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Given a growth rule which sequentially constructs random permutations of increasing degree, the stochastic process version of the rencontre problem asks what is the limiting proportion of time that the permutation has no fixed points…
We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…
Several stochastic processes modeling molecular motors on a linear track are given by random walks (not necessarily Markovian) on quasi 1d lattices and share a common regenerative structure. Analyzing this abstract common structure, we…
We show that exchangeable structures such as Polya urn model and Chinese restaurant process can be constructed from sets with a real number of elements. From this construction, the exchangeability of these structures becomes obvious and the…
The hydrodynamic limit of a one dimensional kinetic model describing chemotaxis is investigated. The limit system is a conservation law coupled to an elliptic problem for which the macroscopic velocity is possibly discontinuous. Therefore,…
We consider sequences $(X_t^N)_{t\geq0}$ of Markov processes in two dimensions whose fluid limit is a stable solution of an ordinary differential equation of the form $\dot{x}_t=b(x_t)$, where $b(x)={\pmatrix{-\mu 0 0 \lambda}}x+\tau(x)$…
We study a hydrodynamic limit approach to move-to-front rules, namely, a scaling limit as the number of items tends to infinity, of the joint distribution of jump rate and position of items. As an application of the limit formula, we…
The paper deals with the asymptotic properties of a random jump process in a high contrast periodic medium in $\mathbb R^d$, $d\geq 1$. We show that if the coordinates of the random jump process in $\mathbb R^d$ are equipped with an extra…
This paper extends previous work by the authors. We consider the local time process of a strong Markov process, add negative drift, and reflect it \`a la Skorokhod. The resulting process is used to model a fluid queue. We derive an…
Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…
A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…
We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
We study work extraction processes mediated by finite-time interactions with an ambient bath -- \emph{partial thermalizations} -- as continuous time Markov processes for two-level systems. Such a stochastic process results in fluctuations…
Biomolecular systems like molecular motors or pumps, transcription and translation machinery, and other enzymatic reactions can be described as Markov processes on a suitable network. We show quite generally that in a steady state the…
We consider a multiscale stochastic compartmental model with three types of cells (stem cells, immature cells and mature cells) which combines cell proliferation and cell differentiation. We derive a hydrodynamic limit when the number of…
A fluctuation relation for the heat exchange of an open quantum system under a thermalizing Markovian dynamics is derived. We show that the probability of that the system absorbs an amount of heat from its bath, at a given time interval,…
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…
For a spatial characteristic, there exist commonly fat-tail frequency distributions of fragment-size and -mass of glass, areas enclosed by city roads, and pore size/volume in random packings. In order to give a new analytical approach for…
In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…