Related papers: Up-down chains and scaling limits: application to …
In this paper we consider three classes of interacting particle systems on $\mathbb Z$: independent random walks, the exclusion process, and the inclusion process. We allow particles to switch their jump rate (the rate identifies the type…
We prove the convergence of the law of grid-valued random walks, which can be seen as time-space Markov chains, to the law of a general diffusion process. This includes processes with sticky features, reflecting or absorbing boundaries and…
In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…
In this paper, we abstract a kind of stochastic processes from evolving processes of growing networks, this process is called growing network Markov chains. Thus the existence and the formulas of degree distribution are transformed to the…
We consider special upwinding Petrov-Galerkin discretizations for convection-diffusion problems. For the one dimensional case with a standard continuous linear element as the trial space and a special exponential bubble test space, we prove…
The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…
We obtain an upper escape rate function for a continuous time minimal symmetric Markov chain, defined on a locally finite weighted graph. This upper rate function is given in terms of volume growth with respect to an adapted path metric and…
We provide deviation inequalities for properly normalized sums of bifurcating Markov chains on Galton-Watson tree. These processes are extension of bifurcating Markov chains (which was introduced by Guyon to detect cellular aging from cell…
We present a unifying, consistent, finite-size-scaling picture for percolation theory bringing it into the framework of a general, renormalization-group-based, scaling scheme for systems above their upper critical dimensions $d_c$.…
The problem of efficiently sampling from a set of (undirected, or directed) graphs with a given degree sequence has many applications. One approach to this problem uses a simple Markov chain, which we call the switch chain, to perform the…
We develop a general theory for Markov chains whose transition probabilities are the coefficients of descent operators on combinatorial Hopf algebras. These model the breaking-then-recombining of combinational objects. Examples include the…
Pinning and depinning of wavefronts are ubiquitous features of spatially discrete systems describing a host of phenomena in physics, biology, etc. A large class of discrete systems is described by overdamped chains of nonlinear oscillators…
We develop a general universality technique for establishing metric scaling limits of critical random discrete structures exhibiting mean-field behavior that requires four ingredients: (i) from the barely subcritical regime to the critical…
A $k$-height on a graph $G=(V, E)$ is an assignment $V\to\{0, \ldots, k\}$ such that the value on ajacent vertices differs by at most $1$. We study the Markov chain on $k$-heights that in each step selects a vertex at random, and, if…
Regime-switching processes contain two components: continuous component and discrete component, which can be used to describe a continuous dynamical system in a random environment. Such processes have many different properties than general…
"Quantum trajectories" are solutions of stochastic differential equations also called Belavkin or Stochastic Schr\"odinger Equations. They describe random phenomena in quantum measurement theory. Two types of such equations are usually…
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
Consider a finite irreducible Markov chain with invariant distribution $\pi$. We use the inner product induced by $\pi$ and the associated heat operator to simplify and generalize some results related to graph partitioning and the small-set…
Percolation refers to the emergence of a giant connected cluster in a disordered system when the number of connections between nodes exceeds a critical value. The percolation phase transitions were believed to be continuous until recently…
We study a system of particles which jump on the sites of the interval $[1,L]$ of $\mathbb Z$. The density at the boundaries is kept fixed to simulate the action of mass reservoirs. The evolution depends on two parameters $\lambda'\ge 0$…