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We consider the graphon mean-field system introduced in the work of Bayraktar, Chakraborty, and Wu. It is the large-population limit of a heterogeneously interacting diffusive particle system, where the interaction is of mean-field type…

Statistics Theory · Mathematics 2024-03-12 Erhan Bayraktar , Hongyi Zhou

This chapter focuses on the derivation of a doubly nonlocal Fisher-KPP model, which is a macroscopic nonlocal evolution equation describing population dynamics in the large population limit. The derivation starts from a microscopic…

Analysis of PDEs · Mathematics 2024-06-11 Jasper Hoeksema , Anastasiia Hraivoronska , Oliver Tse

This paper is concerned with the convergence and long-term stability analysis of the feedback particle filter (FPF) algorithm. The FPF is an interacting system of $N$ particles where the interaction is designed such that the empirical…

Probability · Mathematics 2018-09-24 Amirhossein Taghvaei , Prashant G. Mehta

Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

Computer Science and Game Theory · Computer Science 2022-02-21 Kai Cui , Heinz Koeppl

In this paper, we consider a system of heterogeneously interacting quantum particles subject to indirect continuous measurement. The interaction is assumed to be of the mean-field type. We derive a new limiting quantum graphon system, prove…

Analysis of PDEs · Mathematics 2024-05-15 Sofiane Chalal , Nina H. Amini , Gaoyue Guo , Hamed Amini

We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…

Probability · Mathematics 2024-10-16 Carla Crucianelli , Ludovic Tangpi

We introduce the Fisher information in the basis of decay modes of Markovian dynamics, arguing that it encodes important information about the behavior of nonequilibrium systems. In particular we generalize an orthonormality relation…

Statistical Mechanics · Physics 2014-09-16 Matteo Polettini

Markov Random Field models are powerful tools for the study of complex systems. However, little is known about how the interactions between the elements of such systems are encoded, especially from an information-theoretic perspective. In…

Information Theory · Computer Science 2015-03-19 Alexandre L. M. Levada

This paper develops a non-asymptotic approach to mean field approximations for systems of $n$ diffusive particles interacting pairwise. The interaction strengths are not identical, making the particle system non-exchangeable. The marginal…

Probability · Mathematics 2026-04-17 Daniel Lacker , Lane Chun Yeung , Fuzhong Zhou

Near the beginning of the century, Wright and Fisher devised an elegant, mathematically tractable model of gene reproduction and replacement that laid the foundation for contemporary population genetics. The Wright-Fisher model and its…

Probability · Mathematics 2013-12-23 Todd L. Parsons

The large-population system consists of considerable small agents whose individual behavior and mass effect are interrelated via their state-average. The mean-field game provides an efficient way to get the decentralized strategies of…

Optimization and Control · Mathematics 2014-03-25 Jianhui Huang , Shujun Wang

We consider a drift-diffusion process of $N$ stochastic particles and show that its empirical measure converges, as $N\rightarrow \infty$, to the solution of the Landau equation. We work in the regime of very soft and Coulomb potentials…

Analysis of PDEs · Mathematics 2026-01-06 Côme Tabary

The efficient sensing of weak environmental perturbations via special degeneracies called exceptional points in non-Hermitian systems has gained enormous traction in the last few decades. However, in contrast to the extensive literature on…

Quantum Physics · Physics 2022-03-02 J. Wang , D. Mukhopadhyay , G. S. Agarwal

The Fisher Information matrix is a widely used measure for applications ranging from statistical inference, information geometry, experiment design, to the study of criticality in biological systems. Yet there is no commonly accepted…

Computation · Statistics 2016-02-17 Omri Har Shemesh , Rick Quax , Borja Miñano , Alfons G. Hoekstra , Peter M. A. Sloot

We study a nonlinear graphon particle system driven by both idiosyncratic and common noise, where interactions are governed by a graphon and represented as positive finite measures. Each particle evolves via a McKean-Vlasov-type SDE with…

Probability · Mathematics 2026-04-28 Erhan Bayraktar , Xihao He , Donghan Kim

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…

Probability · Mathematics 2022-03-24 Fabio Coppini

The study of network supported opinion dynamics in large groups of autonomous agents is attracting an increasing interest during the last years. In this paper, we proposed the use of the recent graphon theory to model and simulate an…

Classical Analysis and ODEs · Mathematics 2022-06-22 Giacomo Aletti , Giovanni Naldi

The Fisher information $F$ gives a limit to the ultimate precision achievable in a phase estimation protocol. It has been shown recently that the Fisher information for a linear two-mode interferometer cannot exceed the number of particles…

Although Shannon mutual information has been widely used, its effective calculation is often difficult for many practical problems, including those in neural population coding. Asymptotic formulas based on Fisher information sometimes…

Information Theory · Computer Science 2019-03-06 Wentao Huang , Kechen Zhang

We consider the problem of estimating an arbitrary dynamical parameter of an quantum open system in the input-output formalism. For irreducible Markov processes, we show that in the limit of large times the system-output state can be…

Quantum Physics · Physics 2015-09-02 Catalin Catana , Luc Bouten , Madalin Guta