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We study the one-dimensional asymmetric simple exclusion process (ASEP) with open boundary conditions. Particles are injected and ejected at both boundaries. It is clarified that the steady state of the model is intimately related to the…

Statistical Mechanics · Physics 2009-11-10 Masaru Uchiyama , Tomohiro Sasamoto , Miki Wadati

We consider a general piecewise deterministic Markov process (PDMP) $X=\{X_t\}_{t\geqslant 0}$ with measure-valued generator $\mathcal{A}$, for which the conditional distribution function of the inter-occurrence time is not necessarily…

Probability · Mathematics 2017-04-27 Zhaoyang Liu , Yuying Liu , Guoxin Liu

We study the long time asymptotics of the relaxation dynamics of the totally asymmetric simple exclusion process on a ring. Evaluating the asymptotic amplitudes of the local currents by the algebraic Bethe ansatz method, we find the…

Statistical Mechanics · Physics 2012-11-01 Kohei Motegi , Kazumitsu Sakai , Jun Sato

We consider a tandem queue with coupled processors, which is subject to global breakdowns. When the network is in the operating mode and both queues are non empty, the total service capacity is shared among the stations according to fixed…

Probability · Mathematics 2019-03-08 Ioannis Dimitriou

Quadratic harnesses are time-inhomogeneous Markov polynomial processes with linear conditional expectations and quadratic conditional variances with respect to the past-future filtrations. Typically they are determined by five numerical…

Probability · Mathematics 2024-01-23 Jacek Wesołowski , Agnieszka Zięba

It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…

Condensed Matter · Physics 2009-10-28 C. Godreche , J. M. Luck , M. R. Evans , D. Mukamel , S. Sandow , E. R. Speer

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

We consider the asymmetric simple exclusion process confined to the nonnegative integers with an open boundary at 0. The point 0 is connected to a reservoir where particles are injected and ejected at prescribed rates subject to the…

Probability · Mathematics 2013-10-08 Craig A. Tracy , Harold Widom

We formulate and analyze the steady-state behavior of totally asymmetric simple exclusion processes (TASEPs) that contain periodically varying movement rates. In our models, particles at a majority sites hop to the right with rate $p_1$…

Statistical Mechanics · Physics 2007-05-23 Greg Lakatos , Tom Chou , Anatoly Kolomeisky

We study a one-parameter generalization of the symmetric simple exclusion process on a one dimensional lattice. In addition to the usual dynamics (where particles can hop with equal rates to the left or to the right with an exclusion…

Statistical Mechanics · Physics 2016-09-07 N. Crampe , E. Ragoucy , V. Rittenberg , M. Vanicat

We introduce and solve a model of fermions hopping between neighbouring sites on a line with random Brownian amplitudes and open boundary conditions driving the system out of equilibrium. The average dynamics reduces to that of the…

Statistical Mechanics · Physics 2019-10-22 Denis Bernard , Tony Jin

We derive the formula for the stationary states of particle-number conserving exclusion processes infinitesimally perturbed by inhomogeneous adsorption and desorption. The formula not only proves but also generalises the conjecture proposed…

Statistical Mechanics · Physics 2024-09-25 Masataka Watanabe

Let $(X_t)_{t \geq 0}$ be a continuous time Markov process on some metric space $M,$ leaving invariant a closed subset $M_0 \subset M,$ called the {\em extinction set}. We give general conditions ensuring either "Stochastic persistence"…

Probability · Mathematics 2023-10-26 Michel Benaim

We investigate the asymmetric simple exclusion process (ASEP) on an interval with open boundaries. We provide a representation for its stationary distribution as a marginal of the top layer of a two-layer ensemble under Liggett's condition.…

Probability · Mathematics 2025-02-10 Wlodek Bryc

We define the concept of an `open' Markov process, a continuous-time Markov chain equipped with specified boundary states through which probability can flow in and out of the system. External couplings which fix the probabilities of…

Mathematical Physics · Physics 2017-10-03 Blake S. Pollard

We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…

Probability · Mathematics 2019-09-17 Ari Arapostathis , Guodong Pang , Yi Zheng

Consider a stationary discrete random process with alphabet size d, which is assumed to be the output process of an unknown stationary Hidden Markov Model (HMM). Given the joint probabilities of finite length strings of the process, we are…

Machine Learning · Computer Science 2015-12-15 Qingqing Huang , Rong Ge , Sham Kakade , Munther Dahleh

This paper is devoted to parameter estimation for partially observed polynomial state space models. This class includes discretely observed affine or more generally polynomial Markov processes. The polynomial structure allows for the…

Statistics Theory · Mathematics 2025-07-11 Jan Kallsen , Ivo Richert

We consider the stationary measure of the open asymmetric simple exclusion process (ASEP) with light particles. We prove several results on the asymptotic locations of the light particles under the stationary measure. Moreover, in the fan…

Probability · Mathematics 2024-09-04 Dominik Schmid , Zongrui Yang

Generic inhomogeneous steady states in an asymmetric exclusion process on a ring with a pair of point bottlenecks are studied. We show that, due to an underlying universal feature, measurements of coarse-grained steady-state densities in…

Statistical Mechanics · Physics 2014-08-15 Niladri Sarkar , Abhik Basu