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

The Random Batch Method proposed in our previous work [Jin et al., J. Comput. Phys., 400(1), 2020] is not only a numerical method for interacting particle systems and its mean-field limit, but also can be viewed as a model of particle…

We derive the mean-field equations arising as the limit of a network of interacting spiking neurons, as the number of neurons goes to infinity. The neurons belong to a fixed number of populations and are represented either by the…

This work is devoted to the study of relaxation--dissipation processes in systems described by Quantum Field Theory. In the first part, I focus on the phi^4 scalar quantum field theory in finite volume in the large N limit. I find that the…

We consider a system of $N$ Hawkes processes and observe the actions of a subpopulation of size $K \le N$ up to time $t$, where $K$ is large. The influence relationships between each pair of individuals are modeled by i.i.d.Bernoulli($p$)…

We consider several models with long-range interactions evolving via Hamiltonian dynamics. The microcanonical dynamics of the basic Hamiltonian Mean Field (HMF) model and perturbed HMF models with either global anisotropy or an on-site…

We investigate the nonparametric estimation problem of the density $\pi$, representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(X_t, \lambda_t\right)_{t \in[0, T]}$. In this system, $X$…

We consider particle-based stochastic reaction-drift-diffusion models where particles move via diffusion and drift induced by one- and two-body potential interactions. The dynamics of the particles are formulated as measure-valued…

Out-of-equilibrium quasistationary states (QSSs) are one of the signatures of a broken ergodicity in long-range interacting systems. For the widely studied Hamiltonian Mean-Field model, the lifetime of some QSSs has been shown to diverge…

We consider oscillatory systems of interacting Hawkes processes introduced in Ditlevsen and Loecherbach (2017) to model multi-class systems of interacting neurons together with the diffusion approximations of their intensity processes. This…

Functional limit theorems for scaled fluctuations of occupation time processes of a sequence of critical branching particle systems in $\R^d$ with anisotropic space motions and strongly degenerated splitting abilities are proved in the…

This paper is devoted to the study of propagation of chaos and mean-field limits for systems of indistinguable particles, undergoing collision processes. The prime examples we will consider are the many-particle jump processes of Kac and…

We formulate a kinetic theory of self-interacting meson fields with an aim to describe the freezeout stage of the space-time evolution of matter in ultrarelativistic nuclear collisions. Kinetic equations are obtained from the Heisenberg…

A generic feature of systems with long-range interactions is the presence of {\it quasi-stationary} states with non-Gaussian single particle velocity distributions. For the case of the Hamiltonian Mean Field (HMF) model, we demonstrate that…

We derive the limiting distributions of exceedances point processes of randomly scaled weakly dependent stationary Gaussian sequences under some mild asymptotic conditions. In the literature analogous results are available only for…

The Hamiltonian Mean Field (HMF) model is a prototype for systems with long-range interactions. It describes the motion of $N$ particles moving on a ring, coupled through an infinite-range potential. The model has a second order phase…

The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…

We investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three…

We develop a limit theory for controlled mean field stochastic partial differential equations in a variational framework. More precisely, we prove existence results for mean field limits and particle approximations, and we establish a…

We consider a general McKean-Vlasov stochastic differential equation driven by a rotationally invariant $\alpha$-stable process on $\mathbb{R}^d$ with $\alpha \in (1,2)$. We assume that the diffusion coefficient is the identity matrix and…

In this article, we fill a gap in the literature regarding quantitative functional central limit theorems (qfCLT) for Hawkes processes by providing an upper bound for the convergence of a nearly unstable Hawkes process toward a…