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Exit problem of McKean-Vlasov diffusions in convex landscape
32 pages. Anglais corrigé. -
Moderate Deviations for Mean Field Particle Models
This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations... -
A nonasymptotic theorem for unnormalized Feynman-Kac particle models
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The East model: recent results and new progresses
International audience -
Dynamic Systems of Social Interactions
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LAST PASSAGE PERCOLATION AND TRAVELING FRONTS
We consider a system of N particles with a stochastic dynamics introduced by Brunet and Derrida. The particles can be interpreted as last passage times in directed... -
Stochastic Local Intensity Loss Models with Interacting Particle Systems
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A rudimentary Markovian model of atomic diffusion
We introduce and study an interacting particle system. The evolution is Markovian. The elementary step of the dynamics is the following: one point is randomly chosen... -
Interacting particle systems and random deposition models
The results of this thesis are organized in three parts that are nearly independent. In the first part, we treat the problem of the defintion of a class of Markov... -
A coupling construction for spin systems with infinite range interactions
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Tandem queueing networks with neighbor blocking and back-offs
International audience -
Tree based functional expansions for Feynman--Kac particle models
Published in at http://dx.doi.org/10.1214/08-AAP565 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics... -
Coalescent tree based functional representations for some Feynman-Kac particl...
Nous proposons des représentations fonctionnelles en terme d'arbre coalescent, pour une classe de distributions particulaires de type Feynman-Kac, ce qui inclut en... -
Coalescent tree based functional representations for some Feynman-Kac particl...
We design a theoretic tree-based functional representation of a class of Feynman-Kac particle distributions, including an extension of the Wick product formula to... -
KINETICALLY CONSTRAINED PARTICLE SYSTEMS ON A LATTICE
This thesis is about stochastic lattice models of particle systems with Glauber dynamics and kinetic constraints (KCSM), more specifically the East and FA-1f models.... -
Mathematical study of stochastic models of evolution belonging to the ecologi...
This thesis is interested in the probabilistic study ofecological models belonging to the recent theory of "adaptive dynamics". After having presented and generalized... -
Review of risk assessment status for air traffic
iFly project deliverable -
SYNCHRONIZATION AND PHASE REDUCTION IN INTERACTING STOCHASTIC SYSTEMS
The subject of this thesis is the role of noise in interacting systems, with an eye to applications in Biology. This study is based on the Kuramoto model, a model of... -
Exit-time of an inhomogeneous diffusion
We investigate the exit problem for a diffusion which drift is not time-homogeneous. More precisely, we study this problem for a McKean-Vlasov diffusion, that...
