Related papers: Phase transition in a log-normal Markov functional…
We study the McKean--Vlasov equation on the finite tori of length scale $L$ in $d$--dimensions. We derive the necessary and sufficient conditions for the existence of a phase transition, which are based on the criteria first uncovered in…
We study a stochastic lattice gas of particles in one dimension with strictly finite-range interactions that respect the fracton-like conservation laws of total charge and dipole moment. As the charge density is varied, the connectivity of…
The reduction of a continuous Markov process with multiple metastable states to a discrete rate process is investigated in the presence of slow time dependent parameters such as periodic external forces or slowly fluctuating barrier…
* ACTIVATED RANDOM WALK MODEL * This is a conservative particle system on the lattice, with a Markovian continuous-time evolution. Active particles perform random walks without interaction, and they may as well change their state to…
We study a phase transition in a non-equilibrium model first introduced in [5], using the Yang-Lee description of equilibrium phase transitions in terms of both canonical and grand canonical partition function zeros. The model consists of…
We consider large deviations of the dynamical activity -- defined as the total number of configuration changes within a time interval -- for mean-field and one-dimensional Ising models, in the presence of a magnetic field. We identify…
The Glauber model on a one-dimensional lattice with boundaries (for the ferromagnetic- and anti-ferromagnetic case) is considered. The large-time behaviour of the one-point function is studied. It is shown that, for any positive…
We consider a Markov jump process on a general state space to which we apply a time-dependent weak perturbation over a finite time interval. By martingale-based stochastic calculus, under a suitable exponential moment bound for the…
We consider a risk-sensitive optimization of consumption-utility on infinite time horizon where the one-period investment gain depends on an underlying economic state whose evolution over time is assumed to be described by a discrete-time,…
The thermodynamic formalism, which was first developed for dynamical systems and then applied to discrete Markov processes, turns out to be well suited for continuous time Markov processes as well, provided the definitions are interpreted…
We study the large deviations of additive quantities, such as energy or current, in stochastic processes with intermittent reset. Via a mapping from a discrete-time reset process to the Poland-Scheraga model for DNA denaturation, we derive…
We study a non-conserved one-dimensional stochastic process which involves two species of particles $A$ and $B$. The particles diffuse asymmetrically and react in pairs as $A\emptyset\leftrightarrow AA\leftrightarrow BA \leftrightarrow…
We introduce two simple two-dimensional lattice models to study traffic flow in cities. We have found that a few basic elements give rise to the characteristic phase diagram of a first-order phase transition from a freely moving phase to a…
Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…
In a specific class of open quantum systems with finite and fixed numbers of collapsed quantum states, the semi-Markov process method is used to calculate the large deviations of the first passage time statistics. The core formula is an…
We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability $1/2$, respectively. The theorem entails that the law of every one-dimensional regular…
We introduce two simple two-dimensional lattice models to study traffic flow in cities. We have found that a few basic elements give rise to the characteristic phase diagram of a first-order phase transition from a freely moving phase to a…
A comparison theorem for state-dependent regime-switching diffusion processes is established, which enables us to control pathwisely the evolution of the state-dependent switching component simply by Markov chains. Moreover, a sharp…
We present a formalism to describe slowly decaying systems in the context of finite Markov chains obeying detailed balance. We show that phase space can be partitioned into approximately decoupled regions, in which one may introduce…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…