相关论文: Quantitative concentration inequalities on sample …

This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of nonlinear measure valued processes. We combine an original stochastic…

This paper builds upon the methods developed in [22] and [15] to investigate the large population behavior of non exchangeable systems of N diffusive particles when the interaction matrix converges (in some sense) to a graphon. We first…

We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…

We consider a class of many-body Hamiltonians composed of a free (kinetic) part and a multi-particle (potential) interaction with a compactness assumption on the latter part. We investigate the mean field limit of such quantum systems…

We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions…

We study an interacting particle system whose dynamics depends on an interacting random environment. As the number of particles grows large, the transition rate of the particles slows down (perhaps because they share a common resource of…

We consider a mean-field system of path-dependent stochastic interacting diffusions in random media over a finite time window. The interaction term is given as a function of the empirical measure and is allowed to be non-linear and path…

We investigate large deviations for the empirical measure of the position and momentum of a particle traveling in a box with hot walls. The particle travels with uniform speed from left to right, until it hits the right boundary. Then it is…

We show that observing the trajectories of confined particles in a thermal equilibrium state yields an estimate on the free-space diffusion coefficient. For generic trapping potentials and interactions between particles, the estimate comes…

In present work we study informational measures for the problem of interference of quantum particles. We demonstrate that diffraction picture in the far field, which is given by probability density of particle momentum distribution,…

A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…

We consider a large number $N$ of quantum particles coupled via a mean field interaction to another quantum system (reservoir). Our main result is an expansion for the averages of observables, both of the particles and of the reservoir, in…

This paper studies the Gibbs measure of an interacting particle system with a general interaction kernel at various temperature regimes. We are particularly interested in fine features of the convergence to the mean-field density as the…

In this paper we prove a large deviation principle (LDP) for the empirical measure of a general system of mean-field interacting diffusions with singular drift (as the number of particles tends to infinity) and show convergence to the…

In the paper we consider the problem of the rigorous description of the kinetic evolution in the presence of initial correlations of quantum large particle systems. One of the developed approaches consists in the description of the…

We investigate the mean-field limit for interacting particle systems through a duality-based framework and obtain quantitative estimates on the convergence of marginals as well as on correlation functions. In particular, for merely…

We investigate systems of interacting stochastic differential equations with two kinds of heterogeneity: one originating from different weights of the linkages, and one concerning their asymptotic relevance when the system becomes large. To…

We consider a finite number of particles characterised by their positions and velocities. At random times a randomly chosen particle, the follower, adopts the velocity of another particle, the leader. The follower chooses its leader…

We consider a $N$-particle interacting particle system with the vision geometrical constraints and reflected noises, proposed as a model for collective behavior of individuals. We rigorously derive a continuity-type of mean-field equation…

A quantum measurement model based upon restricted path-integrals allows us to study measurements of generalized position in various one-dimensional systems of phenomenological interest. After a general overview of the method we discuss the…