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Related papers: Upper-tail large deviation principle for the ASEP

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We study a totally asymmetric simple exclusion process (TASEP) with one defect site, hopping rate $q<1$, near the system boundary. Regarding our system as a pair of uniform TASEP's coupled through the defect, we study various methods to…

Statistical Mechanics · Physics 2009-11-13 J. J. Dong , R. K. P. Zia , B. Schmittmann

Let $X_1,X_2,...$ be a sequence of independent and identically distributed random variables, and put $S_n=X_1+...+X_n$. Under some conditions on the positive sequence $\tau_n$ and the positive increasing sequence $a_n$, we give necessary…

Probability · Mathematics 2007-05-23 Alexander R. Pruss

In this paper, a novel approach to the problem of estimating the heavy-tail exponent alpha>0 of a distribution is proposed. It is based on the fact that block-maxima of size m of the independent and identically distributed data scale at a…

Statistics Theory · Mathematics 2007-06-13 Stilian A. Stoev , George Michailidis , Murad S. Taqqu

Consider the stationary measure of open asymmetric simple exclusion process (ASEP) on the lattice $\{1,\dots,n\}$. Taking $n$ to infinity while fixing the jump rates, this measure converges to a measure on the semi-infinite lattice. In the…

Probability · Mathematics 2025-10-23 Zongrui Yang

The large deviation function obtained recently by Derrida and Lebowitz for the totally asymmetric exclusion process is generalized to the partially asymmetric case in the scaling limit. The asymmetry parameter rescales the scaling variable…

Statistical Mechanics · Physics 2009-10-31 Deok-Sun Lee , Doochul Kim

We provide exact large-time equivalents of the density and upper tail distributions of the exponential functional of a subordinator in terms of its Laplace exponents. This improves previous results on the logarithmic asymptotic behaviour of…

Probability · Mathematics 2021-06-17 Bénédicte Haas

It is well-known that large deviations of random walks driven by independent and identically distributed heavy-tailed random variables are governed by the so-called principle of one large jump. We note that further subtleties hold for such…

Probability · Mathematics 2017-01-30 Harald Bernhard , Bikramjit Das

Current fluctuations for the one-dimensional totally asymmetric exclusion process (TASEP) connected to reservoirs of particles, and their large scale limit to the KPZ fixed point in finite volume, are studied using exact methods. Focusing…

Statistical Mechanics · Physics 2024-10-22 Sylvain Prolhac

We study the one-dimensional asymmetric simple exclusion process (ASEP) with open boundary conditions. Particles are injected and ejected at both boundaries. It is clarified that the steady state of the model is intimately related to the…

Statistical Mechanics · Physics 2009-11-10 Masaru Uchiyama , Tomohiro Sasamoto , Miki Wadati

The dynamics of an asymmetric tracer in the symmetric simple exclusion process (SEP) is mapped, in the continuous scaling limit, to the local current through the origin in the zero-range process (ZRP) with a biased bond. This allows us to…

Statistical Mechanics · Physics 2022-11-23 Rahul Dandekar , Kirone Mallick

Let $X$ be the number of $k$-term arithmetic progressions contained in the $p$-biased random subset of the first $N$ positive integers. We give asymptotically sharp estimates on the logarithmic upper-tail probability $\log \Pr(X \ge E[X] +…

Probability · Mathematics 2024-09-16 Matan Harel , Frank Mousset , Wojciech Samotij

We present explicit formulas for total crossing events in the multi-species asymmetric exclusion process ($r$-ASEP) with underlying $U_q(\widehat{\mathfrak{sl}}_{r+1})$ symmetry. In the case of the two-species TASEP these can be derived…

Mathematical Physics · Physics 2023-06-05 Jan de Gier , William Mead , Michael Wheeler

The Large Deviation Principle is established for stochastic models defined by past-dependent non linear recursions with small noise. In the Markov case we use the result to obtain an explicit expression for the asymptotics of exit time.

Probability · Mathematics 2007-05-23 F. Klebaner , R. Liptser

In a recent study [C Arita, Phys. Rev. E 80, 051119 (2009)], an extension of the M/M/1 queueing process with the excluded-volume effect as in the totally asymmetric simple exclusion process (TASEP) was introduced. In this paper, we consider…

Physics and Society · Physics 2014-09-18 Chikashi Arita , Daichi Yanagisawa

We devise an abstract, modular scheme to prove continuity of the Lyapunov exponents for a general class of linear cocycles. The main assumption is the availability of appropriate large deviation type (LDT) estimates which are uniform in the…

Dynamical Systems · Mathematics 2015-07-13 Pedro Duarte , Silvius Klein

We study current fluctuations in the Totally Asymmetric Simple Exclusion Process (TASEP) on a ring with $N$ sites and $p$ particles. By introducing a deformation parameter $\gamma$, we analyze the tilted operator that governs the statistics…

Statistical Mechanics · Physics 2025-08-08 Anastasiia Trofimova , Lu Xu

Under scenario of high frequency data, consistent estimator of realized Laplace transform of volatility is proposed by \citet{TT2012a} and related central limit theorem has been well established. In this paper, we investigate the asymptotic…

Statistics Theory · Mathematics 2020-10-28 Xinwei Feng , Lidan He , Zhi Liu

We prove that the flux function of the totally asymmetric simple exclusion process (TASEP) with site disorder exhibits a flat segment for sufficiently dilute disorder. For high dilution, we obtain an accurate description of the flux. The…

Probability · Mathematics 2017-12-12 Christophe Bahadoran , T. Bodineau

We conjecture an explicit expression for the lower tail large deviation rate function of the partition function of the log-Gamma polymer. We rigorously prove our result, except for one step for which we only provide heuristic evidence. We…

Mathematical Physics · Physics 2024-10-25 Tom Claeys , Julian Mauersberger

We report here our preliminary results in the study of a new version of the generalized Totally Asymmetric Simple Exclusion process (gTASEP) on open tracks. In the gTASEP an additional interaction between the particles is considered,…

Statistical Mechanics · Physics 2022-12-06 A. M. Povolotsky , N. C. Pesheva , N. Zh. Bunzarova