Related papers: Scaling limits of a tagged particle in the exclusi…
This paper investigates the behavior of statistical ensembles under iteration map induced by discrete integrable Hamiltonian systems in deterministic case and stochastic case, addressing the problem from two perspectives: the Law of Large…
We prove moderate deviation principles for the tagged particle position and current in one-dimensional symmetric simple exclusion processes. There is at most one particle per site. A particle jumps to one of its two neighbors at rate $1/2$,…
We consider the asymmetric exclusion process with a driven tagged particle on Z which has different jump rates from other particles and show that the tagged particle can have a ballistic behavior when the non-tagged particles have…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
We study a totally asymmetric simple exclusion process where jumps happen at rate one, except at the origin where the rate is lower. We prove a hydrodynamic scaling limit to a macroscopic profile described by a variational formula. The…
Using the recently discovered strong negative dependence properties of the symmetric exclusion process, we derive general conditions for when the normalized current of particles between regions converges to the Gaussian distribution. The…
We prove exponential concentration estimates and a strong law of large numbers for a particle system that is the simplest representative of a general class of models for 2D grain boundary coarsening. The system consists of $n$ particles in…
We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which…
Anomalous coarsening in far-from equilibrium one-dimensional systems is investigated by simulation and analytic techniques. The minimal hard core particle (exclusion) models contain mechanisms of aggregated particle diffusion, with rates…
We consider the inclusion process on the complete graph with vanishing diffusivity, which leads to condensation of particles in the thermodynamic limit. Describing particle configurations in terms of size-biased and appropriately scaled…
We prove a non-equilibrium functional central limit theorem for the position of a tagged particle in mean-zero one-dimensional zero-range process. The asymptotic behavior of the tagged particle is described by a stochastic differential…
We consider biased random walks in positive random conductances on the d-dimensional lattice in the zero-speed regime and study their scaling limits. We obtain a functional Law of Large Numbers for the position of the walker, properly…
This article presents a weak law of large numbers and a central limit theorem for the scaled realised covariation of a bivariate Brownian semistationary process. The novelty of our results lies in the fact that we derive the suitable…
Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…
An exclusion particle model is considered as a highly simplified model of a limit order market. Its price behavior reproduces the well known crossover from over-diffusion (Hurst exponent H>1/2) to diffusion (H=1/2) when the time horizon is…
We consider a finite range symmetric exclusion process on the integer lattice in any dimension. We interpret it as a non-elliptic time-dependent random conductance model by setting conductances equal to one over the edges with end points…
Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…
We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than $\epsilon$ ($\epsilon$ > 0). Is is known ([BM05]) that the empirical measure of these fragments converges in law, under some…