相关论文: Mean-Field Limits for Nearly Unstable Hawkes Proce…

For a system of mean field interacting diffusion on $\mathbb{T}^d$, the empirical measure $\mu^N$ converges to the solution $\mu$ of the Fokker-Planck equation. Refining this mean field limit as a Central Limit Theorem, the fluctuation…

This paper provides and extends second-order versions of several fundamental theorems on first-order regularly varying functions such as Karamata's theorem/representation and Tauberian's theorem. Our results are used to establish…

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

The flow of two macroscopically immiscible, viscous, incompressible fluids with unmatched densities is studied, where a transfer of mass between the constituents by phase transition is taken into account. To this end, two…

We consider the process of diffusion scattering of a wave function given on the phase space. In this process the heat diffusion is considered only along momenta. We write down the modified Kramers equation describing this situation. In this…

We study quasinormal modes of test scalar, electromagnetic, and Dirac fields in the background of a new analytic regular black-hole solution obtained as an exact solution of the Einstein equations sourced by a Dehnen-type matter…

This paper continues our survey about the mean-field derivation of the two-dimensional signal-dependent Keller-Segel system studied in [1]. Therefore, we consider the same system of moderately interacting particles as before. The difference…

In a discrete-time setting, we consider an arrival process $\left\{\xi_n \, \middle| \, n = 1, 2, \ldots \right\}$, which models the occurrence of events, and a corresponding point process $\left\{H_n \, \middle| \, n = 1, 2, \ldots…

We consider sequences of needlet random fields defined as weighted averaged forms of spherical Gaussian eigenfunctions. Our main result is a Central Limit Theorem in the high energy setting, for the boundary lengths of their excursion sets.…

We present a non-perturbative, mean-field theory for the Fermi-Pasta-Ulam-Tsingou model with quartic interaction, capturing the quasiperiodic features shown by the system at all energies in the thermodynamic limit. Starting from the true…

In this paper we explore the possibility of performing Heisenberg limited quantum metrology of a phase, without any prior, by employing only maximally entangled states. Starting from the estimator introduced by Higgins et al. in New J.…

Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit for mean-field systems of interacting diffusions with simultaneous jumps. We prove propagation of chaos via a coupling technique that involves…

Resonances in the form of quasi-normal modes (QNMs) for open scattering systems can be generally identified in the far field through peaks of scattering spectra (\textit{e.g.} cross sections of scattering, extinction and absorption).…

The paper presents new asymptotic recurrent algorithms of phase space reduction for regularly and singularly perturbed semi-Markov processes. These algorithms give effective conditions of weak convergence for distributions and convergence…

In this work, we establish the small-noise asymptotic behaviour (namely, the functional law of large numbers and the large deviation principle) for multi-scale McKean--Vlasov diffusions with super-linear kernels. In this setting, the…

This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…

We develop a mean-field theory for large, non-exchangeable particle (agent) systems where the states and interaction weights co-evolve in a coupled system of SDEs. A first main result is the establishment of the propagation of…

The Hawkes process, a self-exciting point process, has a wide range of applications in modeling earthquakes, social networks and stock markets. The established estimation process requires that researchers have access to the exact time…

In this paper, we propose an extension of the Hawkes process by incorporating a kernel based on the tempered Mittag-Leffler distribution. This is the generalization of the work presented in [10]. We derive analytical results for the…

Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…