Asymptotics of the Invariant Measure in Mean Field Models with Jumps

We consider the asymptotics of the invariant measure for the process of the empirical spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle. The chains are coupled through the dependence of the transition rates on this spatial distribution of particles in the various states. Our model is a caricature for medium access interactions in wireless local area networks. It is also applicable to the study of spread of epidemics in a network. The limiting process satisfies a deterministic ordinary differential equation called the McKean-Vlasov equation. When this differential equation has a unique globally asymptotically stable equilibrium, the spatial distribution asymptotically concentrates on this equilibrium. More generally, its limit points are supported on a subset of the $\omega$-limit sets of the McKean-Vlasov equation. Using a control-theoretic approach, we examine the question of large deviations of the invariant measure from this limit.Comment: 58 pages, reorganised to get quickly to the main results on invariant measure; Stochastic Systems, volume 2, 201

Probability around the Quantum Gravity. Part 1: Pure Planar Gravity

In this paper we study stochastic dynamics which leaves quantum gravity equilibrium distribution invariant. We start theoretical study of this dynamics (earlier it was only used for Monte-Carlo simulation). Main new results concern the existence and properties of local correlation functions in the thermodynamic limit. The study of dynamics constitutes a third part of the series of papers where more general class of processes were studied (but it is self-contained), those processes have some universal significance in probability and they cover most concrete processes, also they have many examples in computer science and biology. At the same time the paper can serve an introduction to quantum gravity for a probabilist: we give a rigorous exposition of quantum gravity in the planar pure gravity case. Mostly we use combinatorial techniques, instead of more popular in physics random matrix models, the central point is the famous $\alpha =-7/2$ exponent.Comment: 40 pages, 11 figure

A pedestrian's view on interacting particle systems, KPZ universality, and random matrices

These notes are based on lectures delivered by the authors at a Langeoog seminar of SFB/TR12 "Symmetries and universality in mesoscopic systems" to a mixed audience of mathematicians and theoretical physicists. After a brief outline of the basic physical concepts of equilibrium and nonequilibrium states, the one-dimensional simple exclusion process is introduced as a paradigmatic nonequilibrium interacting particle system. The stationary measure on the ring is derived and the idea of the hydrodynamic limit is sketched. We then introduce the phenomenological Kardar-Parisi-Zhang (KPZ) equation and explain the associated universality conjecture for surface fluctuations in growth models. This is followed by a detailed exposition of a seminal paper of Johansson that relates the current fluctuations of the totally asymmetric simple exclusion process (TASEP) to the Tracy-Widom distribution of random matrix theory. The implications of this result are discussed within the framework of the KPZ conjecture.Comment: 52 pages, 4 figures; to appear in J. Phys. A: Math. Theo

Some simple but challenging Markov processes

In this note, we present few examples of Piecewise Deterministic Markov Processes and their long time behavior. They share two important features: they are related to concrete models (in biology, networks, chemistry,. . .) and they are mathematically rich. Their math-ematical study relies on coupling method, spectral decomposition, PDE technics, functional inequalities. We also relate these simple examples to recent and open problems