Talk - Scaling Limits in Spatial Birth-Death Systems with Long-Range Interactions

Jun 18, 2025 · 0 min read
Abstract
In this talk, we examine the interaction graph of a novel bipartite spatial birth-death particle system characterized by long-range interactions and heavy-tailed degree distributions. Studying such models is crucial for understanding complex systems, such as scientific collaboration networks. In our model, we represent authors as entities with exponentially distributed lifetimes and papers as timestamped events. Furthermore, regularly varying weights assigned to both authors and papers influence their spatial interaction range, resulting in a dynamic spatial interaction graph. In the large-system limit, we show that, depending on the tail index of the author–paper degree distribution, the scaling limit of the normalized author–paper edge count is a Gaussian autoregressive process in regimes with lighter tails, and a non-Markovian alpha-stable process in the heavy-tailed case.
Date
Jun 18, 2025 10:00 AM — 11:00 AM
Event
Location

Alfréd Rényi Institute of Mathematics

13-15 Reáltanoda street, Budapest, 1053

events
Péter Juhász, PhD
Authors
Quantitative Researcher
Quantitative researcher with a PhD in Mathematics, combining expertise in stochastic modeling, statistical inference, and machine learning with industrial experience in developing predictive systems. Experienced in large-scale time-series analysis, uncertainty quantification, and rigorous model validation, with strong Python/C++ skills and a proven track record of translating research into production software. Currently developing intraday electricity-price models and stochastic-control methods for optimal liquidation at Aarhus University, in collaboration with an energy trading firm.