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We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the…

The problem of reliability of a large distributed system is analyzed via a new mathematical model. A typical framework is a system where a set of files are duplicated on several data servers. When one of these servers breaks down, all…

Probability · Mathematics 2017-06-05 Reza Aghajani , Philippe Robert , Wen Sun

The spatio-temporally periodic (STP) potential is interesting in Physics due to the intimate coupling between its time and spatial components. In this paper we begin with a brief discussion of the dynamical behaviors of a single particle in…

Chaotic Dynamics · Physics 2014-09-04 Owen D. Myers , Junru Wu , Jeffrey S. Marshall , Christopher M. Danforth

We investigate the problem of effusion of particles initially confined in a finite one-dimensional box of size $L$. We study both passive as well active scenarios, involving non-interacting diffusive particles and run-and-tumble particles,…

Statistical Mechanics · Physics 2025-02-03 Arup Biswas , Stephy Jose , Arnab Pal , Kabir Ramola

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…

Probability · Mathematics 2011-06-17 Amarjit Budhiraja , Pierre Del Moral , Sylvain Rubenthaler

We present a stochastic version of the Cucker-Smale flocking dynamics based on a markovian $N$-particle system of pair interactions with unbounded and, in general, non-Lipschitz continuous interaction potential. We establish the infinite…

Probability · Mathematics 2022-03-17 Martin Friesen , Oleksandr Kutoviy

Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…

Condensed Matter · Physics 2009-10-28 Malte Henkel , Enzo Orlandini , Gunter M. Schütz

Consider a sample of size $N$ from a population governed by a hierarchical species sampling model. We study the large $N$ asymptotic behavior of the number ${\bf K}_N$ of clusters and the number ${\bf M}_{r,N}$ of clusters with frequency…

Probability · Mathematics 2025-01-17 Stefano Favaro , Shui Feng , J. E. Paguyo

We investigate stochastic models of particles entering a channel with a random time distribution. When the number of particles present in the channel exceeds a critical value $N$, a blockage occurs and the particle flux is definitively…

Statistical Mechanics · Physics 2015-10-07 C. Barré , J. Talbot , P. Viot L. Angelani , A. Gabrielli

We study a coupled dynamics of a network and a particle system. Particles of density $\rho$ diffuse freely along edges, each of which is rewired at a rate given by a decreasing function of particle flux. We find that the coupled dynamics…

Statistical Mechanics · Physics 2008-03-24 Sang-Woo Kim , Jae Dong Noh

In this work we study the stochastic process of two-species coagulation. This process consists in the aggregation dynamics taking place in a ring. Particles and clusters of particles are set in this ring and they can move either clockwise…

Analysis of PDEs · Mathematics 2014-04-22 Carlos Escudero , Fabricio Macia , Raul Toral , Juan J. L. Velazquez

We consider a stochastic particle system in which a finite number of particles interact with one another via a common energy tank. Interaction rate for each particle is proportional to the square root of its kinetic energy, as is consistent…

Probability · Mathematics 2016-01-06 Yao Li , Lai-Sang Young

A gas of interacting particles is a paradigmatic example of chaotic systems. It is shown here that even if all but one particle are fixed in generic positions, the excited states of the moving particle are chaotic. They are characterized by…

Quantum Physics · Physics 2023-01-18 Vladimir A. Yurovsky

We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system. Our method recursively updates the model parameters using…

Statistics Theory · Mathematics 2026-02-25 Louis Sharrock , Nikolas Kantas , Grigorios A. Pavliotis

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

We propose a simple model for reaction-diffusion systems with orientational constraints on the reactivity of particles, and map it onto a field theory with upper critical dimension d_c=2. To two-loop level the long-time particle density…

Statistical Mechanics · Physics 2009-10-31 Zoran Konkoli , Henrik Johannesson , Benjamin P. Lee

Motivated by nucleation and molecular aggregation in physical, chemical and biological settings, we present an extension to a thorough analysis of the stochastic self-assembly of a fixed number of identical particles in a finite volume. We…

Biomolecules · Quantitative Biology 2016-02-17 Romain Yvinec , Samuel Bernard , Erwan Hingant , Laurent Pujo-Menjouet

Small oscillations of an elastic system of point masses (particles) with a nonlocal interaction are considered. We study the asymptotic behavior of the system, when number of particles tends to infinity, and the distances between them and…

Analysis of PDEs · Mathematics 2018-01-30 E. Khruslov , M. Goncharenko

Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…

Statistical Mechanics · Physics 2023-02-06 Jonathan Dexter , Ian J. Ford

We study the unitary time evolution of the entropy of entanglement of a one-dimensional system between the degrees of freedom in an interval of length l and its complement, starting from a pure state which is not an eigenstate of the…

Statistical Mechanics · Physics 2011-02-16 Pasquale Calabrese , John Cardy