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In this paper, we propose a Boltzmann-type kinetic description of mass-varying interacting multi-agent systems. Our agents are characterised by a microscopic state, which changes due to their mutual interactions, and by a label, which identifies a group to which they belong. Besides interacting within and across the groups, the agents may change label according to a state-dependent Markov-type jump process. We derive general kinetic equations for the joint interaction/label switch processes in each group. For prototypical birth/death dynamics, we characterise the transient and equilibrium kinetic distributions of the groups via a Fokker-Planck asymptotic analysis. Then we introduce and analyse a simple model for the contagion of infectious diseases, which takes advantage of the joint interaction/label switch processes to describe quarantine measures.
We extend the model of rational bubbles of Blanchard and of Blanchard and Watson to arbitrary dimensions d: a number d of market time series are made linearly interdependent via d times d stochastic coupling coefficients. We first show that the no-ar
In recent years, instanton calculus has successfully been employed to estimate tail probabilities of rare events in various stochastic dynamical systems. Without further corrections, however, these estimates can only capture the exponential scaling.
This paper deals with solutions of the nonlinear Boltzmann equation for spatially uniform freely cooling inelastic Maxwell models for large times and for large velocities, and the nonuniform convergence to these limits. We demonstrate how the velocit
We study the response to perturbations in the thermodynamic limit of a network of coupled identical agents undergoing a stochastic evolution which, in general, describes non-equilibrium conditions. All systems are nudged towards the common centre of
The existence of power-law distributions is only a first requirement in the validation of the critical behavior of a system. Long-range spatio-temporal correlations are fundamental for the spontaneous neuronal activity to be the expression of a syste