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We introduce and compare computational techniques for sharp extreme event probability estimates in stochastic differential equations with small additive Gaussian noise. In particular, we focus on strategies that are scalable, i.e. their…

Computation · Statistics 2023-11-27 Timo Schorlepp , Shanyin Tong , Tobias Grafke , Georg Stadler

We show that the known matrix representations of the stationary state algebra of the Asymmetric Simple Exclusion Process (ASEP) can be interpreted combinatorially as various weighted lattice paths. This interpretation enables us to use the…

Statistical Mechanics · Physics 2009-11-10 R. Brak , J. Essam

Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…

Mathematical Physics · Physics 2013-06-06 M. Adler , M. Cafasso , P. van Moerbeke

We introduce two new exactly solvable (stochastic) interacting particle systems which are discrete time versions of q-TASEP. We call these geometric and Bernoulli discrete time q-TASEP. We obtain concise formulas for expectations of a large…

Probability · Mathematics 2013-05-15 Alexei Borodin , Ivan Corwin

Consider the stationary measure of open asymmetric simple exclusion process (ASEP) on the lattice $\{1,\dots,n\}$. Taking $n$ to infinity while fixing the jump rates, this measure converges to a measure on the semi-infinite lattice. In the…

Probability · Mathematics 2025-10-23 Zongrui Yang

In this work, we present the multi-point probability distribution of the totally asymmetric simple exclusion process (TASEP) in a half-space, starting from a general deterministic initial condition. More precisely, let $h(t,x)$ denote the…

Probability · Mathematics 2025-08-08 Xincheng Zhang

We obtain uniform asymptotics for polynomials orthogonal on a fixed and varying arc of the unit circle with a positive analytic weight function. We also complete the proof of the large $s$ asymptotic expansion for the Fredholm determinant…

Functional Analysis · Mathematics 2007-05-23 I. V. Krasovsky

We consider the asymmetric simple exclusion process (ASEP) with forward hopping rate 1, backward hopping rate q and periodic boundary conditions. We show that the Bethe equations of ASEP can be decoupled, at all order in perturbation in the…

Statistical Mechanics · Physics 2021-09-08 Sylvain Prolhac

We prove a number of limiting distributions for statistics for unimodal sequences of positive integers by adapting a probabilistic framework for integer partitions introduced by Fristedt. The difficulty in applying the direct analogue of…

Number Theory · Mathematics 2022-01-20 Walter Bridges , Kathrin Bringmann

We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…

Probability · Mathematics 2015-09-30 Laurent Decreusefond , Ian Flint , Nicolas Privault , Giovanni Luca Torrisi

The Evans function is a well known tool for locating spectra of differential operators in one spatial dimension. In this paper we construct a multidimensional analogue as the modified Fredholm determinant of a ratio of Dirichlet-to-Robin…

Spectral Theory · Mathematics 2022-06-16 Graham Cox , Yuri Latushkin , Alim Sukhtayev

In this paper, we show that the exponential integrator scheme both in spatial discretization and time discretization for a class of stochastic partial differential equations has a unique stationary distribution whenever the stepsize is…

Probability · Mathematics 2013-03-08 Jianhai Bao , Chenggui Yuan

We undertake an analysis of Fredholm determinants arising from kernels whose defining functions satisfy a Schr\"odinger type equation. When this defining function is the Airy one, the evaluation of the corresponding Fredholm determinant…

Mathematical Physics · Physics 2024-08-28 Taro Kimura , Xavier Navand

We study a family of distributions that arise in critical unitary random matrix ensembles. They are expressed as Fredholm determinants and describe the limiting distribution of the largest eigenvalue when the dimension of the random…

Mathematical Physics · Physics 2011-11-16 Tom Claeys , Sheehan Olver

In earlier work the authors obtained integral formulas for probabilities for a single particle in the asymmetric simple exclusion process. Here formulas are obtained for joint probabilities for several particles. In the case of a single…

Probability · Mathematics 2010-06-16 Craig A. Tracy , Harold Widom

Research in combinatorics has often focused on the ASEP (asymmetric simple exclusion process). The ASEP is inspired by processes in statistical mechanics, and involves particles of various species moving around a lattice. The particles do…

Combinatorics · Mathematics 2025-08-06 David W. Ash

We consider the one-dimensional totally asymmetric simple exclusion model (TASEP model) with open boundary conditions and present the analytical computations leading to the exact formula for distance clearance distribution, i.e. probability…

Cellular Automata and Lattice Gases · Physics 2018-01-08 Milan Krbalek , Pavel Hrabak

The asymmetric simple exclusion process (ASEP) is a model for translation in protein synthesis and traffic flow; it can be defined as a Markov chain describing particles hopping on a one-dimensional lattice. In this article I give an…

Combinatorics · Mathematics 2022-02-02 Lauren K. Williams

We introduce a class of one-dimensional discrete space-discrete time stochastic growth models described by a height function $h_t(x)$ with corner initialization. We prove, with one exception, that the limiting distribution function of…

Probability · Mathematics 2009-09-25 Janko Gravner , Craig A. Tracy , Harold Widom

We develop a method for generating solutions to large classes of evolutionary partial differential systems with nonlocal nonlinearities. For arbitrary initial data, the solutions are generated from the corresponding linearized equations.…

Analysis of PDEs · Mathematics 2018-05-09 Margaret Beck , Anastasia Doikou , Simon J. A. Malham , Ioannis Stylianidis