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The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of…
We extend the paradigmatic and versatile TASEP (Totally Asymmetric Simple Exclusion Process) for stochastic 1d transport to allow for two different particle species, each having specific entry and exit rates. We offer a complete mean-field…
Markov processes are shown to be consistent with metastable states seen in pulsar phenomena, including intensity nulling, pulse-shape mode changes, subpulse drift rates, spindown rates, and X-ray emission, based on the typically broad and…
A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…
We introduce a new method, which we call stochastic fusion, which takes an exclusion process and constructs an interacting particle systems in which more than one particle may occupy a lattice site. The construction only requires the…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
We consider from a microscopic perspective large deviation properties of several stochastic interacting particle systems, using their mapping to integrable quantum spin systems. A brief review of recent work is given and several new results…
We consider the fluctuations of a time-integrated particle current around an atypical value in a generic stochastic Markov process involving classical particles with two-site interaction and hardcore repulsion on a finite one-dimensional…
We analyse the stochastic comparison of interacting particle systems allowing for multiple arrivals, departures and non-conservative jumps of individuals between sites. That is, if $k$ individuals leave site $x$ for site $y$, a possibly…
We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…
We study a continuous-space version of the totally asymmetric simple exclusion process (TASEP), consisting of interacting Brownian particles subject to a driving force in a periodic external potential. Particles are inserted at the leftmost…
The escape of the randomly accelerated undamped particle from the finite interval under action of stochastic resetting is studied. The motion of such a particle is described by the full Langevin equation and the particle is characterized by…
We show that the celebrated six-vertex model of statistical mechanics (along with its multistate generalizations) can be reformulated as an Ising-type model with only a two-spin interaction. Such a reformulation unravels remarkable…
The dynamics of a point particle in a periodic array of spherical scatterers converges, in the limit of small scatterer size, to a random flight process, whose paths are piecewise linear curves generated by a Markov process with memory two.…
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
We present two new connections between the inhomogeneous stochastic higher spin six vertex model in a quadrant and integrable stochastic systems from the Macdonald processes hierarchy. First, we show how Macdonald $q$-difference operators…
We study discrete time Markov processes with periodic or open boundary conditions and with inhomogeneous rates in the bulk. The Markov matrices are given by the inhomogeneous transfer matrices introduced previously to prove the…
Let W be the number of points in (0,t] of a stationary finite-state Markov renewal point process. We derive a bound for the total variation distance between the distribution of W and a compound Poisson distribution. For any nonnegative…