Related papers: Annealed limit for a diffusive disordered mean-fie…

Suppose $B_i:= B(p,r_i)$ are nested balls of radius $r_i$ about a point $p$ in a dynamical system $(T,X,\mu)$. The question of whether $T^i x\in B_i$ infinitely often (i. o.) for $\mu$ a.e.\ $x$ is often called the shrinking target problem.…

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…

We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…

Mean-field systems provide a natural framework in which collective effects persist as the number of degrees of freedom N increases, raising fundamental questions about the emergence of integrability and the nature of chaos in large but…

Consider a $N\times n$ random matrix $Y_n=(Y_{ij}^{n})$ where the entries are given by $$ Y_{ij}^{n}=\frac{\sigma_{ij}(n)}{\sqrt{n}} X_{ij}^{n} $$ the $X_{ij}^{n}$ being centered, independent and identically distributed random variables…

We consider a synchronous process of particles moving on the vertices of a graph $G$, introduced by Cooper, McDowell, Radzik, Rivera and Shiraga (2018). Initially, $M$ particles are placed on a vertex of $G$. In subsequent time steps, all…

The Mallows model on $S_n$ is a probability distribution on permutations, $q^{d(\pi,e)}/P_n(q)$, where $d(\pi,e)$ is the distance between $\pi$ and the identity element, relative to the Coxeter generators. Equivalently, it is the number of…

We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…

Central limit theorems (CLTs) for high-dimensional random vectors with dimension possibly growing with the sample size have received a lot of attention in the recent times. Chernozhukov et al. (2017) proved a Berry--Esseen type result for…

This paper presents and analyzes the compensated projected Euler-Maruyama method for stochastic differential equations with jumps under a global monotonicity condition. Compared with existing conditions, this condition allows the…

We develop a mean-field theory for large, non-exchangeable particle (agent) systems where the states and interaction weights co-evolve in a coupled system of SDEs. A first main result is the establishment of the propagation of…

We analytically and numerically study a fourth order PDE modeling rough crystal surface diffusion on the macroscopic level. We discuss existence of solutions globally in time and long time dynamics for the PDE model. The PDE, originally…

The aim of this paper is to study the asymptotic behavior of a system of birth and death processes in mean field type interaction in discrete space. We first establish the exponential convergence of the particle system to equilibrium for a…

We consider the parabolic Anderson model (PAM) which is given by the equation $\partial u/\partial t = \kappa\Delta u + \xi u$ with $u\colon\, \Z^d\times [0,\infty)\to \R$, where $\kappa \in [0,\infty)$ is the diffusion constant, $\Delta$…

For an $N \times N$ random unitary matrix $U_N$, we consider the random field defined by counting the number of eigenvalues of $U_N$ in a mesoscopic arc of the unit circle, regularized at an $N$-dependent scale $\epsilon_N>0$. We prove that…

Diffusion models for continuous state spaces based on Gaussian noising processes are now relatively well understood from both practical and theoretical perspectives. In contrast, results for diffusion models on discrete state spaces remain…

We present a probabilistic proof of the mean field limit and propagation of chaos $N$-particle systems in three dimensions with positive (Coulomb) or negative (Newton) $1/r$ potentials scaling like $1/N$ and an $N$-dependent cut-off which…

We consider the approximations behind the typical mean-field model derived for a class of systems made up of type II excitable units influenced by noise and coupling delays. The formulation of the two approximations, referred to as the…

Mathematical mean-field approaches play an important role in different fields of Physics and Chemistry, but have found in recent works also their application in Economics, Finance and Game Theory. The objective of our paper is to…