相关论文: Long Time Asymptotics for the Stochastic Follow-th…
By generalizing a class of models recently introduced to account for protracted transients in biological systems, we identify a novel mechanism for hyperuniformity. In this model, competition of particles over a shared resource guides the…
We study some linear and nonlinear shot noise models where the jumps are drawn from a compound Poisson process with jump sizes following an Erlang-$m$ distribution. We show that the associated Master equation can be written as a spatial…
We study a system of random walks, known as the frog model, starting from a profile of independent Poisson($\lambda$) particles per site, with one additional active particle planted at some vertex $\mathbf{o}$ of a finite connected simple…
The modelling of human crowd behaviors offers many challenging questions to science in general. Specifically, the social human behavior consists of many physiological and psychological processes which are still largely unknown. To model…
We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time…
Active particles self-propel themselves with a stochastically evolving velocity, generating a persistent motion leading to a non-diffusive behavior of the position distribution. Nevertheless, an effective diffusive behavior emerges at times…
We consider a stochastic aggregation model on Z^d. Start with particles located at the vertices of the lattice, initially distributed according to the product Bernoulli measure with parameter \mu. In addition, there is an aggregate, which…
The past few decades have seen robust research on questions regarding the existence, form, and properties of stationary distributions of stochastically modeled reaction networks. When a stochastic model admits a stationary distribution an…
We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…
Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…
We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…
We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
The voter model is a classical interacting particle system, modelling how global consensus is formed by local imitation. We analyse the time to consensus for a particular family of voter models when the underlying structure is a scale-free…
This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…
We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…
Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the…
We consider an exclusion process with long jumps in the box $\Lambda\_N=\{1, \ldots,N-1\}$, for $N \ge 2$, in contact with infinitely extended reservoirs on its left and on its right. The jump rate is described by a transition probability…
In this work we study a kinetic model of active particles with delayed dynamics, and its limit when the number of particles goes to infinity. This limit turns out to be related to delayed differential equations with random initial…
A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…