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We describe the translation invariant stationary states (TIS) of the one-dimensional facilitated asymmetric exclusion process in continuous time, in which a particle at site $i\in\mathbb{Z}$ jumps to site $i+1$ (respectively $i-1$) with…

Probability · Mathematics 2023-05-04 A. Ayyer , S. Goldstein , J. L. Lebowitz , E. R. Speer

We consider the interchange process with $k$ particles (${\rm IP}(k)$) on $n$-vertex hypergraphs in which each hyperedge $e$ rings at rate $r_e$. When $e$ rings, the particles occupying it are permuted according to a random permutation from…

Probability · Mathematics 2021-05-31 Jonathan Hermon , Richard Pymar

A continuous-time Markov process $X$ can be conditioned to be in a given state at a fixed time $T > 0$ using Doob's $h$-transform. This transform requires the typically intractable transition density of $X$. The effect of the $h$-transform…

Probability · Mathematics 2024-09-16 Marc Corstanje , Frank van der Meulen , Moritz Schauer

We study the following interacting particle system. There are $\rho n$ particles, $\rho < 1$, moving clockwise ("right"), in discrete time, on $n$ sites arranged in a circle. Each site may contain at most one particle. At each time, a…

Probability · Mathematics 2019-08-16 Seva Shneer , Alexander Stolyar

We study the glass transition by exploring a broad class of kinetic rules that can significantly modify the normal dynamics of super-cooled liquids, while maintaining thermal equilibrium. Beyond the usual dynamics of liquids, this class…

Soft Condensed Matter · Physics 2024-06-14 Cristina Gavazzoni , Carolina Brito , Matthieu Wyart

This paper compiles several aspects of the dynamics of stochastic approximation algorithms with Markov iterate-dependent noise when the iterates are not known to be stable beforehand. We achieve the same by extending the lock-in probability…

Dynamical Systems · Mathematics 2019-02-22 Prasenjit Karmakar , Shalabh Bhatnagar

We study a model of aggregation and fragmentation of clusters of particles on an open segment of a single-lane road. The particles and clusters obey the stochastic discrete-time discrete-space kinetics of the Totally Asymmetric Simple…

Statistical Mechanics · Physics 2020-01-08 N. C. Pesheva , N. Zh. Bunzarova

In this paper, we present a kernel-based, multi-task Gaussian Process (GP) model for approximating the underlying function of an individual's mobility state using a time-inhomogeneous Markov Process with two states: moves and pauses. Our…

Machine Learning · Statistics 2023-06-22 Ekin Ugurel

Most of the published articles on random motions have been devoted to the study of the telegraph process or its generalizations that describe the random motion in $R^n$ of a single particle in a Markov or semi-Markov medium. However, up to…

Probability · Mathematics 2013-12-30 A. A. Pogorui

Facilitated or kinetically constrained spin models (KCSM) are a class of interacting particle systems reversible w.r.t. to a simple product measure. Each dynamical variable (spin) is re-sampled from its equilibrium distribution only if the…

Probability · Mathematics 2012-10-04 Nicoletta Cancrini , Fabio Martinelli , Cyril Roberto , Cristina Toninelli

Providing evidence that quantum computers can efficiently prepare low-energy or thermal states of physically relevant interacting quantum systems is a major challenge in quantum information science. A newly developed quantum Gibbs sampling…

Quantum Physics · Physics 2024-11-08 Akshar Ramkumar , Mehdi Soleimanifar

The East process is a 1D kinetically constrained interacting particle system, introduced in the physics literature in the early 90's to model liquid-glass transitions. Spectral gap estimates of Aldous and Diaconis in 2002 imply that its…

Probability · Mathematics 2014-12-22 Shirshendu Ganguly , Eyal Lubetzky , Fabio Martinelli

Let $G$ be a finite group. The commuting chain on $G$ moves from an element $x$ to $y$ by selecting $y$ uniformly amongst those which commute with $x$. The $t$ step transition probabilities of this chain converge to a distribution uniform…

Probability · Mathematics 2020-10-19 John Rahmani

We consider an interacting particle system, which generalizes the classical totally asymmetric simple exclusion process (TASEP), in that each site can contain up to a fixed finite number of particles, and the particle movement is governed…

Probability · Mathematics 2026-03-17 Yuliy Baryshnikov , Alexander Stolyar

Mixing of finite time-homogeneous Markov chains is well understood nowadays, with a rich set of techniques to estimate their mixing time. In this paper, we study the mixing time of random walks in dynamic random environments. To that end,…

Probability · Mathematics 2023-09-27 Raphael Erb

We prove that any Markov chain that performs local, reversible updates on randomly chosen vertices of a bounded-degree graph necessarily has mixing time at least $\Omega(n\log n)$, where $n$ is the number of vertices. Our bound applies to…

Probability · Mathematics 2009-09-29 Thomas P. Hayes , Alistair Sinclair

Finding a ground state of a given Hamiltonian of an Ising model on a graph $G=(V,E)$ is an important but hard problem. The standard approach for this kind of problem is the application of algorithms that rely on single-spin-flip Markov…

We analyse diffusion dynamics on weakly-coupled networks (interconnected networks) by means of separation of time scales. Using an adiabatic approximation we reduced the system dynamics to a Markov chain with aggregated variables and…

Chaotic Dynamics · Physics 2018-12-14 Grzegorz Siudem , Janusz A. Hołyst

In this paper, we derive an approximation for throughput of TCP Compound connections under random losses. Throughput expressions for TCP Compound under a deterministic loss model exist in the literature. These are obtained assuming the…

Networking and Internet Architecture · Computer Science 2016-01-25 Sudheer Poojary , Vinod Sharma

This paper studies distributed adaptive estimation over sensor networks with partially unknown source dynamics. We present parallel continuous-time and discrete-time designs in which each node runs a local adaptive observer and exchanges…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Moh Kamalul Wafi , Hamidreza Montazeri Hedesh , Milad Siami
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