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We introduce and study the inhomogeneous exponential jump model - an integrable stochastic interacting particle system on the continuous half line evolving in continuous time. An important feature of the system is the presence of arbitrary…

Probability · Mathematics 2017-03-14 Alexei Borodin , Leonid Petrov

The subject of this paper is stochastic acceleration by plasma turbulence, a process akin to the original model proposed by Fermi. We review the relative merits of different acceleration models, in particular the so called first order Fermi…

High Energy Astrophysical Phenomena · Physics 2015-06-05 Vahe Petrosian

A cyclic random motion at finite velocity with orthogonal directions is considered in the plane and in $\mathbb{R}^3$. We obtain in both cases the explicit conditional distributions of the position of the moving particle when the number of…

Probability · Mathematics 2020-01-01 E. Orsingher , R. Garra , A. I. Zeifman

Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…

Machine Learning · Computer Science 2026-03-02 Sacchit Kale , Piyushi Manupriya , Pierre Marion , Francis Bach , Anant Raj

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.…

Probability · Mathematics 2016-05-04 Jeffrey Kuan

We study the stochastic six-vertex model on a strip $$\left\{(x,y)\in\mathbb{Z}^2: 0\leq y\leq x\leq y+N\right\}$$ with two open boundaries. We develop a `matrix product ansatz' method to solve for its stationary measure, based on the…

Probability · Mathematics 2024-03-19 Zongrui Yang

The cohesive collective motion (flocking, swarming) of autonomous agents is ubiquitously observed and exploited in both natural and man-made settings, thus, minimal models for its description are essential. In a model with continuous space…

Statistical Mechanics · Physics 2015-01-12 Illes J. Farkas , Jeromos Kun , Yi Jin , Gaoqi He , Mingliang Xu

Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…

Analysis of PDEs · Mathematics 2024-07-24 Isanka Garli Hevage , Akif Ibraguimov , Zeev Sobol

We consider the stochastic ranking process with space-time dependent unbounded jump rates for the particles. We prove that the joint empirical distribution of jump rate and scaled position converges almost surely to a deterministic…

Probability · Mathematics 2017-01-02 Tetsuya Hattori

We consider the ASEP and the stochastic six vertex model started with step initial data. After a long time, $T$, it is known that the one-point height function fluctuations for these systems are of order $T^{1/3}$. We prove the KPZ…

Probability · Mathematics 2018-05-23 Ivan Corwin , Evgeni Dimitrov

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 $t\to\infty$.…

Probability · Mathematics 2019-07-29 Balazs Gerencser , Miklos Rasonyi

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…

Statistical Mechanics · Physics 2021-08-31 Karol Capała , Bartłomiej Dybiec

We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…

We introduce and analyze a class of interacting particle systems on the real line that combine features of the stochastic rat race and (deterministic) follow-the-leader models. The particle system evolves as a continuous-time pure jump…

Probability · Mathematics 2026-01-07 Sayan Banerjee , Amarjit Budhiraja , Dilshad Imon

We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…

Probability · Mathematics 2011-10-25 A. Manita , V. Shcherbakov

Irreversible processes accomplished in a fixed time involve nonlinearly coupled flows of matter, energy, and information. Here, using entropy production as an example, we show how thermodynamic uncertainty relations and speed limits on…

Statistical Mechanics · Physics 2021-05-12 Schuyler B. Nicholson , Jason R. Green

In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…

Soft Condensed Matter · Physics 2017-08-09 Eduardo Velasco Stock , Roberto da Silva , Henrique Almeida Fernandes

In this work we study the stochastic process of two-species coagulation. This process consists in the aggregation dynamics taking place in a ring. Particles and clusters of particles are set in this ring and they can move either clockwise…

Analysis of PDEs · Mathematics 2014-04-22 Carlos Escudero , Fabricio Macia , Raul Toral , Juan J. L. Velazquez

A stochastic model is proposed for the acceleration of non-relativistic particles yielding to energy spectra with a shape of a Weibull\textquoteright s function. Such particle distribution is found as the stationary solution of a…

Space Physics · Physics 2016-02-23 G. Pallocchia , M. Laurenza , G. Consolini

We study a stochastic particle system which is motivated from grain boundary coarsening in two-dimensional networks. Each particles lives on the positive real line and is labeled as belonging to either Species 1 or Species 2. Species 1…

Probability · Mathematics 2021-07-06 Joseph Klobusicky