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The purpose of this work is to build a framework that allows for an in-depth study of various generalisations to inhomogeneous space of models of Borodin-Ferrari, Dieker-Warren, Nordenstam, Warren-Windridge of interacting particles in…

Probability · Mathematics 2023-11-09 Theodoros Assiotis

We introduce a new interacting (stochastic) particle system q-PushASEP which interpolates between the q-TASEP introduced by Borodin and Corwin (see arXiv:1111.4408, and also arXiv:1207.5035; arXiv:1305.2972; arXiv:1212.6716) and the…

Probability · Mathematics 2015-03-20 Ivan Corwin , Leonid Petrov

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

Chaotic Dynamics · Physics 2009-10-31 Tomaz Prosen , Thomas H. Seligman , Hans A. Weidenmueller

We introduce seven families of stochastic systems of interacting particles in one-dimension corresponding to the seven families of irreducible reduced affine root systems. We prove that they are determinantal in the sense that all…

Probability · Mathematics 2017-10-05 Makoto Katori

Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as an universal acceptance-rejection sequential particle…

Computational Finance · Quantitative Finance 2012-10-30 P. Del Moral , G. W. Peters , Ch. Vergé

A two--parameter family of asymmetric exclusion processes for particles on a one-dimensional lattice is defined. The two parameters of the model control the driving force and an effect which we call pushing, due to the fact that particles…

Condensed Matter · Physics 2015-06-25 M. Alimohammadi , V. Karimipour , M. Khorrami

We consider a hierarchy of the natural type Hamiltonian systems of $n$ degrees of freedom with polynomial potentials separable in general ellipsoidal and general paraboloidal coordinates. We give a Lax representation in terms of $2\times 2$…

High Energy Physics - Theory · Physics 2009-10-22 J. C. Eilbeck , V. Z. Enol'skii , Vadim B. Kuznetsov , A. V. Tsiganov

The steady states of three families of one-dimensional non-equilibrium models with open boundaries, first proposed in [22], are studied using a matrix product formalism. It is shown that their associated quadratic algebras have…

Statistical Mechanics · Physics 2009-11-10 Farhad H Jafarpour

We connect two alternative concepts of solving integrable models, Baxter's method of auxiliary matrices (or Q-operators) and the algebraic Bethe ansatz. The main steps of the calculation are performed in a general setting and a formula for…

Mathematical Physics · Physics 2009-11-10 Christian Korff

The review of developed by the authors new techniques for covariant calculation of matrix elements in QED, the so-called formalism of "Diagonal Spin Basis" (DSB), is presented. In DSB spin 4-vectors of in- and out- fermions are expressed…

High Energy Physics - Phenomenology · Physics 2015-06-25 M. V. Galynskii , S. M. Sikach

In this letter, the 6-vertex model on dynamical random lattices is defined via a matrix model and rewritten (following I. Kostov) as a deformation of the O(2) model. In the large N planar limit, an exact solution is found at criticality.…

Statistical Mechanics · Physics 2010-12-17 P. Zinn-Justin

We study the stochastic six-vertex model on a strip $$\left\{(x,y)\in\mathbb{Z}^2: 0\leq y\leq x\leq y+N\right\}$$ with two open boundaries. We develop a `matrix product ansatz' method to solve for its stationary measure, based on the…

Probability · Mathematics 2024-03-19 Zongrui Yang

A noisy stabilized Kuramoto-Sivashinsky equation is analyzed by stochastic decomposition. For values of control parameter for which periodic stationary patterns exist, the dynamics can be decomposed into diffusive and transverse parts which…

Adaptation and Self-Organizing Systems · Physics 2022-12-28 Yong-Cong Chen , Chunxiao Shi , J. M. Kosterlitz , Xiaomei Zhu , Ping Ao

The hopping motion of classical particles on a chain coupled to reservoirs at both ends is studied for parallel dynamics with arbitrary probabilities. The stationary state is obtained in the form of an alternating matrix product. The…

Condensed Matter · Physics 2009-10-28 A. Honecker , I. Peschel

We consider the colored asymmetric simple exclusion process (ASEP) and stochastic six vertex (S6V) model with fully packed initial conditions; the states of these models can be encoded by 2-parameter height functions. We show under…

Probability · Mathematics 2024-04-30 Amol Aggarwal , Ivan Corwin , Milind Hegde

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

Stationary probability distributions for stochastic processes on linear chains with closed or open ends are obtained using the matrix product Ansatz. The matrices are representations of some quadratic algebras. The algebras and the types of…

Statistical Mechanics · Physics 2009-10-30 F. C. Alcaraz , S. Dasmahapatra , V. Rittenberg

We define multiple stochastic integrals with respect to c\`{a}dl\`{a}g martingales and prove moment bounds and chaos expansions, which allow to work with them in a way similar to Wiener stochastic integrals. In combination with the…

Probability · Mathematics 2023-03-27 Konstantin Matetski

In this paper we present a quantum stochastic model for spectroscopic line-shapes in the presence of a co-evolving and non-stationary background population of excitations. Starting from a field theory description for interacting bosonic…

Chemical Physics · Physics 2020-10-27 Hao Li , Ajay Ram Srimath Kandada , Carlos Silva , Eric R. Bittner

Recently, there has been much progress in understanding stationary measures for colored (also called multi-species or multi-type) interacting particle systems, motivated by asymptotic phenomena and rich underlying algebraic and…

Probability · Mathematics 2025-06-24 Amol Aggarwal , Matthew Nicoletti , Leonid Petrov