Related papers: Nearest neighbor Markov dynamics on Macdonald proc…
The dynamical correlations of a model consisting of particles constrained on the line and interacting with a nearest--neighbour Lennard--Jones potential are computed by molecular--dynamics simulations. A drastic qualitative change of the…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…
We introduce the $q$-Hahn PushTASEP --- an integrable stochastic interacting particle system which is a 3-parameter generalization of the PushTASEP, a well-known close relative of the TASEP (Totally Asymmetric Simple Exclusion Process). The…
Markov models are widely used to describe processes of stochastic dynamics. Here, we show that Markov models are a natural consequence of the dynamical principle of Maximum Caliber. First, we show that when there are different possible…
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
Non-positive Markov approximations are sometimes used to describe the dynamics of qubits in weak interaction with suitable environments; the appearance of negative probabilities is avoided by assuming that the transient regime eliminates…
Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…
In the absence of directional motion it is often hard to recognize athermal fluctuations. Probability currents provide such a measure in terms of the rate at which they enclose area in the reduced phase space. We measure this area enclosing…
We introduce a new family of symmetric multivariate polynomials, whose coefficients are meromorphic functions of two parameters $(q,t)$ and polynomial in a further two parameters $(u,v)$. We evaluate these polynomials explicitly as a matrix…
We introduce a new interacting particle system on $\mathbb{Z}$, \emph{slowed $t$-TASEP}. It may be viewed as a $q$-TASEP with additional position-dependent slowing of jump rates depending on a parameter $t$, which leads to discrete and…
We consider Markov decision processes (MDPs) which are a standard model for probabilistic systems. We focus on qualitative properties for MDPs that can express that desired behaviors of the system arise almost-surely (with probability 1) or…
The new scheme employed (throughout the thermodynamic phase space), in the statistical thermodynamic investigation of classical systems, is extended to quantum systems. Quantum Nearest Neighbor Probability Density Functions are formulated…
This paper presents an {\it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where…
Many integrable stochastic particle systems in one space dimension (such as TASEP - Totally Asymmetric Simple Exclusion Process - and its $q$-deformation, the $q$-TASEP) remain integrable if we equip each particle with its own speed…
Dynamical features of tagged particles are studied in a one dimensional $A+A \rightarrow kA$ system for $k=0$ and 1, where the particles $A$ have a bias $\epsilon$ $(0 \leq \epsilon \leq 0.5)$ to hop one step in the direction of their…
We construct random dynamics on collections of non-intersecting planar contours, leaving invariant the distributions of length- and area-interacting polygonal Markov fields with V-shaped nodes. The first of these dynamics is based on the…