Related papers: Stochastic PDE limit of the dynamic ASEP
Existing error-bound-based analyses for stochastic algorithms that exhibit certain descent properties, such as randomized coordinate descent and randomized projection methods, are often limited in scope and typically lead to overly…
In this paper, enlightened by the asymptotic expansion methodology developed by Li(2013b) and Li and Chen (2016), we propose a Taylor-type approximation for the transition densities of the stochastic differential equations (SDEs) driven by…
We study the speed of convergence to equilibrium for the asymmetric simple exclusion process (ASEP) on a finite interval with one open boundary. We provide sharp estimates on the total-variation distance from equilibrium and verify that the…
This work provides a semi-analytic approximation method for decoupled forwardbackward SDEs (FBSDEs) with jumps. In particular, we construct an asymptotic expansion method for FBSDEs driven by the random Poisson measures with {\sigma}-finite…
We demonstrate that Liggett's condition can be relaxed without disrupting the convergence of open ASEP stationary measures to the open KPZ stationary measure. This is equivalent to demonstrating that, under weak asymmetry scaling and…
We describe an asynchronous parallel stochastic coordinate descent algorithm for minimizing smooth unconstrained or separably constrained functions. The method achieves a linear convergence rate on functions that satisfy an essential strong…
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…
We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be…
We study finite size effects in the variance of the displacement of a tagged particle in the stationary state of the Asymmetric Simple Exclusion Process (ASEP) on a ring of size $L$. The process involves hard core particles undergoing…
Consider the Totally Asymmetric Simple Exclusion Process (TASEP) on the integer lattice $ \mathbb{Z} $. We study the functional Large Deviations of the integrated current $ \mathsf{h}(t,x) $ under the hyperbolic scaling of space and time by…
In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…
Consider a two-dimensional continuous-time dynamical system, with an attracting fixed point $S$. If the deterministic dynamics are perturbed by white noise (random perturbations) of strength $\epsilon$, the system state will eventually…
We investigate the Glauber dynamics of the generalized (2+1)-dimensional $p$-SOS model under a hard floor constraint. This setting induces entropic repulsion: the integer-valued interface height is forced to remain above the wall and…
We prove that a parabolically rescaled and suitably renormalised height function of a weakly asymmetric simple exclusion process on a circle converges to the Cole-Hopf solution of the KPZ equation. This is an analogue of the celebrated…
We study a weakly asymmetric exclusion process with long jumps and with infinitely many extended reservoirs. We prove that the stationary fluctuations of the process are governed by the generalized Ornstein-Uhlenbeck process or the…
We explore the stationary densities in totally asymmetric exclusion processes (TASEP) with open boundary conditions and spatially inhomogeneous hopping rates. We calculate the steady state density profiles that characterise the associated…
Let $\eta_t$ be a Poisson point process of intensity $t\geq 1$ on some state space $\Y$ and $f$ be a non-negative symmetric function on $\Y^k$ for some $k\geq 1$. Applying $f$ to all $k$-tuples of distinct points of $\eta_t$ generates a…
We study the behaviour of a Symmetric Exclusion Process (SEP) in presence of stochastic resetting where the configuration of the system is reset to a step-like profile with a fixed rate $r.$ We show that the presence of resetting affects…
We study the stochastic growth process in discrete time $x_{i+1} = (1 + \mu_i) x_i$ with growth rate $\mu_i = \rho e^{Z_i - \frac12 var(Z_i)}$ proportional to the exponential of an Ornstein-Uhlenbeck (O-U) process $dZ_t = - \gamma Z_t dt +…
We consider the one-dimensional partially asymmetric exclusion process with random hopping rates, in which a fraction of particles (or sites) have a preferential jumping direction against the global drift. In this case the accumulated…