Related papers: Zero-range process in random environment
We consider a one dimensional ballistic random walk evolving in an i.i.d. parametric random environment. We provide a maximum likelihood estimation procedure of the environment parameters based on a single observation of the path till the…
We consider the Random Walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold product of a one-dimensional law. It is well known (see Roberts et al. (Ann. Appl. Probab. 7…
We introduce a new class of nonlocal nonlinear conservation laws in one space dimension that allow for nonlocal interactions over a finite horizon. The proposed model, which we refer to as the nonlocal pair interaction model, inherits at…
We study branching random walk on $\mathbb{Z}$ in a bounded i.i.d. random environment. For this process, we prove that, for almost every realization of the environment, the distributions of the maximally displaced particle (re-centered…
Characterizing current fluctuations in a steady state is of fundamental interest and has attracted considerable attention in the recent past. However, the bulk of the studies are limited to systems that either do not exhibit a phase…
We give sufficient conditions for tightness in the space C([0,1]) for sequences of probability measures which enjoy a suitable decoupling between zero level set and excursions. Applications of our results are given in the context of…
A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
We examine the optimal scaling and the efficiency of the pseudo-marginal random walk Metropolis algorithm using a recently-derived result on the limiting efficiency as the dimension, $d\rightarrow \infty$. We prove that the optimal scaling…
We present a general method to derive the metastable behavior of weakly mixing Markov chains. This approach is based on properties of the resolvent equations and can be applied to metastable dynamics which do not satisfy the mixing…
We present a detailed analysis of random motions moving in higher spaces with a natural number of velocities. In the case of the so-called minimal random dynamics, under some wide assumptions, we show the joint distribution of the position…
We prove a strong form of the equivalence of ensembles for the invariant measures of zero range processes conditioned to a supercritical density of particles. It is known that in this case there is a single site that accomodates a…
We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We…
We consider hydrodynamic limits of interacting particles systems with open boundaries, where the exterior parameters change in a time scale slower than the typical relaxation time scale. The limit deterministic profiles evolve…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
We study a system of particles in the interval $[0,\epsilon^{-1}] \cap \mathbb Z$, $\epsilon^{-1}$ a positive integer. The particles move as symmetric independent random walks (with reflections at the endpoints); simultaneously new…
We consider birth-and-death processes of objects (animals) defined in ${\bf Z}^d$ having unit death rates and random birth rates. For animals with uniformly bounded diameter we establish conditions on the rate distribution under which the…
We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…
Regularly varying stochastic processes are able to model extremal dependence between process values at locations in random fields. We investigate the empirical extremogram as an estimator of dependence in the extremes. We provide conditions…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…