Related papers: Large population limits of Markov processes on ran…
The study of density-dependent stochastic population processes is important from a historical perspective as well as from the perspective of a number of existing and emerging applications today. In more recent applications of these…
Building on recent work by Medvedev (2014) we establish new connections between a basic consensus model, called the voting model, and the theory of graph limits. We show that in the voting model if consensus is attained in the continuum…
In many stochastic games stemming from financial models, the environment evolves with latent factors and there may be common noise across agents' states. Two classic examples are: (i) multi-agent trading on electronic exchanges, and (ii)…
In a series of two papers, we investigate the large deviations and asymptotic behavior of stochastic models of brain neural networks with random interaction coefficients. In this first paper, we take into account the spatial structure of…
We study binary state dynamics on a network where each node acts in response to the average state of its neighborhood. Allowing varying amounts of stochasticity in both the network and node responses, we find different outcomes in random…
The purpose of this paper is to study a Markovian metapopulation model on a directed graph with edge-supported transfers and deterministic intra-nodal population dynamics. We first state tractable stability conditions for two typical…
We study branching Markov chains on a countable state space (space of types) $\mathscr{X}$, with the focus on the qualitative aspects of the limit behaviour of the evolving empirical population distributions. No conditions are imposed on…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
We investigate the dynamics of large-scale interacting neural populations, composed of conductance based, spiking model neurons with modifiable synaptic connection strengths, which are possibly also subjected to external noisy currents. The…
In this paper we study a discrete time consensus model on a connected graph with monotonically increasing peer-pressure and noise perturbed outputs masking a hidden state. We assume that each agent maintains a constant hidden state and a…
We study a multi-agent mean field type control problem in discrete time where the agents aim to find a socially optimal strategy and where the state and action spaces for the agents are assumed to be continuous. The agents are only weakly…
We study the noisy voter model using a specific non-linear dependence of the rates that takes into account collective interaction between individuals. The resulting model is solved exactly under the all-to-all coupling configuration and…
Our principal aim is to observe the Markov discrete-time process of population growth with long-living trajectory. First we study asymptotical decay of generating function of Galton-Watson process for all cases as the Basic Lemma.…
This paper studies a general class of stochastic population processes in which agents interact with one another over a network. Agents update their behaviors in a random and decentralized manner according to a policy that depends only on…
Populations interact non-linearly and are influenced by environmental fluctuations. In order to have realistic mathematical models, one needs to take into account that the environmental fluctuations are inherently stochastic. Often,…
We study the dynamics of a population subject to selective pressures, evolving either on RNA neutral networks or in toy fitness landscapes. We discuss the spread and the neutrality of the population in the steady state. Different limits…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…
The statement of the mean field approximation theorem in the mean field theory of Markov processes particularly targets the behaviour of population processes with an unbounded number of agents. However, in most real-world engineering…
Large ensembles of stochastically evolving interacting particles describe phenomena in diverse fields including statistical physics, neuroscience, biology, and engineering. In such systems, the infinitesimal evolution of each particle…