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We study the existence and the exponential ergodicity of a general interacting particle system, whose components are driven by independent diffusion processes with values in an open subset of $\mathds{R}^d$, $d\geq 1$. The interaction…

Probability · Mathematics 2010-12-01 Denis Villemonais

We explain the relation between certain random tiling models and interacting particle systems belonging to the anisotropic KPZ (Kardar-Parisi-Zhang) universality class in 2+1-dimensions. The link between these two \emph{a priori} disjoint…

Mathematical Physics · Physics 2015-06-15 Alexei Borodin , Patrik L. Ferrari

We study a family of interacting particle systems with annihilating and coalescing reactions. Two types of particles are interspersed throughout a transitive unimodular graph. Both types diffuse as simple random walks with possibly…

Probability · Mathematics 2025-11-04 Sungwon Ahn , Matthew Junge , Hanbaek Lyu , Lily Reeves , Jacob Richey , David Sivakoff

We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…

Probability · Mathematics 2026-02-12 Graeme Baker , Ben Hambly , Philipp Jettkant

In this paper an original interacting particle system approach is developed for studying Markov chains in rare event regimes. The proposed particle system is theoretically studied through a genealogical tree interpretation of Feynman--Kac…

Probability · Mathematics 2007-05-23 Pierre Del Moral , Josselin Garnier

The equilibrium statistical mechanics of one-dimensional lattice gases with interactions of arbitrary range and shape between first-neighbor atoms is solved exactly on the basis of statistically interacting vacancy particles. Two sets of…

Statistical Mechanics · Physics 2014-01-30 Benaoumeur Bakhti , Michael Karbach , Philipp Maass , Mohammad Mokim , Gerhard Muller

In the stochastic sandpile model on a graph, particles interact pairwise as follows: if two particles occupy the same vertex, they must each take an independent random walk step with some probability $0<p<1$ of not moving. These…

Probability · Mathematics 2022-04-27 Andrew Melchionna

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…

Probability · Mathematics 2019-01-11 Luis Fredes , Jean-François Marckert

We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…

Statistical Mechanics · Physics 2014-11-20 T. Becker , K. Nelissen , B. Cleuren , B. Partoens , C. Van den Broeck

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…

Probability · Mathematics 2015-03-03 H. Daduna , R. Szekli

Complex networks, comprised of individual elements that interact with each other through reaction channels, are ubiquitous across many scientific and engineering disciplines. Examples include biochemical, pharmacokinetic, epidemiological,…

Mathematical Physics · Physics 2013-06-14 John Goutsias , Garrett Jenkinson

We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…

Probability · Mathematics 2014-09-09 Vadim Gorin , Mykhaylo Shkolnikov

We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…

Probability · Mathematics 2012-10-02 Ioannis Karatzas , Soumik Pal , Mykhaylo Shkolnikov

Modeling and simulating movement of vehicles in established transportation infrastructures, especially in large urban road networks is an important task. It helps with understanding and handling traffic problems, optimizing traffic…

Systems and Control · Electrical Eng. & Systems 2021-06-09 Renátó Besenczi , Norbert Bátfai , Péter Jeszenszky , Roland Major , Fanny Monori , Márton Ispány

The equilibrium distributions of a Markovian model describing the interaction of several classes of permanent connections in a network are analyzed. It has been introduced by Graham and Robert. For this model each of the connections has a…

Networking and Internet Architecture · Computer Science 2015-05-13 Carl Graham , Philippe Robert , Maaike Verloop

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni

We study the metastable behaviour of a stochastic system of particles with hard-core interactions in a high-density regime. Particles sit on the vertices of a bipartite graph. New particles appear subject to a neighbourhood exclusion…

Probability · Mathematics 2018-09-25 Frank den Hollander , Francesca R. Nardi , Siamak Taati

We conduct a numerical study of the dynamical behavior of a system of three-dimensional crosses, particles that consist of three mutually perpendicular line segments rigidly joined at their midpoints. In an earlier study [W. van Ketel et…

Disordered Systems and Neural Networks · Physics 2009-11-13 Patrick Charbonneau , Chinmay Das , Daan Frenkel

We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…

Probability · Mathematics 2023-03-03 Alexander Stolyar

Recent measurements of durations of non-equilibrium processes provide valuable information on microscopic mechanisms and energetics. Comprehensive theory for corresponding experiments so far is well developed for single-particle systems…

Statistical Mechanics · Physics 2020-09-04 David Voráč , Philipp Maass , Artem Ryabov