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We study the facilitated totally asymmetric exclusion process on the one dimensional integer lattice. We investigate the invariant measures and the limiting behavior of the process. We mainly derive the limiting distribution of the process…

Probability · Mathematics 2018-09-03 Dayue Chen , Linjie Zhao

Small-space and large-time estimates and asymptotic expansion of the distribution function and (the derivatives of) the density function of hitting times of points for symmetric L\'evy processes are studied. The L\'evy measure is assumed to…

Probability · Mathematics 2017-02-15 Tomasz Juszczyszyn , Mateusz Kwaśnicki

As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…

Probability · Mathematics 2012-09-25 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

This paper investigates the properties of trajectories in harmonic oscillator systems equipped with a point, absolutely continuous, or singular measure. As demonstrated in [30], infinite-dimensional linear flows of countable oscillator…

Dynamical Systems · Mathematics 2025-08-15 Vsevolod Sakbaev , Igor Volovich

We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…

Probability · Mathematics 2015-09-14 Andrey Pilipenko , Yuriy Prykhodko

We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…

Statistical Mechanics · Physics 2009-11-13 A. Baule , E. G. D. Cohen

We consider the motion of a particle on a Galton Watson tree, when the probabilities of jumping from a vertex to any one of its neighbours is determined by a random process. Given the tree, positive weights are assigned to the edges in such…

Probability · Mathematics 2016-05-02 A. D. Barbour , A. Collevecchio

In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics, and use the results to derive limitations of classical measurements. A central problem is the relation between systems which…

Dynamical Systems · Mathematics 2016-11-17 Henrik Sandberg , Jean-Charles Delvenne , John C. Doyle

L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

Statistical Mechanics · Physics 2019-03-27 Bartłomiej Dybiec , Karol Capała , Aleksei Chechkin , Ralf Metzler

We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…

Probability · Mathematics 2026-04-21 Matthieu Jonckheere , Seva Shneer

Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…

Probability · Mathematics 2021-12-24 Gioia Carinci , Simone Floreani , Cristian Giardinà , Frank Redig

We test Boltzmann's H-theorem for several models of particle random walk. We study the influence of interaction between the particle and reservoir/detectors on entropy and find entropy increasing in time for some models and behaving…

Quantum Physics · Physics 2015-02-13 G. B. Lesovik , I. A. Sadovskyy

We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for…

Probability · Mathematics 2011-02-24 Nicolas Privault

The main objective of this paper is a study of the asymptotic behavior of distributional solutions to the one-dimensional repulsive pressureless Euler-Poisson system. The system is a model for the dynamics of a mass distribution evolving on…

Analysis of PDEs · Mathematics 2026-05-08 Nicholas Biglin , Joseph Crachiola , Jack Curtis , Thomas Kunz , Omkar Maralappanavar , Adrian Tudorascu

We consider a branching random walk with immigration in a random environment, where the environment is a stationary and ergodic sequence indexed by time. We focus on the asymptotic properties of the sequence of measures $(Z_n)$ that count…

Probability · Mathematics 2021-02-23 Mengxue Li , Chuanmao Huang , Xiaoqiang Wang

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…

Analysis of PDEs · Mathematics 2024-10-30 Vincent Bansaye , Ayman Moussa , Felipe Muñoz-Hernández

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

Probability · Mathematics 2010-11-11 Soumik Pal , Mykhaylo Shkolnikov

We study products of random isometries acting on Euclidean space. Building on previous work of the second author, we prove a local limit theorem for balls of shrinking radius with exponential speed under the assumption that a Markov…

Probability · Mathematics 2016-06-08 Elon Lindenstrauss , Péter P. Varjú

The Pitman-Yor process is a random discrete measure. The random weights or masses follow the two-parameter Poisson-Dirichlet distribution with parameters $0<\alpha<1, \theta>-\alpha$. The parameters $\alpha$ and $\theta$ correspond to the…

Probability · Mathematics 2016-02-29 Shui Feng , Fuqing Gao , Youzhou Zhou

We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…

Probability · Mathematics 2013-12-16 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk
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