Related papers: A probabilistic interpretation for interpolation M…
A sequence of real numbers (x_n) is Benford if the significands, i.e. the fraction parts in the floating-point representation of (x_n) are distributed logarithmically. Similarly, a discrete-time irreducible and aperiodic finite-state Markov…
We introduce an extension of the M/M/1 queueing process with a spatial structure and excluded- volume effect. The rule of particle hopping is the same as for the totally asymmetric simple exclusion process (TASEP). A stationary-state…
When $\lambda$ is a partition, the specialized non-symmetric Macdonald polynomial $E_{\lambda}(x;q;0)$ is symmetric and related to a modified Hall--Littlewood polynomial. We show that whenever all parts of the integer partition $\lambda$ is…
Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…
In this paper, we introduce higher rank generalizations of Macdonald polynomials. The higher rank non-symmetric Macdonald polynomials are Laurent polynomials in several sets of variables which form weight bases for higher rank polynomial…
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…
The totally asymmetric simple exclusion process (TASEP) is a stochastic model for the unidirectional dynamics of interacting particles on a $1$D-lattice that is much used in systems biology and statistical physics. Its master equation…
In this contribution we consider the sequence $\{Q_{n}^{\lambda}\}_{n\geq 0} $ of monic polynomials orthogonal with respect to the following inner product involving differences \begin{equation*} \langle p,q\rangle…
This paper considers the Poisson equation for general state-space Markov chains in continuous time. The main purpose of this paper is to present specific bounds for the solutions of the Poisson equation for general state-space Markov…
We introduce Macdonald polynomials indexed by $n$-tuples of partitions and characterized by certain orthogonality and triangularity relations. We prove that they can be explicitly given as products of ordinary Macdonald polynomials…
A weight function which $q$-generalizes the ground state wave function of the multi-component Calogero-Sutherland quantum many body system is introduced. Conjectures, and some proofs in special cases, are given for a constant term identity…
We study the interpolation Macdonald functions, remarkable inhomogeneous generalizations of Macdonald functions, and a sequence $A^1, A^2, \ldots$ of commuting operators that are diagonalized by them. Such a sequence of operators arises in…
We present a probabilistic generalization of the Robinson--Schensted correspondence in which a permutation maps to several different pairs of standard Young tableaux with nonzero probability. The probabilities depend on two parameters $q$…
We consider a partially asymmetric exclusion process (PASEP) on a finite number of sites with open and directed boundary conditions. Its partition function was calculated by Blythe, Evans, Colaiori, and Essler. It is known to be a…
Introduced in the late 1960's, the asymmetric exclusion process (ASEP) is an important model from statistical mechanics which describes a system of interacting particles hopping left and right on a one-dimensional lattice of n sites with…
It has been known that the transition probability of the single species ASEP with $N$ particles is expressed as a sum of $N!$ $N$-fold contour integrals which are related to permutations in the symmetric group $S_N$. On other hand, the…
We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations with a polynomially growing quasi-monotone nonlinearity and multiplicative Poisson noise. We also study existence and uniqueness 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…
This paper surveys eight classes of polynomials associated with $A$-type and $BC$-type root systems: Jack, Jacobi, Macdonald and Koornwinder polynomials and interpolation (or shifted) Jack and Macdonald polynomials and their $BC$-type…
Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…