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
The Markov evolution is studied of an infinite age-structured population of migrants arriving in and departing from a continuous habitat $X \subseteq\mathds{R}^d$ -- at random and independently of each other. Each population member is…
In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…
We develop a general method for extending Markov processes to a larger state space such that the added points form a polar set. The so obtained extension is an improvement on the standard trivial extension in which case the process is made…