Related papers: Restricted permutations for the simple exclusion p…
We introduce a new class of large structured random matrices characterized by four fundamental properties which we discuss. We prove that this class is stable under matrix-valued and pointwise non-linear operations. We then formulate an…
As the simplest model of transport of interacting particles in a disordered medium, we consider the asymmetric simple exclusion process (ASEP) in which particles with hard-core interactions perform biased random walks, on the supercritical…
The concept of a random process has been recently extended to graph signals, whereby random graph processes are a class of multivariate stochastic processes whose coefficients are matrices with a \textit{graph-topological} structure. The…
A subalgebraic approximation algorithm is proposed to estimate from a set of time series the parameters of the observer representation of a discrete-time polynomial system without inputs which can generate an approximation of the observed…
We consider continuous-time random walks on a random locally finite subset of $\mathbb{R}^d$ with random symmetric jump probability rates. The jump range can be unbounded. We assume some second--moment conditions and that the above…
We consider exploration algorithms of the random sequential adsorption type both for homogeneous random graphs and random geometric graphs based on spatial Poisson processes. At each step, a vertex of the graph becomes active and its…
The Quantum Symmetric Simple Exclusion Process (Q-SSEP) is a model for quantum stochastic dynamics of fermions hopping along the edges of a graph with Brownian noisy amplitudes and driven out-of-equilibrium by injection-extraction processes…
Randomly breaking connections in a graph alters its transport properties, a model used to describe percolation. In the case of quantum walks, dynamic percolation graphs represent a special type of imperfections, where the connections appear…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
By generalizing the algebra of operators of the Asymmetric Simple Exclusion Process (ASEP), a multi-species ASEP in which particles can overtake each other,is defined on both open and closed one dimensional chains. On the ring the steady…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…
In this paper we study the self-similar processes with stationary increments in a discrete-time setting. Different from the continuous-time case, it is shown that the scaling function of such a process may not take the form of a power…
We introduce an integrable stochastic process associated with the $D_2$ quantum group, which can be decomposed into two symmetric simple exclusion processes. We establish the integrability of the model under three types of boundary…
We study a system composed of two parallel totally asymmetric simple exclusion processes with open boundaries, where the particles move in the two lanes in opposite directions and are allowed to jump to the other lane with rates inversely…
As a simple model for single-file diffusion of hard core particles we investigate the one-dimensional symmetric exclusion process. We consider an open semi-infinite system where one end is coupled to an external reservoir of constant…
We introduce a new random graph model motivated by biological questions relating to speciation. This random graph is defined as the stationary distribution of a Markov chain on the space of graphs on $\{1, \ldots, n\}$. The dynamics of this…
The asymmetric exclusion process is an idealised stochastic model of transport, whose exact solution has given important insight into a general theory of nonequilibrium statistical physics. In this work, we consider a totally asymmetric…
When particle flux is regulated by multiple factors such as particle supply and varying transport rate, it is important to identify the respective dominant regimes. We extend the well-studied totally asymmetric simple exclusion model to…
The normalised partial sums of values of a nonnegative multiplicative function over divisors with appropriately restricted sizes of a random permutation from the symmetric group define trajectories of a stochastic process. We prove a…