Related papers: Moderate Deviations for the current and Tagged Par…
We consider the totally asymmetric simple exclusion process on $\Z$ with step initial condition and with the presence of a rightward-moving wall that prevents the particles from jumping. This model was first studied in…
Consider a system of particles performing nearest neighbor random walks on the lattice $\ZZ$ under hard--core interaction. The rate for a jump over a given bond is direction--independent and the inverse of the jump rates are i.i.d. random…
Consider a population of individuals belonging to an infinity number of types, and assume that type proportions follow the two-parameter Poisson-Dirichlet distribution. A sample of size n is selected from the population. The total number of…
Dynamical features of tagged particles are studied in a one dimensional $A+A \rightarrow kA$ system for $k=0$ and 1, where the particles $A$ have a bias $\epsilon$ $(0 \leq \epsilon \leq 0.5)$ to hop one step in the direction of their…
In this thesis, we consider one of the most popular models of non-equilibrium statistical physics: the Asymmetric Simple Exclusion Process, in which particles jump stochastically on a one-dimensional lattice, between two reservoirs at fixed…
A discrete-time totally asymmetric simple exclusion process on a lattice with open boundaries is considered. There are particles of different types. The type of a particle is characterized by the probability that a particle moves to a…
We derive the moderate deviation principles for the fluctuation fields of the facilitated exclusion process (FEP) in one dimension when the process starts from its stationary measure, both in the symmetric and asymmetric cases. The main…
Using the recently discovered strong negative dependence properties of the symmetric exclusion process, we derive general conditions for when the normalized current of particles between regions converges to the Gaussian distribution. The…
In this paper we consider the filtering of a class of partially observed piecewise deterministic Markov processes (PDMPs). In particular, we assume that an ordinary differential equation (ODE) drives the deterministic element and can only…
In this paper, we investigate a stochastic approximation procedure $\left(X_n\right)_{n\ge 0}$ taking values in $R$. The process is adapted to a filtration $(F_n)_{n\ge 0}$ and satisfies the recursion…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
In this paper, we give the moderate deviation principle from the hydrodynamic limit of the simple exclusion process on $1$-dimensional torus starting from a nonequilibrium state, which extends the result given in Gao and Quastel (2003)…
In this paper, we establish a central limit theorem and a moderate deviations for 2D stochastic primitive equations with multiplicative noise. The proof is mainly based on the weak convergence approach.
We introduce the headway exclusion process which is an exclusion process with $N$ particles on the one-dimensional discrete torus with $L$ sites with jump rates that depend only on the distance to the next particle in the direction of the…
We compute the full probability distribution of the positions of a tagged particle exactly for given arbitrary initial positions of the particles and for general single-particle propagators. We consider the thermodynamic limit of our exact…
By comparing the original equations with the corresponding stationary ones, the moderate deviation principle (MDP) is established for unbounded additive functionals of several different models of distribution dependent SDEs, with…
We study two generalizations of the asymmetric simple exclusion process with two types of particles. Particles of type 1 can jump over particles of type 2, while particles of type 2 can only influence the jump rates of particles of type 1.…
We consider a gas of point particles moving on the one-dimensional line with a hard-core inter-particle interaction that prevents particle crossings --- this is usually referred to as single-file motion. The individual particle dynamics can…
We consider a single-server queue where interarrival and service times depend linearly and randomly on customer waiting times, and establish a sample-path moderate deviation principle (MDP) for the waiting time process. The waiting times…
We study interacting particle systems on the real line which generalize the Hammersley process [D. Aldous and P. Diaconis, Prob. Theory Relat. Fields 103, 199-213 (1995)]. Particles jump to the right to a randomly chosen point between their…