On the effect of heterogeneity in stochastic interacting-particle systems

TL;DR

This paper introduces a framework for analyzing heterogeneous stochastic particle systems, demonstrating how heterogeneity affects fluctuations and enabling inference of heterogeneity from global measurements.

Contribution

It provides a general analytical framework for heterogeneous stochastic systems and applies it to models in economy and epidemiology, revealing effects on fluctuations and inference methods.

Findings

Heterogeneity can amplify or reduce collective fluctuations.

Global measurements can infer heterogeneity distribution.

Framework applicable to diverse systems.

Abstract

We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show that particle heterogeneity can enhance or decrease the collective fluctuations depending on the system, and that it is possible to infer the degree and the form of the heterogeneity distribution in the system by measuring only global variables and their fluctuations.