Related papers: Convergence of the two-point function of the stati…
We give a combinatorial description of the stationary measure for a totally asymmetric exclusion process (TASEP) with second class particles, on either Z or on the cycle Z_N. The measure is the image by a simple operation of the uniform…
We show that under the 1:2:3 scaling, critically probing large space and time, the height function of finite range asymmetric exclusion processes and the KPZ equation converge to the KPZ fixed point, constructed earlier as a limit of the…
The Kardar-Parisi-Zhang (KPZ) fixed point is a Markov process, recently introduced by Matetski, Quastel, Remenik (arXiv:1701.00018), that describes the limit fluctuations of the height function associated to the totally asymmetric simple…
We consider totally asymmetric simple exclusion processes with n types of particle and holes ($n$-TASEPs) on $\mathbb {Z}$ and on the cycle $\mathbb {Z}_N$. Angel recently gave an elegant construction of the stationary measures for the…
Two optimization algorithms are proposed for solving a stochastic programming problem for which the objective function is given in the form of the expectation of convex functions and the constraint set is defined by the intersection of…
We consider the problem of finding the minimizations of the sum of two convex functions and the composition of another convex function with a continuous linear operator from the view of fixed point algorithms based on proximity operators,…
We prove up-to-constants bounds on the two-point function (i.e., point-to-point connection probabilities) for critical long-range percolation on the $d$-dimensional hierarchical lattice. More precisely, we prove that if we connect each pair…
We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…
For a given inhomogeneous exclusion processes on $N$ sites between two reservoirs, the trajectories probabilities allow to identify the relevant local empirical observables and to obtain the corresponding rate function at Level 2.5. In…
A discrete-time totally asymmetric simple exclusion process on a lattice with open boundaries is considered. There are particles of different types. The type of a particle is characterized by the probability that a particle moves to a…
In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, the double transform often provides the only analytically…
Pulvirenti and Toscani introduced an equation which extends the Kac caricature of a Maxwellian gas to inelastic particles. We show that the probability distribution, solution of the relative Cauchy problem, converges weakly to a probability…
The stochastic three points (STP) algorithm is a derivative-free optimization technique designed for unconstrained optimization problems in $\mathbb{R}^d$. In this paper, we analyze this algorithm for three classes of functions: smooth…
Two-time-scale stochastic approximation is a popular iterative method for finding the solution of a system of two equations. Such methods have found broad applications in many areas, especially in machine learning and reinforcement…
Two-point correlation functions are ubiquitous tools of modern cosmology, appearing in disparate topics ranging from cosmological inflation to late-time astrophysics. When the background spacetime is maximally symmetric, invariance…
We study the totally asymmetric exclusion process (TASEP) on a finite one-dimensional lattice with open boundaries, i.e., in contact with two reservoirs at different potentials. The total (time-integrated) current through the system is a…
A new stochastic primal--dual algorithm for solving a composite optimization problem is proposed. It is assumed that all the functions/operators that enter the optimization problem are given as statistical expectations. These expectations…
In part I we considered the problem of convergence to a saddle point of a concave-convex function via gradient dynamics and an exact characterization was given to their asymptotic behaviour. In part II we consider a general class of…
Consistency relations, which relate the squeezed limit of an (N+1)-point correlation function to an N-point function, are non-perturbative symmetry statements that hold even if the associated high momentum modes are deep in the nonlinear…
We consider the stationary measure of the asymmetric simple exclusion process (ASEP) on a finite interval in $\mathbb{Z}$ with open boundaries. Fixing all the jump rates and letting the system size approach infinity, the height profile of…