Evolutionary game of coalition building under external pressure

We study the fragmentation-coagulation (or merging and splitting) evolutionary control model as introduced recently by one of the authors, where $N$ small players can form coalitions to resist to the pressure exerted by the principal. It is a Markov chain in continuous time and the players have a common reward to optimize. We study the behavior as $N$ grows and show that the problem converges to a (one player) deterministic optimization problem in continuous time, in the infinite dimensional state space

A new approach to quantitative propagation of chaos for drift, diffusion and jump processes

This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations around the deterministic limit and of correlations between particles, as the number of particles goes to infinity. To this end we introduce a general functional framework which reduces this question to the one of proving a purely functional estimate on some abstract generator operators (consistency estimate) together with fine stability estimates on the flow of the limiting nonlinear equation (stability estimates). Then we apply this method to a Boltzmann collision jump process (for Maxwell molecules), to a McKean-Vlasov drift-diffusion process and to an inelastic Boltzmann collision jump process with (stochastic) thermal bath. To our knowledge, our approach yields the first such quantitative results for a combination of jump and diffusion processes.Comment: v2 (55 pages): many improvements on the presentation, v3: correction of a few typos, to appear In Probability Theory and Related Field

Feller Processes: The Next Generation in Modeling. Brownian Motion, L\'evy Processes and Beyond

We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of L\'evy processes. Brownian Motion is one of the most frequently used continuous time Markov processes in applications. In recent years also L\'evy processes, of which Brownian Motion is a special case, have become increasingly popular. L\'evy processes are spatially homogeneous, but empirical data often suggest the use of spatially inhomogeneous processes. Thus it seems necessary to go to the next level of generalization: Feller processes. These include L\'evy processes and in particular Brownian motion as special cases but allow spatial inhomogeneities. Many properties of Feller processes are known, but proving the very existence is, in general, very technical. Moreover, an applicable framework for the generation of sample paths of a Feller process was missing. We explain, with practitioners in mind, how to overcome both of these obstacles. In particular our simulation technique allows to apply Monte Carlo methods to Feller processes.Comment: 22 pages, including 4 figures and 8 pages of source code for the generation of sample paths of Feller processe

Idempotent convexity and algebras for the capacity monad and its submonads

Idempotent analogues of convexity are introduced. It is proved that the category of algebras for the capacity monad in the category of compacta is isomorphic to the category of $(\max,\min)$-idempotent biconvex compacta and their biaffine maps. It is also shown that the category of algebras for the monad of sup-measures ($(\max,\min)$-idempotent measures) is isomorphic to the category of $(\max,\min)$-idempotent convex compacta and their affine maps

Measure-valued limits of interacting particle systems with k-nary interactions - I. One-dimensional limits

It is shown that Markov chains in Zd þ describing k-nary interacting particles of d different types approximate (in the continuous state limit) Markov processes on Rd þ having pseudo-differential generators p ðx; ið›=›xÞÞ with symbols p (x,j) depending polynomially (degree k) onx. This approximation can be used to prove existence and nonexplosion results for the latter processes. Our general scheme of continuous state (or finite-dimensional measurevalued) limits to processes of k-nary interaction yields a unified description of these limits for a large variety of models that are intensively studied in different domains of natural science from interacting particles in statistical mechanics (e.g. coagulation-fragmentation processes) to evolutionary games and multidimensional birth and death processes from biology and social sciences