Related papers: Asymmetric Simple Exclusion Process with open boun…
We study a substitute for the matrix product ansatz for Asymmetric Simple Exclusion Process with open boundary in the ``singular case'' $\alpha\beta=q^N\gamma\delta$, when the standard form of the matrix product ansatz of Derrida, Evans,…
We discuss a new class of driven lattice gas obtained by coupling the one-dimensional totally asymmetric simple exclusion process to Langmuir kinetics. In the limit where these dynamics are competing, the resulting non-conserved flow of…
We construct marked Gibbs point processes in $\mathbb{R}^d$ under quite general assumptions. Firstly, we allow for interaction functionals that may be unbounded and whose range is not assumed to be uniformly bounded. Indeed, our typical…
Many probabilistic inference problems such as stochastic filtering or the computation of rare event probabilities require model analysis under initial and terminal constraints. We propose a solution to this bridging problem for the widely…
We present metrics for measuring the similarity of states in a finite Markov decision process (MDP). The formulation of our metrics is based on the notion of bisimulation for MDPs, with an aim towards solving discounted infinite horizon…
In this paper, we establish two different results. The first result is a characterization theorem saying that if the stationary state probabilities for originally described Markovian discriminatory processor sharing (DPS) system have a…
We show that in the asymmetric simple exclusion process (ASEP) on a ring, conditioned on carrying a large flux, the particle experience an effective long-range potential which in the limit of very large flux takes the simple form $U=…
We continue the investigation of limit fluctuations of stationary measures of the asymmetric simple exclusion processes with open boundaries (open ASEP), complementing the recent result by Bryc et al. (2023). It was shown therein that in…
We consider simple exclusion processes on Z for which the underlying random walk has a finite first moment and a non-zero mean and whose initial distributions are product measures with different densities to the left and to the right of the…
In this work we construct the stationary measure of the N species totally asymmetric simple exclusion process in a matrix product formulation. We make the connection between the matrix product formulation and the queueing theory picture of…
Mean-field models are often used to approximate Markov processes with large state-spaces. One-step processes, also known as birth-death processes, are an important class of such processes and are processes with state space…
We numerically study the large deviation function of the total current, which is the sum of local currents over all bonds, for the symmetric and asymmetric simple exclusion processes with open boundary conditions. We estimate the generating…
Although stochastic models driven by latent Markov processes are widely used, the classical importance sampling methods based on the exponential tilting for these models suffers from the difficulties in computing the eigenvalues and…
We study the weakly asymmetric simple exclusion process on the integer lattice. Under suitable constraints on the strength of the weak asymmetry of the dynamics, we prove moderate deviation principles for the fluctuation fields when the…
In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…
In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…
A class of generalized exclusion processes parametrized by the maximal occupancy, $k\geq 1$, is investigated. For these processes with symmetric nearest-neighbor hopping, we compute the diffusion coefficient and show that it is independent…
The additivity principle allows a calculation of current fluctuations and associated density profiles in large diffusive systems. In order to test its validity in the weakly asymmetric exclusion process with open boundaries, we use a…