Related papers: Mean-Field Limits for Nearly Unstable Hawkes Proce…
We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…
We study Mean Field Games (MFGs) driven by a large class of nonlocal, fractional and anomalous diffusions in the whole space. These non-Gaussian diffusions are pure jump L\'evy processes with some $\sigma$-stable like behaviour. Included…
We consider a system of $N$ neurons, each spiking randomly with rate depending on its membrane potential. When a neuron spikes, its potential is reset to $0$ and all other neurons receive an additional amount $h/N$ of potential, where $ h >…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
In this paper, we develop a novel argument, the non-autonomous approximation method, to seek the asymptotic limits of the fully coupled multi-scale McKean-Vlasov stochastic systems with irregular coefficients, which, as summarized in…
In the present work, we introduce a general class of mean-field interacting nonlinear Hawkes processes modelling the reciprocal interactions between two neuronal populations, one excitatory and one inhibitory. The model incorporates two…
Marginally unstable Holmboe modes for smooth density and velocity profiles are studied. For a large family of flows and stratification that exhibit Holmboe instability, we show that the modes with phase velocity equal to the maximum or the…
The Heisenberg limit traditionally provides a lower bound on the phase uncertainty scaling as 1/<N>, where <N> is the mean number of photons in the probe. However, this limit has a number of loopholes which potentially might be exploited,…
In this note, we consider generalizations of the Cucker-Smale dynamical system and we derive rigorously in Wasserstein's type topologies the mean-field limit (and propagation of chaos) to the Vlasov-type equation introduced in [12].Unlike…
In all local low-dimensional models, scaling at critical points deviates from mean field behavior -- with one possible exception. This exceptional model with ``ordinary" behavior is an inherently non-equilibrium model studied some time ago…
Hawkes process (HP) is a point process with a conditionally dependent intensity function. This paper defines the tempered fractional Hawkes process (TFHP) by time-changing the HP with an inverse tempered stable subordinator. We obtained…
A rigorous lower bound is obtained for the average resolution of any estimate of a shift parameter, such as an optical phase shift or a spatial translation. The bound has the asymptotic form k_I/<2|G|> where G is the generator of the shift…
We determine the large size limit of a network of interacting Hawkes Processes on an adaptive network. The flipping of the node variables is taken to have an intensity given by the mean-field of the afferent edges and nodes. The flipping of…
We consider a system of hierarchical interacting spins under dynamics of spin-flip type with a ferromagnetic mean field interaction, scaling with the hierarchical distance, coupled with a system of linearly interacting hierarchical…
The ultimate limits to estimating a fluctuating phase imposed on an optical beam can be found using the recently derived continuous quantum Cramer-Rao bound. For Gaussian stationary statistics, and a phase spectrum scaling asymptotically as…
A semiclassical theory of dissipative Henon-Heiles system is proposed. Based on $\hbar$-scaling of an equation for evolution of Wigner quasiprobability distribution function in presence of dissipation and thermal diffusion, we derive a…
We introduce a model for limit order book of a certain security with two main features: First, both the limit orders and market orders for the given asset are allowed to appear and interact with each other. Second, the high frequency…
In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…
Event-driven systems in fields such as neuroscience, social networks, and finance often exhibit dynamics influenced by continuously evolving external covariates. Motivated by these applications, we introduce a new class of multivariate…
We establish limit theorems for re-scaled occupation time fluctuations of a sequence of branching particle systems in $\R^d$ with anisotropic space motion and weakly degenerate splitting ability. In the case of large dimensions, our limit…