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We study the totally asymmetric simple exclusion process (TASEP) on $\mathbb{Z}$ with a general initial condition and a deterministically moving wall in front of the particles. Using colour-position symmetry, we express the one-point…

Probability · Mathematics 2025-09-24 Sabrina Gernholt

We provide probabilistic and computational results on Markovian multivariate Hawkes processes and induced population processes. By applying the Markov property, we characterize in closed form a joint transform, bijective to the probability…

Probability · Mathematics 2025-08-08 R. S. Karim , R. J. A. Laeven , M , M. Mandjes

We consider the behavior of extremal particles in $K$-symmetric exclusion on $\mathbb{Z}$ when the process starts from certain infinite-particle step configurations where there are no particles to the right of a maximal one. In such a…

Probability · Mathematics 2025-06-17 Michael Conroy , Adrián González Casanova , Sunder Sethuraman

We consider continuous-state branching processes (CB processes) which become extinct almost surely. First, we tackle the problem of describing the stationary measures on $(0,+\infty)$ for such CB processes. We give a representation of the…

Probability · Mathematics 2025-04-30 Rongli Liu , Yan-Xia Ren , Ting Yang

We study the fluctuation properties of the asymmetric simple exclusion process (ASEP) on an infinite one-dimensional lattice. When $N$ particles are initially situated in the negative region with a uniform density $\rho_-=1$, Johansson…

Statistical Mechanics · Physics 2009-11-10 Taro Nagao , Tomohiro Sasamoto

There has been significant progress recently in our understanding of the stationary measures of the exclusion process on $Z$. The corresponding situation in higher dimensions remains largely a mystery. In this paper we give necessary and…

Probability · Mathematics 2007-05-23 M. Bramson , T. M. Liggett

In this paper, we employ Markov process theory to prove asymptotic results for a class of stochastic processes which arise as solutions of a stochastic evolution inclusion and are given by the representation formula \begin{align*}…

Probability · Mathematics 2018-01-23 Alexander Nerlich

The Asymmetric Simple Inclusion Process (ASIP), a lattice-gas model of unidirectional transport and aggregation, was recently proposed as an `inclusion' counterpart of the Asymmetric Simple Exclusion Process (ASEP). In this paper we present…

Statistical Mechanics · Physics 2015-06-17 Shlomi Reuveni , Ori Hirschberg , Iddo Eliazar , Uri Yechiali

In the asymmetric simple exclusion process on the integers each particle waits exponential time, then with probability p it moves one step to the right if the site is unoccupied, otherwise it stays put; and with probability q=1-p it moves…

Probability · Mathematics 2013-02-18 Craig A. Tracy , Harold Widom

For a given inhomogeneous exclusion processes on $N$ sites between two reservoirs, the trajectories probabilities allow to identify the relevant local empirical observables and to obtain the corresponding rate function at Level 2.5. In…

Statistical Mechanics · Physics 2022-01-04 Cecile Monthus

Our principal aim is to observe the Markov discrete-time process of population growth with long-living trajectory. First we study asymptotical decay of generating function of Galton-Watson process for all cases as the Basic Lemma.…

Probability · Mathematics 2020-04-21 Azam A. Imomov

A non-equilibrium particle transport model, the totally asymmetric exclusion process, is studied on a one-dimensional lattice with a hierarchy of fixed long-range connections. This model breaks the particle-hole symmetry observed on an…

Statistical Mechanics · Physics 2009-07-10 Jakub Otwinowski , Stefan Boettcher

An asymmetric stochastic process describing the avalanche dynamics on a ring is proposed. A general kinetic equation which incorporates the exclusion and avalanche processes is considered. The Bethe ansatz method is used to calculate the…

Statistical Mechanics · Physics 2007-05-23 A. M. Povolotsky , V. B. Priezzhev , Chin-Kun Hu

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…

Statistical Mechanics · Physics 2016-03-23 Rüdiger Kürsten , Ulrich Behn

We consider an inhomogeneous symmetric simple exclusion process on a one-dimensional lattice with open boundary conditions. The time scale is continuous. Particles of different types arrive to the utmost left and the utmost right site. If a…

Probability · Mathematics 2025-11-11 Marina V. Yashina , Alexander G. Tatashev

By constructing jointly a random graph and an associated exploration process, we define the dynamics of a "parking process" on a class of uniform random graphs as a measure-valued Markov process, representing the empirical degree…

Probability · Mathematics 2015-04-14 Paola Bermolen , Matthieu Jonckheere , Pascal Moyal

The spectrum of Hamiltonian (Markov matrix) of a multi-species asymmetric simple exclusion process on a ring is studied. The dynamical exponent concerning the relaxation time is found to coincide with the one-species case. It implies that…

Mathematical Physics · Physics 2009-09-01 Chikashi Arita , Atsuo Kuniba , Kazumitsu Sakai , Tsuyoshi Sawabe

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

Probability · Mathematics 2016-08-16 André Dabrowski , Gail Ivanoof , Rafal Kulik

We introduce a mean-field theoretical framework to describe multiple totally asymmetric simple exclusion processes (TASEPs) with different lattice lengths, entry and exit rates, competing for a finite reservoir of particles. We present…

Statistical Mechanics · Physics 2012-03-09 Philip Greulich , Luca Ciandrini , Rosalind J. Allen , M. Carmen Romano

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

Statistics Theory · Mathematics 2020-07-16 Paul Doukhan , Michael H. Neumann , Lionel Truquet