Related papers: Central limit theorem for a spatial stochastic epi…
A central limit theorem is shown for moderately interacting particles in the whole space. The interaction potential approximates singular attractive or repulsive potentials of sub-Coulomb type. It is proved that the fluctuations become…
The distribution of a Markov process with killing, conditioned to be still alive at a given time, can be approximated by a Fleming-Viot type particle system. In such a system, each particle is simulated independently according to the law of…
Many natural phenomena are effectively described by interacting particle systems, which can be modeled using either deterministic or stochastic differential equations (SDEs). In this study, we specifically investigate particle systems…
We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…
In this paper we intend to present a unified treatment of a variety of singular interacting particle systems and their McKean-Vlasov limits. This unified approach is based on the use of the relative entropy on the path space in the spirit…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…
We consider a class of particle systems described by differential equations (both stochastic and deterministic), in which the interaction network is determined by the realization of an Erd\H{o}s-R\'enyi graph with parameter $p_n\in (0, 1]$,…
This work addresses the mean-field limit of inertial particle systems with singular interactions in a perturbative regime around Gibbs equilibrium. We prove that small fluctuations around equilibrium are asymptotically governed by the…
Motivated by a general principle governing regulation mechanisms in biological cells, we investigate a general interaction scheme between different populations of particles and specific particles, referred to as agents. Assuming that each…
This article is devoted to the analysis of a particle system model for epidemics among a finite population with susceptible, infective and removed individuals (SIR). The infection mechanism depends on the relative distance between…
We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…
We study multi-patch epidemic models where individuals may migrate from one patch to another in either of the susceptible, exposed/latent, infectious and recovered states. We assume that infections occur both locally with a rate that…
We present a stochastic version of the Cucker-Smale flocking dynamics based on a markovian $N$-particle system of pair interactions with unbounded and, in general, non-Lipschitz continuous interaction potential. We establish the infinite…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
We investigate the fluctuations of the stochastic Becker-D\"oring model of polymerization when the initial size of the system converges to infinity. A functional central limit problem is proved for the vector of the number of polymers of a…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
Fokker-Planck equations represent a suitable description of the finite-time behavior for a large class of particle systems as the size of the population tends to infinity. Recently, the theory of graph limits has been introduced in the…
We study the asymptotic behavior of the normalized maxima of real-valued diffusive particles with mean-field drift interaction. Our main result establishes propagation of chaos: in the large population limit, the normalized maxima behave as…
We study the solutions of a McKean-Vlasov stochastic differential equation (SDE) driven by a Poisson process. In neuroscience, this SDE models the mean field limit of a system of $N$ interacting excitatory neurons with $N$ large. Each…