Related papers: Interacting Jump Processes Preserve Semi-Global Ma…
We present the results of a numerical investigation of charged-particle transport across a synthesized magnetic configuration composed of a constant homogeneous background field and a multiscale perturbation component simulating an effect…
A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
Two classes of interacting particle systems on $\mathbb{Z}$ are shown to be Pfaffian point processes at fixed times, and for all deterministic initial conditions. The first comprises coalescing and branching random walks, the second…
This paper presents a nonparametric method for estimating the conditional density associated to the jump rate of a piecewise-deterministic Markov process. In our framework, the estimation needs only one observation of the process within a…
In this paper, we introduce a family of processes with values on the nonnegative integers that describes the dynamics of populations where individuals are allowed to have different types of interactions. The types of interactions that we…
We report on a fundamental role of a non-normalized formal steady state, i.e., an infinite invariant density, in a semi-Markov process where the state is determined by the inter-event time of successive renewals. The state describes certain…
In this article we prove a sprinkled decoupling inequality for the stationary Hammersley's interacting particle process. Inspired by the work of Baldasso and Texeira (2018), and Hil\'ario, Kious and Texeira (2020), we apply this inequality…
Dynamics of information flow in adaptively interacting stochastic processes is studied. We give an extended form of game dynamics for Markovian processes and study its behavior to observe information flow through the system. Examples of the…
We introduce a family of particle systems on sparse graphs where local interactions occur via hitting times, providing a dynamic and tractable model for default cascades in large sparsely-connected financial networks. Building on the…
This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…
This article analyzes the formulation of space-time continuous hyperbolic hydrodynamic models for systems of interacting particles moving on a lattice, by connecting their local stochastic lattice dynamics to the formulation of an…
We propose an interacting particle system to model the evolution of a system of banks with mutual exposures. In this model, a bank defaults when its normalized asset value hits a lower threshold, and its default causes instantaneous losses…
The goal of this note is to prove a law of large numbers for the empirical speed of a green particle that performs a random walk on top of a field of red particles which themselves perform independent simple random walks on $\Z^d$, $d \geq…
Double (or parity conserving) branching annihilating random walk, introduced by Sudbury in '90, is a one-dimensional non-attractive particle system in which positive and negative particles perform nearest neighbor hopping, produce two…
Mesh-like structures, such as mucus gel or cytoskeleton networks, are ubiquitous in biological systems. These intricate structures are composed of cross-linked, semi-flexible bio-filaments, crucial to numerous biological processes. In many…
We study a family of interacting particle systems with annihilating and coalescing reactions. Two types of particles are interspersed throughout a transitive unimodular graph. Both types diffuse as simple random walks with possibly…
We study two interacting particle systems, both modeled as a system of $N$ stochastic differential equations driven by Brownian motions with singular kernels and moderate interaction. We show a quantitative result where the convergence rate…
Estimation of stochastic processes evolving in a random environment is of crucial importance for example to predict aircraft trajectories evolving in an unknown atmosphere. For fixed parameter, interacting particle systems are a convenient…
The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…