Related papers: How to initialize a second class particle?
We consider two species of particles performing random walks in a domain in $\mathbb{R}^d$ with reflecting boundary conditions, which annihilate on contact. In addition, there is a conservation law so that the total number of particles of…
Two models with linear and nonlinear second class constraints are considered and gauged by embedding in an extended phase space. These models are the free non-relativistic particle on a hyperplane and hyper sphere in configuration space.…
Double (or parity conserving) branching annihilating random walk, introduced by Sudbury in '90, is a one-dimensional non-attractive particle system in which positive and negative particles perform nearest neighbor hopping, produce two…
In this paper we consider the TASEP with second class particles with the initial order is such that $k$ first class particles are located to the left of $N-k$ second class particles. Under this assumption of the initial state of order, we…
A discrete-time totally asymmetric simple exclusion process on a lattice with open boundaries is considered. There are particles of different types. The type of a particle is characterized by the probability that a particle moves to a…
We consider from a microscopic perspective large deviation properties of several stochastic interacting particle systems, using their mapping to integrable quantum spin systems. A brief review of recent work is given and several new results…
This paper investigates weighted approximations for studentized $U$-statistics type processes, both with symmetric and antisymmetric kernels, only under the assumption that the distribution of the projection variate is in the domain of…
We take up the idea of Nelson's stochastic processes, the aim of which was to deduce Schr\"odinger's equation. We make two major changes here. The first one is to consider deterministic processes which are pseudo-random but which have the…
It is shown that quantization of the dynamical systems with second class constraints actually can be reduced to quantization of the systems with first class constraints. The motion of the non-relativistic particle along the plane curve and…
We consider two independent identical diffusion processes that annihilate upon meeting in order to study their conditioning with respect to their first-encounter properties. For the case of finite horizon $T<+\infty$, the maximum…
Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…
We investigate the long-time behavior of the survival probability of a tagged particle in a single-file diffusion in a finite interval. The boundary conditions are of two types: 1) one boundary is absorbing the second is reflecting, 2) both…
Accurate mesh-free simulation of fluid flows involving complex boundaries requires that the boundaries be captured accurately in terms of particles. In the context of incompressible/weakly-compressible fluid flow, the SPH method is more…
Probabilistic graphical models compactly represent joint distributions by decomposing them into factors over subsets of random variables. In Bayesian networks, the factors are conditional probability distributions. For many problems, common…
Particle filters are a frequent choice for inference tasks in nonlinear and non-Gaussian state-space models. They can either be used for state inference by approximating the filtering distribution or for parameter inference by approximating…
We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…
We study the effect of a single driven tracer particle in a bath of other particles performing the random average process on an infinite line using a stochastic hydrodynamics approach. We consider arbitrary fixed as well as random initial…
We describe the hydrodynamic behavior of the $k$-step exclusion process. Since the flux appearing in the hydrodynamic equation for this particle system is neither convex nor concave, the set of possible solutions include in addition to…
A model for the dynamics of a classical point charged particle interacting with higher order jet fields is introduced. In this model, the dynamics of the charged particle is described by an implicit ordinary second order differential…
We consider the asymmetric exclusion process with a driven tagged particle on Z which has different jump rates from other particles and show that the tagged particle can have a ballistic behavior when the non-tagged particles have…