Related papers: Restricted permutations for the simple exclusion p…
Continuous-time Markov process models of contagions are widely studied, not least because of their utility in predicting the evolution of real-world contagions and in formulating control measures. It is often the case, however, that…
The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption…
We determine the computational complexity of approximately counting and sampling independent sets of a given size in bounded-degree graphs. That is, we identify a critical density $\alpha_c(\Delta)$ and provide (i) for $\alpha <…
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…
Simple exclusion processes for particles moving along two parallel lattices and jumping between them are theoretically investigated for asymmetric rates of transition between the channels. An approximate theoretical approach, that describes…
In this paper, we will study the long time behavior of the simple symmetric exclusion process in the ``channel'' $\Lambda_N=[1,N]\cap \mathbb{N}$ with reservoirs at the boundaries. These reservoirs are also systems of particles which can be…
A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…
Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…
We consider a general framework for multi-type interacting particle systems on graphs, where particles move one at a time by random walk steps, different types may have different speeds, and may interact, possibly randomly, when they meet.…
This paper studies theory and inference related to a class of time series models that incorporates nonlinear dynamics. It is assumed that the observations follow a one-parameter exponential family of distributions given an accompanying…
In this paper, we review several results from singularly perturbed differential equations with multiple small parameters. In addition, we develop a general conceptual framework to compare and contrast the different results by proposing a…
The one-dimensional symmetric exclusion process, the simplest interacting particle process, is a lattice-gas made of particles that hop symmetrically on a discrete line respecting hard-core exclusion. The system is prepared on the infinite…
The degree-restricted random process is a natural algorithmic model for generating graphs with degree sequence D_n=(d_1, \ldots, d_n): starting with an empty n-vertex graph, it sequentially adds new random edges so that the degree of each…
We derive new discrete event simulation algorithms for marked time point processes. The main idea is to couple a special structure, namely the associated local independence graph, as defined by Didelez arXiv:0710.5874, with the activity…
We prove that the restriction of the vertex-reinforced jump process to a subset of the vertex set is a mixture of vertex-reinforced jump processes. A similar statement holds for the non-linear hyperbolic supersymmetric sigma model. This is…
The asymmetric simple exclusion process (ASEP) with periodic boundary conditions is investigated for shuffled dynamics. In this type of update, in each discrete timestep the particles are updated in a random sequence. Such an update is…
Exclusive diffusion on a one-dimensional lattice is studied. In the model particles hop stochastically into both directions with different rates. At the ends of the lattice particles are injected and removed. The exact stationary…
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…
Network systems have become a ubiquitous modeling tool in many areas of science where nodes in a graph represent distributed processes and edges between nodes represent a form of dynamic coupling. When a network topology is already known…
We present a solution for the stationary state of an asymmetric exclusion model with sequential update and open boundary conditions. We solve the model exactly for random hopping in both directions by applying a matrix-product formalism…