arXiv subjects

Mark Cerenzia

Publications and source records attributed to Mark Cerenzia.

6 recordsLinked to original sources

arXiv2023

The lifted functional approach to mean field games with common noise

We introduce a new path-by-path approach to mean field games with common noise that recovers duality at the pathwise level. We verify this perspective by explicitly solving some difficult examples with linear-quadratic data, including control in the volatility coefficient of the common noise as well as the constraint of partial information. As an application, we establish the celebrated separation principle in the latter context. In pursuing this program, we believe we have made a crucial contribution to clarifying the notion of regular solution in the path dependent PDE literature.

math.OC↗

arXiv2019

The Dyson and Coulomb games

We introduce and investigate certain $N$ player dynamic games on the line and in the plane that admit Coulomb gas dynamics as a Nash equilibrium. Most significantly, we find that the universal local limit of the equilibrium is sensitive to the chosen model of player information in one dimension but not in two dimensions. We also find that players can achieve game theoretic symmetry through selfish behavior despite non-exchangeability of states, which allows us to establish strong localized convergence of the N-Nash systems to the expected mean field equations against locally optimal player ensembles, i.e., those exhibiting the same local limit as the Nash-optimal ensemble. In one dimension, this convergence notably features a nonlocal-to-local transition in the population dependence of the $N$-Nash system.

math.AP↗

arXiv2018

A path property of Dyson gaps, Plancherel measures for $Sp(\infty)$, and random surface growth

We pursue applications for symplectic Plancherel growth based on a repulsion phenomenon arising in its diffusion limit and on intermediate representation theory underlying its correlation structure. Under diffusive scaling, the dynamics converge to interlaced reflecting Brownian motions with a wall that achieve Dyson non-colliding dynamics. We exhibit non-degeneracy of constraint in this coupled system by deriving a path property that quantifies repulsion between particles coinciding in the limit. We then identify consistent series of Plancherel measures for $Sp(\infty)$ that reflect the odd symplectic groups, despite their non-semisimplicity. As an application, we compute the correlation kernel of the growth model and investigate its local asymptotics: the incomplete beta kernel emerges in the bulk limit, and new variants of the Jacobi and Pearcey kernels arise as edge limits. In particular, we provide further evidence for the universality of the $1/4$-growth exponent and Pearcey point process in the class of anisotropic KPZ with a wall.

math.PR↗

arXiv2016

Hard-edge asymptotics of the Jacobi growth process

We introduce a two parameter ($α, β>-1$) family of interacting particle systems with determinantal correlation kernels expressible in terms of Jacobi polynomials $\{ P^{(α, β)}_k \}_{k \geq 0}$. The family includes previously discovered Plancherel measures for the infinite-dimensional orthogonal and symplectic groups. The construction uses certain BC-type orthogonal polynomials which generalize the characters of these groups. The local asymptotics near the hard edge where one expects distinguishing behavior yields the multi-time $(α, β)$-dependent discrete Jacobi kernel and the multi-time $β$-dependent hard-edge Pearcey kernel. For nonnegative integer values of $β$, the hard-edge Pearcey kernel had previously appeared in the asymptotics of non-intersecting squared Bessel paths at the hard edge.

math.PR↗

arXiv2014

Harnack Estimate for the Endangered Species Equation

We prove a differential Harnack inequality for the Endangered Species Equation, a nonlinear parabolic equation. Our derivation relies on an idea related to the parabolic maximum principle. As an application of this inequality, we will show that positive solutions to this equation must blowup in finite time. We also use this inequality to partially answer a question of Hamilton, 2011.

math.AP↗

arXiv2012

Discrete/Continuous Elliptic Harnack Inequality and Kernel Estimates for Functions of the Laplacian on a Graph

This paper introduces certain elliptic Harnack inequalities for harmonic functions in the setting of the product space $M \times X$, where $M$ is a (weighted) Riemannian Manifold and $X$ is a countable graph. Since some standard arguments for the elliptic case fail in this "mixed" setting, we adapt ideas introduced by Thierry Delmotte for the discrete parabolic case. We then present some useful applications of this inequality, namely, a kernel estimate for functions of the Laplacian on a graph. This application in turn provides sharp estimates for certain Markov kernels on graphs. We then close this paper with an application to convolution power estimates on finitely generated groups of polynomial growth.

math.PR↗