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We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

In this article we show, in a concise manner, a result of uniform in time propagation of chaos for non exchangeable systems of particles interacting according to a random graph. Provided the interaction is Lipschitz continuous, the…

Probability · Mathematics 2023-04-18 Pierre Le Bris , Christophe Poquet

We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…

Probability · Mathematics 2014-09-09 Vadim Gorin , Mykhaylo Shkolnikov

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…

Probability · Mathematics 2023-08-16 Viktor Bezborodov , Luca Di Persio , Martin Friesen , Peter Kuchling

Interacting particle systems are in frequent use to model collective behaviour in various situations and applications. For many systems, the interaction between the agents is restricted to an underlying network structure and often, the…

Analysis of PDEs · Mathematics 2025-07-30 Sebastian Throm

In this paper we establish a diffusion limit for a multivariate continuous time Markov chain whose components are indexed by vertices of a finite graph. The components take values in a common finite set of non-negative integers and evolve…

Probability · Mathematics 2025-09-15 Anatolii Puhalskii , Vadim Shcherbakov

Graphene has emerged as a promising platform to bring nonlinear quantum optics to the nanoscale, where a large intrinsic optical nonlinearity enables long-lived and actively tunable plasmon polaritons to strongly interact. Here we…

We propose a nonparametric framework for the analysis of networks, based on a natural limit object termed a graphon. We prove consistency of graphon estimation under general conditions, giving rates which include the important practical…

Statistics Theory · Mathematics 2013-09-30 Patrick J. Wolfe , Sofia C. Olhede

We report on a simple strategy to treat mean-field limits of quantum mechanical systems in which a large number of particles weakly couple to a second-quantized radiation field. Extending the method of counting, introduced in [Lett. Math.…

Mathematical Physics · Physics 2021-04-27 Nikolai Leopold , Peter Pickl

We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by…

Probability · Mathematics 2020-01-01 Roberto I. Oliveira , Guilherme H. Reis , Lucas M. Stolerman

We establish a central limit theorem for the sum of $\epsilon$-independent random variables, extending both the classical and free probability setting. Central to our approach is the use of graphon limits to characterize the limiting…

Probability · Mathematics 2024-12-02 Guillaume Cébron , Patrick Oliveira Santos , Pierre Youssef

The theory of graphons is an important tool in understanding properties of large networks. We investigate a power-law random graph model and cast it in the graphon framework. The distinctively different structures of the limit graph are…

Probability · Mathematics 2022-08-22 Mei Yin

A graphon is a limiting object used to describe the behaviour of large networks through a function that captures the probability of edge formation between nodes. Although the merits of graphons to describe large and unlabelled networks are…

Methodology · Statistics 2024-08-23 Charles Dufour , Sofia C. Olhede

This paper concerns the large deviations of a system of interacting particles on a random graph. There is no stochasticity, and the only sources of disorder are the random graph connections, and the initial condition. The average number of…

Probability · Mathematics 2021-03-08 James MacLaurin

Interacting particle systems can often be constructed from a graphical representation, by applying local maps at the times of associated Poisson processes. This leads to a natural coupling of systems started in different initial states. We…

Probability · Mathematics 2020-03-19 Tibor Mach , Anja Sturm , Jan M. Swart

The propagation of chaos property for a system of interacting particles, describing the spatial evolution of a network of interacting filaments is studied. The creation of a network of mycelium is analyzed as representative case, and the…

Probability · Mathematics 2020-07-02 Rémi Catellier , Yves D'Angelo , Cristiano Ricci

We consider graph states of arbitrary number of particles undergoing generic decoherence. We present methods to obtain lower and upper bounds for the system's entanglement in terms of that of considerably smaller subsystems. For an…

Quantum Physics · Physics 2009-07-15 Daniel Cavalcanti , Rafael Chaves , Leandro Aolita , Luiz Davidovich , Antonio Acin

We consider particle systems that evolve by inertialess binary interaction through general non-attractive kernels of singularity $|x|^{-\alpha}$ with $\alpha<d-1$. We prove a quantitative mean-field limit in terms of Wasserstein distances…

Analysis of PDEs · Mathematics 2025-09-18 Richard M. Höfer , Richard Schubert

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…

Probability · Mathematics 2025-12-30 Datong Zhou

We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution…

Probability · Mathematics 2021-07-19 Erhan Bayraktar , Ruoyu Wu