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critical size of large systems of interacting particles for mean field approximation

When studying large systems of interacting particles, most of the work rely on mean field approximation by assuming that the number of particle goes to infinity. This allows to study the collective dy …
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Most probable path for stochastic Hamiltonian systems

It is known that for a real valued stochastic process $X_t$ satisfying $$ d X_t = b(X_t) d t + \sigma d W_t $$ where $W$ is real valued Wiener process, the equation for the most probable path from …
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