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A free zero-range process (FRZP) is a simple stochastic process describing the dynamics of a gas of particles hopping between neighboring nodes of a network. We discuss three different cases of increasing complexity: (a) FZRP on a rigid…

Statistical Mechanics · Physics 2007-10-25 L. Bogacz , Z. Burda , W. Janke , B. Waclaw

We study the Glauber dynamics at zero temperature of spins placed on the vertices of an uncorrelated network with a power-law degreedistribution. Application of mean-field theory yields as main prediction that for symmetric disordered…

Statistical Mechanics · Physics 2009-11-11 Claudio Castellano , Romualdo Pastor-Satorras

A quantum mechanical explanation of the relaxation to equilibrium is shown for macroscopic systems for nonintegrable cases and numerically verified. The macroscopic system is initially in an equilibrium state, subsequently externally…

Statistical Mechanics · Physics 2015-05-28 Takaaki Monnai

We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…

Probability · Mathematics 2019-07-29 Balazs Gerencser , Miklos Rasonyi

We study the condensation phenomenon in a zero range process on weighted scale-free networks in order to show how the weighted transport influences the particle condensation. Instead of the approach of grand canonical ensemble which is…

Statistical Mechanics · Physics 2008-02-26 Ming Tang , Zonghua Liu , Jie Zhou

We study zero-range processes which are known to exhibit a condensation transition, where above a critical density a non-zero fraction of all particles accumulates on a single lattice site. This phenomenon has been a subject of recent…

Statistical Mechanics · Physics 2015-03-14 Paul Chleboun , Stefan Grosskinsky

We investigate the convergence to (quasi--)equilibrium of a density dependent Markov chain in~${\mathbb Z}^d$, whose drift satisfies a system of ordinary differential equations having an attractive fixed point. For a sequence of such…

Probability · Mathematics 2025-08-21 Andrew Barbour , Graham Brightwell , Malwina Luczak

The emergence of big data has led to a growing interest in so-called convergence complexity analysis, which is the study of how the convergence rate of a Monte Carlo Markov chain (for an intractable Bayesian posterior distribution) scales…

Statistics Theory · Mathematics 2021-08-12 Zhumengmeng Jin , James P. Hobert

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

Probability · Mathematics 2016-04-27 Ioannis Kontoyiannis , Sean P. Meyn

We provide a necessary and sufficient condition for the metastability of a Markov chain, expressed in terms of a property of the solutions of the resolvent equation. As an application of this result, we prove the metastability of…

Probability · Mathematics 2024-06-21 C. Landim , D. Marcondes , I. Seo

We find analytically the complete set of eigenvalues and eigenvectors associated with Metropolis dynamics on a complete graph. As an application, we use this information to study a counter-intuitive relaxation phenomenon, called the Mpemba…

Mathematical Physics · Physics 2019-02-07 Israel Klich , Marija Vucelja

This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…

Performance · Computer Science 2022-11-18 Jie Ding , Ruiming Ma , Zhigui Lin , Zhi Ling

We develop a mean-field theory for the totally asymmetric simple exclusion process (TASEP) with open boundaries, in order to investigate the so-called dynamical transition. The latter phenomenon appears as a singularity in the relaxation…

Statistical Mechanics · Physics 2020-08-11 Davide Botto , Alessandro Pelizzola , Marco Pretti , Marco Zamparo

Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…

Statistics Theory · Mathematics 2025-11-04 Zhou Fan , Justin Ko , Bruno Loureiro , Yue M. Lu , Yandi Shen

This paper is concerned with statistical inference for infinite range interaction Gibbs point processes and in particular for the large class of Ruelle superstable and lower regular pairwise interaction models. We extend classical…

Statistics Theory · Mathematics 2015-10-05 Jean-François Coeurjolly , Frédéric Lavancier

In the paper, we study a new rate of convergence estimate for homogeneous discrete-time nonlinear Markov chains based on the Markov-Dobrushin condition. This result generalizes the convergence estimates for any positive number of transition…

Probability · Mathematics 2021-10-22 Aleksandr A. Shchegolev

In this paper we investigate two types of relaxation processes quantitatively in the context of small data global-in-time solutions for compressible one-velocity multi-fluid models. First, we justify the pressure-relaxation limit from a…

Analysis of PDEs · Mathematics 2024-04-22 Timothée Crin-Barat , Ling-Yun Shou , Jin Tan

We study a variant of the dispersion process on the complete graph introduced in the recent work [17] under the mean-field framework. We adopt a kinetic perspective (as opposed to the probabilistic approach taken in [17] and many other…

Probability · Mathematics 2024-04-16 Fei Cao , Sebastien Motsch

We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…

Probability · Mathematics 2007-09-12 Marton Balazs , Firas Rassoul-Agha , Timo Seppalainen

We study the condensation phenomenon in a zero range process on scale-free networks. We show that the stationary state property depends only on the degree distribution of underlying networks. The model displays a stationary state phase…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh
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