Related papers: Graphon particle systems with common noise
We study in this paper the large-time asymptotics of the empirical vector associated with a family of finite-state mean-field systems with multi-classes. The empirical vector is composed of local empirical measures characterizing the…
We demonstrate that the measurement of $1/f^{\alpha}$ noise at the single molecule or nano-object limit is remarkably distinct from the macroscopic measurement over a large sample. The single particle measurements yield a conditional…
In the context of non-Gaussian analysis, Schneider [27] introduced grey noise measures, built upon Mittag-Leffler functions; analogously, grey Brownian motion and its generalizations were constructed (see, for example, [25], [6], [7], [8]).…
We consider the boundary driven harmonic model, i.e. the Markov process associated to the open integrable XXX chain with non-compact spins. Using the factorial moments we characterize the stationary measure as a mixture of product measures.…
We establish a central limit theorem and large deviations principle that characterises small noise fluctuations of the generalised Dean--Kawasaki stochastic PDE. The fluctuations agree to first order with fluctuations of certain interacting…
In this work, we consider one-dimensional particles interacting in mean-field type through a bounded kernel. In addition, when particles hit some barrier (say zero), they are removed from the system. This absorption of particles is…
In this paper we have studied a model for self-induced aggregation in Brownian particle incorporating the non-Markovian and non-Gaussian character of the associated random noise process. In this model the time evolution of each individual…
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.…
In this article we study the convergence of a stochastic particle system that interacts through threshold hitting times towards a novel equation of McKean-Vlasov type. The particle system is motivated by an original model for the behavior…
We study the problem of optimal estimation and control of linear systems using quantized measurements, with a focus on applications over sensor networks. We show that the state conditioned on a causal quantization of the measurements can be…
We propose dynamical collapse models in which the stochastic collapse terms affect only photons and/or gravitons. In principle, isolated systems comprising only massive particles could evolve unitarily indefinitely in such models. In…
We study the interaction between gravitational waves and a quantum two-level system consisting of a spin 1/2 particle using the formalism of the proper detector frame. This approach highlights the effects of gravitational waves on both the…
A particle system with a single locally-conserved field (density) in a bounded interval with different densities maintained at the two endpoints of the interval is under study here. The particles interact in the bulk through a long range…
We pursue our study of integrable weak noise theories of directed polymer and interacting particle stochastic models in the 1D KPZ universality class. Here we focus on the $q$-TASEP in either continuous or discrete time. Each particle on…
We study an additive-noise approximation to Keller-Segel-Dean-Kawasaki dynamics, which is proposed as an approximate model to the fluctuating hydrodynamics of chemotactically interacting particles around their mean-field limit. As such, the…
We consider a general framework for multi-type interacting particle systems on graphs, where particles move one at a time by random walk steps, different types may have different speeds, and may interact, possibly randomly, when they meet.…
In graphene, where the electron-electron scattering is dominant, electrons collectively act as a fluid. This hydrodynamic behaviour of charge carriers leads to exciting nonlinear phenomena such as solitary waves and shocks, among others. In…
A non-markovian stochastic model is shown to lead to a universal relationship between particle's energy, driven frequency and a frequency of interaction with the medium. It is briefly discussed the possible relevance of this general…
We analyze precision bounds for a local phase estimation in the presence of general, non-Markovian phase noise. We demonstrate that the metrological equivalence of product and maximally entangled states that holds under strictly Markovian…
This article establishes the cutoff phenomenon in the Wasserstein distance for systems of nonlinear ordinary differential equations with a unique coercive stable fixed point subject to general additive Markovian noise in the limit of small…