Related papers: Multi-point distribution of TASEP
This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…
By considering any one-dimensional time-homogeneous solvable diffusion process,this paper develops a complete analytical framework for computing the distribution of the last hitting time, to any level, and its joint distribution with the…
In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…
The generalized totally asymmetric exclusion process (TASEP) [J. Stat. Mech. P05014 (2012)] is an integrable generalization of the TASEP equipped with an interaction, which enhances the clustering of particles. The process interpolates…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
We present the transition probability for the asymmetric simple exclusion process on the half-space for general initial conditions and particle insertion at the boundary. In the limit of total asymmetry, where particles only jump to the…
We study a discrete time multitype branching random walk on a finite space with finite set of types. Particles follow a Markov chain on the spatial space whereas offspring distributions are given by a random field that is fixed throughout…
A general class of mass transport models with Q species of conserved mass is considered. The models are defined on a lattice with parallel discrete time update rules. For one-dimensional, totally asymmetric dynamics we derive necessary and…
This paper studies multivariate nonparametric change point localization and inference problems. The data consists of a multivariate time series with potentially short range dependence. The distribution of this data is assumed to be…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
This article studies the inhomogeneous geometric polynuclear growth model, the distribution of which is related to Schur functions. We explain a method to derive its distribution functions in both space-like and time-like directions,…
We consider a totally asymmetric simple exclusion on $\mathbb{Z}$ with the step initial condition, under the additional restriction that the first particle cannot cross a deterministally moving wall. We prove that such a wall may induce…
This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…
Probabilistic models of directed polymers in random environment have received considerable attention in recent years. Much of this attention has focused on integrable models. In this paper, we introduce some new computational tools that do…
We present new results for the current as a function of transmission rate in the one dimensional totally asymmetric simple exclusion process (TASEP) with a blockage that lowers the jump rate at one site from one to r < 1. Exact finite…
We consider the totally asymmetric exclusion process on a ring in discrete time with the backward-ordered sequential update and particle-dependent hopping probabilities. Using a combinatorial treatment of the Bethe ansatz, we derive the…
The famous Fisher-KPP reaction diffusion model combines linear diffusion with the typical Fisher-KPP reaction term, and appears in a number of relevant applications. It is remarkable as a mathematical model since, in the case of linear…
We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…
This article studies the quasi-stationary behaviour of multidimensional birth and death processes, modeling the interaction between several species, absorbed when one of the coordinates hits 0. We study models where the absorption rate is…
This paper is devoted to diffusion limits of linear Boltzmann equations. When the equilibrium distribution function is Maxwellian distribution, it is well known that for an appropriate time scale, the small mean free path limit gives rise…