Related papers: Dynamical Stochastic Higher Spin Vertex Models
We introduce stochastic Interaction-Round-a-Face (IRF) models that are related to representations of the elliptic quantum group $E_{\tau,\eta}(sl_2)$. For stochasic IRF models in a quadrant, we evaluate averages for a broad family of…
This review article discusses limit distributions and variance bounds for particle current in several dynamical stochastic systems of particles on the one-dimensional integer lattice: independent particles, independent particles in a random…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We introduce a four-parameter family of interacting particle systems on the line which can be diagonalized explicitly via a complete set of Bethe ansatz eigenfunctions, and which enjoy certain Markov dualities. Using this, for the systems…
We show that the stochastic dynamics of a large class of one-dimensional interacting particle systems may be presented by integrable quantum spin Hamiltonians. Using the Bethe ansatz and similarity transformations this yields new exact…
Stochastic hybrid systems involve a coupling between a discrete Markov chain and a continuous stochastic process. If the latter evolves deterministically between jumps in the discrete state, then the system reduces to a piecewise…
Stochastic partial differential equations (SPDE) on graphs were introduced by Cerrai and Freidlin [Ann. Inst. Henri Poincar\'e Probab. Stat. 53 (2017) 865-899]. This class of stochastic equations in infinite dimensions provides a minimal…
We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $\eta$ which breaks the…
The lifted Heston model is a stochastic volatility model emerging as a Markovian lift of the rough Heston model and the class of rough volatility processes. The model encodes the path dependency of volatility on a set of N square-root state…
In this paper we discuss a family of models of particle and energy diffusion on a one-dimensional lattice, related to those studied previously in [Sasamoto-Wadati], [Barraquand-Corwin] and [Povolotsky] in the context of KPZ universality…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
Facilitated or kinetically constrained spin models (KCSM) are a class of interacting particle systems reversible w.r.t. to a simple product measure. Each dynamical variable (spin) is re-sampled from its equilibrium distribution only if the…
We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…
Motivated by problems from statistical analysis for discretely sampled SPDEs, first we derive central limit theorems for higher order finite differences applied to stochastic process with arbitrary finitely regular paths. These results are…
In this note we present new examples of determinantal point processes with infinitely many particles. The particles live on the half-lattice {1,2,...} or on the open half-line (0,+\infty). The main result is the computation of the…
We introduce a stochastic generalisation of the classical deterministic Floquet-East model, a discrete circuit with the same kinetic constraint as the East model of glasses. We prove exactly that, in the limit of long time and large size,…
We apply the semi-classical limit of the generalized $SO(3)$ map for representation of variable-spin systems in a four-dimensional symplectic manifold and approximate their evolution terms of effective classical dynamics on $T^{\ast…
We consider a fully inhomogeneous stochastic higher spin six vertex model in a quadrant. For this model we derive concise integral representations for multi-point q-moments of the height function and for the q-correlation functions. At…
Dynamical phase transitions are crucial features of the fluctuations of statistical systems, corresponding to boundaries between qualitatively different mechanisms of maintaining unlikely values of dynamical observables over long periods of…