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Exclusion processes in one dimension first appeared in the 70s and have since dragged much attention from communities in different domains: stochastic processes, out-of-equilibriums statistical physics, and more recently integrable systems.…

Statistical Mechanics · Physics 2023-01-11 Ali Zahra

Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…

Probability · Mathematics 2019-09-25 Ujan Gangopadhyay , Krishanu Maulik

This paper develops a comprehensive extension of the $\Lambda$-set framework for optimal control, introducing second-order $\Lambda$-sets and generalizing the theory to non-smooth, hybrid, and stochastic hybrid systems. We first establish…

Optimization and Control · Mathematics 2025-12-11 Mohammad H. M Rashid

We present a simple stochastic quadrant model for calculating the transport and de- position of heavy particles in a fully developed turbulent boundary layer based on the statistics of wall-normal fluid velocity fluctuations obtained from a…

Fluid Dynamics · Physics 2016-08-02 C. Jin , I. Potts , M. W. Reeks

Constant-stepsize stochastic approximation (SA) is widely used in learning for computational efficiency. For a fixed stepsize, the iterates typically admit a stationary distribution that is rarely tractable. Prior work shows that as the…

Machine Learning · Computer Science 2026-02-17 Zedong Wang , Yuyang Wang , Ijay Narang , Felix Wang , Yuzhou Wang , Siva Theja Maguluri

This paper introduces novel frameworks for large deviations and metastability analysis in heavy-tailed stochastic dynamical systems. We develop and apply these frameworks within the context of stochastic difference equation $X^\eta_{j+1}(x)…

Probability · Mathematics 2024-12-12 Xingyu Wang , Chang-Han Rhee

In this work, building up on [1] we present momentum space Ward identities related to broken higher spin symmetry as an alternate approach to computing correlators of spinning operators in interacting theories such as the quasi-fermionic…

High Energy Physics - Theory · Physics 2021-07-28 Sachin Jain , Renjan Rajan John , Vinay Malvimat

Recently, several studies consider the stochastic optimization problem but in a heavy-tailed noise regime, i.e., the difference between the stochastic gradient and the true gradient is assumed to have a finite $p$-th moment (say being upper…

Optimization and Control · Mathematics 2023-05-23 Zijian Liu , Zhengyuan Zhou

We prove a intertwining relation (or Markov duality) between the $(q,\mu,\nu)$-Boson process and $(q,\mu,\nu)$-TASEP, two discrete time Markov chains introduced by Povolotsky. Using this and a variant of the coordinate Bethe ansatz we…

Probability · Mathematics 2014-01-15 Ivan Corwin

In the first part of the paper, we consider a discrete-time stochastic control system. We show that, under certain conditions, the set of random occupational measures generated by the state-control trajectories of the system as well as the…

Optimization and Control · Mathematics 2022-12-21 Lucas Gamertsfelder

We study ASEP in a spatially inhomogeneous environment on a torus $ \mathbb{T}^{(N)} = \mathbb{Z}/N\mathbb{Z} $ of $ N $ sites. A given inhomogeneity $ \widetilde{a}(x) \in (0,\infty) $, $x \in \mathbb{T} $, perturbs the overall asymmetric…

Probability · Mathematics 2020-05-06 Ivan Corwin , Li-Cheng Tsai

Stochastic convex optimization, where the objective is the expectation of a random convex function, is an important and widely used method with numerous applications in machine learning, statistics, operations research and other areas. We…

Machine Learning · Computer Science 2016-11-23 Vitaly Feldman , Cristobal Guzman , Santosh Vempala

We consider the PushTASEP (pushing totally asymmetric simple exclusion process, also sometimes called long-range TASEP) with the step initial configuration evolving in an inhomogeneous space. That is, the rate of each particle's jump…

Probability · Mathematics 2020-05-26 Leonid Petrov

In this paper, we analyze the convergence and optimality of a standard adaptive nonconforming linear element method for the Stokes problem. After establishing a special quasi--orthogonality property for both the velocity and the pressure in…

Numerical Analysis · Mathematics 2013-09-17 Jun Hu , Jinchao Xu

We consider totally asymmetric simple exclusion processes with n types of particle and holes ($n$-TASEPs) on $\mathbb {Z}$ and on the cycle $\mathbb {Z}_N$. Angel recently gave an elegant construction of the stationary measures for the…

Probability · Mathematics 2011-11-10 Pablo A. Ferrari , James B. Martin

When studying fluctuations of models in the 1D KPZ class including the ASEP and the $q$-TASEP, a standard approach has been to first write down a formula for $q$-deformed moments and constitute their generating function. This works well for…

Mathematical Physics · Physics 2019-05-01 Takashi Imamura , Tomohiro Sasamoto

We present a systematic approach for constructing steady state density operators of Markovian dissipative evolution for open quantum chain models with integrable bulk interaction and boundary incoherent driving. The construction is based on…

Quantum Physics · Physics 2015-06-16 Enej Ilievski , Bojan Žunkovič

Mathematical models of physical systems are subject to many uncertainties such as measurement errors and uncertain initial and boundary conditions. After accounting for these uncertainties, it is often revealed that discrepancies between…

Computational Engineering, Finance, and Science · Computer Science 2018-05-23 Rebecca E Morrison , Todd A Oliver , Robert D Moser

Progress in computing the spectrum of excited baryons and mesons in lattice QCD is described. Our first results in the zero-momentum bosonic I=1, S=0, T1u+ symmetry sector of QCD using a correlation matrix of 56 operators are presented. In…

High Energy Physics - Lattice · Physics 2013-10-30 John Bulava , Brendan Fahy , Justin Foley , You-Cyuan Jhang , Keisuke J. Juge , David Lenkner , Colin Morningstar , Chik Him Wong

Model updating of engineering systems inevitably involves handling both aleatory or inherent randomness and epistemic uncertainties or uncertainities arising from a lack of knowledge or information about the system. Addressing these…

Applications · Statistics 2025-05-27 Sangwon Lee , Taro Yaoyama , Masaru Kitahara , Tatsuya Itoi
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