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We study the existence and the exponential ergodicity of a general interacting particle system, whose components are driven by independent diffusion processes with values in an open subset of $\mathds{R}^d$, $d\geq 1$. The interaction…

Probability · Mathematics 2010-12-01 Denis Villemonais

The mean-field limit of interacting diffusions without exchangeability, caused by weighted interactions and non-i.i.d. initial values, are investigated. The weights could be signed and unbounded. The result applies to a large class of…

Probability · Mathematics 2026-01-19 Zhenfu Wang , Xianliang Zhao , Rongchan Zhu

This paper develops a non-asymptotic, local approach to quantitative propagation of chaos for a wide class of mean field diffusive dynamics. For a system of $n$ interacting particles, the relative entropy between the marginal law of $k$…

Probability · Mathematics 2023-05-31 Daniel Lacker

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…

Probability · Mathematics 2026-04-07 Gaoyue Guo , Maxime Latypov , Milica Tomasevic

The study of the normalized sum of random variables and its asymptotic behaviour has been and continues to be a central chapter in probability and statistical mechanics. When those variables are independent the central limit theorem ensures…

Mathematical Physics · Physics 2012-12-18 M. Fedele

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…

Probability · Mathematics 2012-10-02 Mustapha Mourragui , Enza Orlandi

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

Using a quantum-kinetic many-body approach, exact results for the interacting system of field and matter in a specified geometry are presented. It is shown that both the spectral function of photons and the field fluctuations split up into…

Strongly Correlated Electrons · Physics 2009-01-19 Klaus Henneberger

The aim of this paper is to study the asymptotic behavior of a system of birth and death processes in mean field type interaction in discrete space. We first establish the exponential convergence of the particle system to equilibrium for a…

Probability · Mathematics 2015-10-13 Marie-Noémie Thai

Systems describing the long-range interaction between individuals have attracted a lot of attention in the last years, in particular in relation with living systems. These systems are quadratic, written under the form of transport equations…

Analysis of PDEs · Mathematics 2023-06-13 Marie Doumic , Sophie Hecht , Benoit Perthame , Diane Peurichard

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…

Probability · Mathematics 2021-08-18 Donald A. Dawson , Ahmed Sid-Ali , Yiqiang Q. Zhao

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…

Probability · Mathematics 2023-07-17 Zachary Bezemek , Konstantinos Spiliopoulos

The concept of discrepancy plays an important role in the study of uniformity properties of point sets. For sets of random points, the discrepancy is a random variable. We apply techniques from quantum field theory to translate the problem…

Mathematical Physics · Physics 2008-11-26 A. van Hameren , R. Kleiss

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…

Probability · Mathematics 2014-01-15 Stéphane Mischler , Clément Mouhot , Bernt Wennberg

We extensively investigate in-plane light diffusion in systems with thickness larger than but comparable with the transport mean free path. By exploiting amplified spontaneous emission from dye molecules placed in the same holder of the…

Optics · Physics 2015-05-28 Marco Leonetti , Cefe López

Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedures, few concentration results are known for the setting of…

Statistics Theory · Mathematics 2015-07-28 Rémi Bardenet , Odalric-Ambrym Maillard

We consider first-order conservative systems of particles with binary Coulomb interactions in the mean-field scaling regime in dimensions $d\geq 3$. We show that if at some time, the associated sequence of empirical measures converges in a…

Analysis of PDEs · Mathematics 2020-10-21 Matthew Rosenzweig

We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…

Probability · Mathematics 2011-10-25 A. Manita , V. Shcherbakov

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

Probability · Mathematics 2010-11-11 Soumik Pal , Mykhaylo Shkolnikov

One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…

Statistical Mechanics · Physics 2015-06-18 Jean-Yves Fortin